Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428)
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scientific article; zbMATH DE number 6764480
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| English | Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function |
scientific article; zbMATH DE number 6764480 |
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Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (English)
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25 August 2017
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excess-of-loss reinsurance
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optimal investment strategy
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proportional reinsurance
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regime-switching
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state-dependent utility function
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