Optimal investment and reinsurance for an insurer under Markov-modulated financial market (Q2397849)

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Optimal investment and reinsurance for an insurer under Markov-modulated financial market
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    Optimal investment and reinsurance for an insurer under Markov-modulated financial market (English)
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    24 May 2017
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    optimal investment
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    reinsurance
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    Markov modulated risk model
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    HJB equation
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    ruin probability
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