Optimal credit investment and risk control for an insurer with regime-switching (Q2633456)
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scientific article; zbMATH DE number 7052594
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| default for all languages | No label defined |
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| English | Optimal credit investment and risk control for an insurer with regime-switching |
scientific article; zbMATH DE number 7052594 |
Statements
Optimal credit investment and risk control for an insurer with regime-switching (English)
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8 May 2019
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optimal investment
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default contagion
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regime-switching
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recursive dynamical system
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0.8335912823677063
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0.8204663395881653
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0.7995935082435608
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0.7952970266342163
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0.7952590584754944
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