Optimal reinsurance and investment in a Markovian regime-switching economy with delay and common shock (Q5064289)
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scientific article; zbMATH DE number 7494974
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| English | Optimal reinsurance and investment in a Markovian regime-switching economy with delay and common shock |
scientific article; zbMATH DE number 7494974 |
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Optimal reinsurance and investment in a Markovian regime-switching economy with delay and common shock (English)
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21 March 2022
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mean-variance
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reinsurance and investment
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dependent risk
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extended Hamilton-Jacobi-Bellman equation
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Markovian regime-switching
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0.95304626
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0.9386035
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0.9281346
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0.9273838
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0.9256412
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0.9226825
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0.9225315
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0.9224512
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0.9177514
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