Optimal investment and reinsurance strategies for an insurer with regime-switching (Q6655907)
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scientific article; zbMATH DE number 7960936
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| English | Optimal investment and reinsurance strategies for an insurer with regime-switching |
scientific article; zbMATH DE number 7960936 |
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Optimal investment and reinsurance strategies for an insurer with regime-switching (English)
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27 December 2024
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optimal investment
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reinsurance
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regime-switching
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jump-diffusion
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HJB equation
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0.90175461769104
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0.9014151692390442
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0.8972014784812927
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0.877210795879364
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0.8679216504096985
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