On optimal proportional reinsurance and investment in a Markovian regime-switching economy
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Publication:1943015
DOI10.1007/s10114-012-9761-7zbMath1258.91115MaRDI QIDQ1943015
Publication date: 14 March 2013
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-012-9761-7
91B54: Special types of economic markets (including Cournot, Bertrand)
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