On optimal proportional reinsurance and investment in a Markovian regime-switching economy

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Publication:1943015

DOI10.1007/s10114-012-9761-7zbMath1258.91115OpenAlexW2394706890MaRDI QIDQ1943015

Xin Zhang, Tak Kuen Siu

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




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