Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function
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Cites work
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- Optimal investment and reinsurance for insurers with uncertain time-horizon
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- Optimal investment-reinsurance with dynamic risk constraint and regime switching
- Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers
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Cited in
(11)- Asset-liability management with state-dependent utility in the regime-switching market
- Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance
- Expected utility of the drawdown-based regime-switching risk model with state-dependent termination
- Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information
- Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion
- On optimal proportional reinsurance and investment in a Markovian regime-switching economy
- Homotopy analysis method for portfolio optimization problem under the 3/2 model
- Optimal excess-of-loss reinsurance and investment strategy under state-dependent utility function
- scientific article; zbMATH DE number 7351025 (Why is no real title available?)
- Optimal investment and reinsurance strategies for an insurer with regime-switching
- Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers
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