Optimal investment and reinsurance for an insurer under Markov-modulated financial market
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Publication:2397849
DOI10.1016/j.insmatheco.2017.02.005zbMath1394.91238OpenAlexW2591756540MaRDI QIDQ2397849
Lin Xu, Ding Jun Yao, Li-Ming Zhang
Publication date: 24 May 2017
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.02.005
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