On optimal proportional reinsurance and investment in a hidden Markov financial market

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Publication:523747

DOI10.1007/S10255-017-0634-9zbMATH Open1409.91141OpenAlexW2612256814MaRDI QIDQ523747FDOQ523747


Authors: Qing-bin Meng, Junna Bi, Xin Zhang Edit this on Wikidata


Publication date: 21 April 2017

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-017-0634-9




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