On optimal proportional reinsurance and investment in a hidden Markov financial market
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Publication:523747
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- scientific article; zbMATH DE number 3333061 (Why is no real title available?)
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Cited in
(5)- Optimal reinsurance and investment with unobservable claim size and intensity
- Optimal investment and reinsurance for an insurer under Markov-modulated financial market
- An HMM approach for optimal investment of an insurer
- Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching
- Equilibrium reinsurance strategy and mean residual life function
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