Optimal mean-variance reinsurance and investment strategy with constraints in a non-Markovian regime-switching model

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Publication:5880052

DOI10.1080/24754269.2020.1719356OpenAlexW3003467252MaRDI QIDQ5880052

Jiaqin Wei, Rong-Ming Wang, Li-Ming Zhang

Publication date: 7 March 2023

Published in: Statistical Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/24754269.2020.1719356




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