Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory
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Publication:6556595
DOI10.3934/MCRF.2023023zbMATH Open1544.91263MaRDI QIDQ6556595FDOQ6556595
Authors: Calisto Guambe, Rodwell Kufakunesu, Lesedi Mabitsela 
Publication date: 17 June 2024
Published in: Mathematical Control and Related Fields (Search for Journal in Brave)
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Actuarial mathematics (91G05) Stochastic games, stochastic differential games (91A15) Optimal stochastic control (93E20)
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