Optimal investment and reinsurance strategies for an insurer with regime-switching
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Publication:6655907
DOI10.1007/S11579-024-00374-YMaRDI QIDQ6655907FDOQ6655907
Authors: Weiwei Shen 
Publication date: 27 December 2024
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
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Game theory, economics, finance, and other social and behavioral sciences (91-XX) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20)
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