Risk-based Optimal Investment and Proportional Reinsurance of an Insurer with Hidden Regime Switching

Xing-chun PENG, Yi-jun HU

应用数学学报(英文版) ›› 2016, Vol. 32 ›› Issue (3) : 755-770.

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应用数学学报(英文版) ›› 2016, Vol. 32 ›› Issue (3) : 755-770. DOI: 10.1007/s10255-016-0602-9
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Risk-based Optimal Investment and Proportional Reinsurance of an Insurer with Hidden Regime Switching

    Xing-chun PENG1, Yi-jun HU2
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Risk-based Optimal Investment and Proportional Reinsurance of an Insurer with Hidden Regime Switching

    Xing-chun PENG1, Yi-jun HU2
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2016, 32(3): 755-770 https://doi.org/10.1007/s10255-016-0602-9
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2016, 32(3): 755-770 https://doi.org/10.1007/s10255-016-0602-9
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