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

Xing-chun PENG, Yi-jun HU

Acta Mathematicae Applicatae Sinica(English Series) ›› 2016, Vol. 32 ›› Issue (3) : 755-770.

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Acta Mathematicae Applicatae Sinica(English Series) ›› 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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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica(English Series), 2016, 32(3): 755-770 https://doi.org/10.1007/s10255-016-0602-9

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