Optimal credit investment and risk control for an insurer with regime-switching
Lijun Bo, Huafu Liao, Yongjin Wang
| Year of publication: |
2019
|
|---|---|
| Authors: | Bo, Lijun ; Liao, Huafu ; Wang, Yongjin |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 13.2019, 1, p. 147-172
|
| Subject: | Default contagion | Optimal investment | Recursive dynamical system | Regime-switching | Theorie | Theory | Markov-Kette | Markov chain | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-018-0222-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012055756