Optimal investment and reinsurance strategies for an insurer with regime-switching
Weiwei Shen
| Year of publication: |
2024
|
|---|---|
| Authors: | Shen, Weiwei |
| Subject: | HJB equation | Jump-diffusion | Optimal investment | Regime-switching | Reinsurance | Rückversicherung | Theorie | Theory | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain | Versicherung | Insurance | Risikomodell | Risk model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-024-00374-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015189214