Optimal investment-reinsurance with dynamic risk constraint and regime switching
Year of publication: |
2013
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Authors: | Liu, Jingzhen ; Yiu, Ka-Fai Cedric ; Siu, Tak Kuen ; Ching, Wai-Ki |
Published in: |
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 1867532. - Vol. 2013.2013, 4 (1.7.), p. 263-285
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