Optimal investment of an insurer with regime-switching and risk constraint
Crossref DOI link: https://doi.org/10.1080/03461238.2012.750621
Published Online: 2013-05-14
Published Print: 2014-10
Update policy: https://doi.org/10.1080/tandf_crossmark_01
Liu, Jingzhen
Yiu, Ka-Fai Cedric
Siu, Tak Kuen
Peer Review Statement: The publishing and review policy for this title is described in its Aims & Scope.
Aim & Scope: http://www.tandfonline.com/action/journalInformation?show=aimsScope&journalCode=sact20