Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching
Crossref DOI link: https://doi.org/10.1007/s10255-016-0602-9
Published Online: 2016-08-21
Published Print: 2016-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Peng, Xing-chun
Hu, Yi-jun
License valid from 2016-07-01