On optimal proportional reinsurance and investment in a hidden Markov financial market
Crossref DOI link: https://doi.org/10.1007/s10255-017-0634-9
Published Online: 2017-03-15
Published Print: 2017-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Meng, Qing-bin
Zhang, Xin
Bi, Jun-na
License valid from 2017-02-01