Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function
Crossref DOI link: https://doi.org/10.1007/s11424-016-5204-3
Published Online: 2016-12-13
Published Print: 2016-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gu, Ailing
Li, Zhongfei
License valid from 2016-12-01