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"Optimal reinsurance and investment strategies for insurers with ..."

Ailing Gu, Zhongfei Li (2016)

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DOI: 10.1007/S11424-016-5204-3

access: closed

type: Journal Article

metadata version: 2020-06-08

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  - journals/jossac/GuL16
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  - https://dblp.org/rec/journals/jossac/GuL16
Ailing Gu, Zhongfei Li:
Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function. J. Syst. Sci. Complex. 29(6): 1658-1682 (2016)

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