Optimal investment and reinsurance strategies for an insurer with stochastic economic factor
Author:
Affiliation:
1. Guangzhou University
Abstract
Publisher
Hacettepe University
Subject
Geometry and Topology,Statistics and Probability,Algebra and Number Theory,Analysis
Reference16 articles.
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3. J. Cao, D. Landriault and B. Li, {\em Optimal reinsurance-investment strategy for a dynamic contagion claim model}, Insurance Math. Econom. \textbf{93}, 206-215, 2020.
4. J. C. Cox and C. F. Huang, {\em Optimal consumption and portfolio policies when asset prices follow a diffusion process}, J. Econ. Theory \textbf{49}, 33-83, 1989.
5. A. Y. Golubin, {\em Optimal insurance and reinsurance policies in the risk process}, ASTIN Bulletin. \textbf{38} (2), 383-397, 2008.
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1. Optimal investment and reinsurance strategies for an insurer with regime-switching;Mathematics and Financial Economics;2024-08-21
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