Optimal reinsurance and asset allocation under regime...

Journal of Banking & Finance 2015 / 07 Vol. 56

Optimal reinsurance and asset allocation under regime switching

Jang, Bong-Gyu, Kim, Kyeong Tae
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Volume:
56
Language:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2015.03.002
Date:
July, 2015
File:
PDF, 982 KB
english, 2015
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