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Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching
Peng, Xing-chun, Hu, Yi-junVolume:
32
Language:
english
Journal:
Acta Mathematicae Applicatae Sinica, English Series
DOI:
10.1007/s10255-016-0602-9
Date:
July, 2016
File:
PDF, 282 KB
english, 2016