Optimal Reinsurance and Investment Strategies for Insurers with Regime-Switching and State-Dependent Utility Function

GU Ailing,LI Zhongfei

系统科学与复杂性(英文) ›› 2016, Vol. 29 ›› Issue (6) : 1658-1682.

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系统科学与复杂性(英文) ›› 2016, Vol. 29 ›› Issue (6) : 1658-1682. DOI: 10.1007/s11424-016-5204-3

Optimal Reinsurance and Investment Strategies for Insurers with Regime-Switching and State-Dependent Utility Function

    GU Ailing 1, LI Zhongfei2
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Optimal Reinsurance and Investment Strategies for Insurers with Regime-Switching and State-Dependent Utility Function

    GU Ailing 1, LI Zhongfei2
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2016, 29(6): 1658-1682 https://doi.org/10.1007/s11424-016-5204-3
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2016, 29(6): 1658-1682 https://doi.org/10.1007/s11424-016-5204-3
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