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

GU Ailing,LI Zhongfei

Journal of Systems Science & Complexity ›› 2016, Vol. 29 ›› Issue (6) : 1658-1682.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 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

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2016, 29(6): 1658-1682 https://doi.org/10.1007/s11424-016-5204-3

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