OpenAlex
Optimal proportional reinsurance and investment with regime-switching for mean–variance insurers
Work
Year: 2013
Type: article
Source: Insurance Mathematics and Economics
Authors Ping Chen, Sheung Chi Phillip Yam
Institutions The University of Melbourne, Chinese University of Hong Kong
Cites: 37
Cited by: 36
Related to: 10
FWCI: 6.883
Citation percentile (by year/subfield): 98.27
Topic: Insurance and Financial Risk Management
Subfield: Economics and Econometrics
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed