Optimal reinsurance and asset allocation under regime switching
Year: 2015
Type: article
Source: Journal of Banking & Finance
Authors: Bong-Gyu Jang, Kyeong Tae Kim
Institution: Pohang University of Science and Technology
Language: English
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed
Awards: G3869529135, G8815604122
OpenAlex ID: W3122431206