Optimal mean-variance reinsurance and investment strategy with constraints in a non-Markovian regime-switching model
Work
Year: 2020
Type: article
Authors Liming Zhang, Rongming Wang, Jiaqin Wei
Institution East China Normal University
Cites: 29
Cited by: 5
Related to: 10
FWCI: 0.87
Citation percentile (by year/subfield): 91.61
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed
Grant ID 11571113, 11601157, 11601320