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~person:"Chen, Ping"
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Chen, Ping
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Optimal proportional reinsurance and investment with regime-switching for mean–variance insurers
Chen, Ping
;
Yam, S.C.P.
- In:
Insurance: Mathematics and Economics
53
(
2013
)
3
,
pp. 871-883
(bond or bank account) and a risky asset whose price process is modeled by a
geometric
Brownian
motion
. We investigate the …
Persistent link: https://www.econbiz.de/10010719087
Saved in:
2
Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers
Chen, Ping
;
Yam, Sheung Chi Phillip
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 871-883
Persistent link: https://www.econbiz.de/10010227791
Saved in:
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