Optimal investment of an insurer with regime-switching and risk constraint

Jingzhen Liu, Ka Fai Cedric Yiu, Tak Kuen Siu

Research output: Contribution to journalArticlepeer-review

14 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Optimal investment of an insurer with regime-switching and risk constraint'. Together they form a unique fingerprint.

Mathematics

Business & Economics