@article{
	11391_1498608,
	author = {Colaneri, K. and Cretarola, A. and Salterini, B.},
	title = {Optimal investment and proportional reinsurance in a regime-switching market model under forward preferences},
	year = {2021},
	journal = {MATHEMATICS},
	volume = {9},
	keywords = {forward dynamic utility, optimal investment, optimal proportional reinsurance, stochastic factor-model, stochastic optimization},
	doi = {10.3390/math9141610},
	pages = {1--27},
	number = {14}
}

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