Optimal investment and proportional reinsurance in a regime-switching market model under forward preferences. Colaneri, K., Cretarola, A., & Salterini, B. MATHEMATICS, 9(14):1–27, 2021. doi bibtex @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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