Review Articles
Optimal mean-variance reinsurance and investment strategy with constraints in a non-Markovian regime-switching model
Liming Zhang ,
Key Laboratory of Advanced Theory and Application in Statistics and Data Science-MOE, School of Statistics, East China Normal University, Shanghai, Peoples Republic of China
Rongming Wang ,
Key Laboratory of Advanced Theory and Application in Statistics and Data Science-MOE, School of Statistics, East China Normal University, Shanghai, Peoples Republic of China
Jiaqin Wei
Key Laboratory of Advanced Theory and Application in Statistics and Data Science-MOE, School of Statistics, East China Normal University, Shanghai, Peoples Republic of China
jqwei@stat.ecnu.edu.cn
Pages 214-227 |
Received 03 Jun. 2019,
Accepted 25 Nov. 2019,
Published online: 30 Jan. 2020,