Optimal reinsurance strategies in regime-switching jump diffusion models: Stochastic differential game formulation and numerical methods Journal Articles Refereed uri icon

Overview

Published in

  • Insurance: Mathematics & Economics

Time

Date/time value

  • 2013

Identity

Digital Object Identifier (DOI)

  • 10.1016/j.insmatheco.2013.09.015

Additional Document Info

Parent Title

  • INSURANCE MATHEMATICS & ECONOMICS

Volume

  • 53

Issue

  • 3

Publisher

  • Elsevier Science