Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax.

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Bibliographic Details
Title: Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax.
Authors: Xu, Lin1 (AUTHOR) xulinahnu@gmail.com, Yao, Dingjun2 (AUTHOR) yaodingjun@sina.cn, Cheng, Gongpin3 (AUTHOR) chenggongpin@sohu.com
Source: Journal of Industrial & Management Optimization. Jan2020, Vol. 16 Issue 1, p325-356. 32p.
Database: Mathematics Source
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ISSN:15475816
DOI:10.3934/jimo.2018154