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Optimal investment-reinsurance policy with regime switching and value-at-risk constraint.

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Title: Optimal investment-reinsurance policy with regime switching and value-at-risk constraint.
Authors: Yan, Ming1 (AUTHOR) yanming19860207@163.com, Yang, Hongtao2 (AUTHOR) hongtao.yang@unlv.edu, Zhang, Lei1 (AUTHOR) 1648678041@qq.com, Zhang, Shuhua1 (AUTHOR) szhang@tjufe.edu.cn
Source: Journal of Industrial & Management Optimization. Sep2020, Vol. 16 Issue 5, p2195-2211. 17p.
Database: Mathematics Source
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An: 145384774
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  Data: Optimal investment-reinsurance policy with regime switching and value-at-risk constraint.
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Industrial+%26+Management+Optimization%22">Journal of Industrial & Management Optimization</searchLink>. Sep2020, Vol. 16 Issue 5, p2195-2211. 17p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=145384774
RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.3934/jimo.2019050
    Languages:
      – Code: eng
        Text: English
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        PageCount: 17
        StartPage: 2195
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      – TitleFull: Optimal investment-reinsurance policy with regime switching and value-at-risk constraint.
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            NameFull: Yan, Ming
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            NameFull: Yang, Hongtao
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            NameFull: Zhang, Lei
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            – D: 01
              M: 09
              Text: Sep2020
              Type: published
              Y: 2020
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              Value: 16
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              Value: 5
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            – TitleFull: Journal of Industrial & Management Optimization
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