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Article: Optimal insurance in a changing economy

TitleOptimal insurance in a changing economy
Authors
Liu, JYiu, CSiu, TChing, WK
KeywordsDynamic programming
Optimal insurance
Regime-switching
Regime-switching HJB equations
Utility maximization
Issue Date2014
PublisherAmerican Institute of Mathematical Sciences. The Journal's web site is located at http://aimsciences.org/journals/home.jsp?journalID=23
Citation
Mathematical Control and Related Fields, 2014, v. 4 n. 2, p. 187-202 How to Cite?
DOI: http://dx.doi.org/10.3934/mcrf.2014.4.187
Persistent Identifierhttp://hdl.handle.net/10722/196565
ISSN
2156-8472
2021 Impact Factor: 1.141
2020 SCImago Journal Rankings: 0.658
ISI Accession Number ID
WOS:000331935000003

 

DC FieldValueLanguage
dc.contributor.authorLiu, Jen_US
dc.contributor.authorYiu, Cen_US
dc.contributor.authorSiu, Ten_US
dc.contributor.authorChing, WKen_US
dc.date.accessioned2014-04-22T08:36:30Z-
dc.date.available2014-04-22T08:36:30Z-
dc.date.issued2014en_US
dc.identifier.citationMathematical Control and Related Fields, 2014, v. 4 n. 2, p. 187-202en_US
dc.identifier.issn2156-8472-
dc.identifier.urihttp://hdl.handle.net/10722/196565-
dc.languageengen_US
dc.publisherAmerican Institute of Mathematical Sciences. The Journal's web site is located at http://aimsciences.org/journals/home.jsp?journalID=23-
dc.relation.ispartofMathematical Control and Related Fieldsen_US
dc.rightsMathematical Control and Related Fields. Copyright © American Institute of Mathematical Sciences.-
dc.subjectDynamic programming-
dc.subjectOptimal insurance-
dc.subjectRegime-switching-
dc.subjectRegime-switching HJB equations-
dc.subjectUtility maximization-
dc.titleOptimal insurance in a changing economyen_US
dc.typeArticleen_US
dc.identifier.emailChing, WK: wching@hku.hken_US
dc.identifier.authorityChing, WK=rp00679en_US
dc.identifier.doi10.3934/mcrf.2014.4.187-
dc.identifier.scopuseid_2-s2.0-84893923260-
dc.identifier.hkuros228590en_US
dc.identifier.volume4en_US
dc.identifier.issue2-
dc.identifier.spage187en_US
dc.identifier.epage202en_US
dc.identifier.isiWOS:000331935000003-
dc.publisher.placeUnited States-
dc.identifier.issnl2156-8499-

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