Showing results 1 to 4 of 4
Title | Author(s) | Issue Date | |
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Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence Journal:Methematical Methods of Operations Research | 2016 | ||
Optimal portfolio and consumption for a Markovian regime-switching jump-diffusion process Journal:The ANZIAM Journal | 2021 | ||
Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence Journal:Journal of Applied Mathematics and Computing | 2018 | ||
Valuing Equity-Linked Death Benefits in a Regime-Switching Framework Journal:ASTIN Bulletin | 2015 |