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Optimal credit investment and risk control for an insurer with regime-switching - MaRDI portal

Optimal credit investment and risk control for an insurer with regime-switching (Q2633456)

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Optimal credit investment and risk control for an insurer with regime-switching
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    Optimal credit investment and risk control for an insurer with regime-switching (English)
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    8 May 2019
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    optimal investment
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    default contagion
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    regime-switching
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    recursive dynamical system
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