Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory
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Publication:6556595
DOI10.3934/mcrf.2023023zbMATH Open1544.91263MaRDI QIDQ6556595
Calisto Guambe, Lesedi Mabitsela, Rodwell Kufakunesu
Publication date: 17 June 2024
Published in: Mathematical Control and Related Fields (Search for Journal in Brave)
Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Actuarial mathematics (91G05)
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