Open AccessEquilibrium investment and risk control for an insurer with non-Markovian regime-switching and no-shorting constraints
Author(s) -
Hui Sun,
Zhongyang Sun,
Ya Huang
Publication year - 2020
Publication title -
aims mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.329
H-Index - 15
ISSN - 2473-6988
DOI - 10.3934/math.2020449
Subject(s) - stochastic differential equation , markov process , brownian motion , markov chain , economics , investment (military) , bounded function , variance (accounting) , mathematical economics , stochastic control , control (management) , control theory (sociology) , mathematics , mathematical optimization , optimal control , mathematical analysis , statistics , accounting , management , politics , political science , law
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