Optimal Investment and Liability Ratio Policies in a Multidimensional Regime Switching Model

Author: Zou Bin   Cadenillas Abel  

Publisher: MDPI

E-ISSN: 2227-9091|5|1|6-6

ISSN: 2227-9091

Source: Risks, Vol.5, Iss.1, 2017-01, pp. : 6-6

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Abstract