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Optimal Reinsurance and Asset Allocation under Regime Switching SSCI SCOPUS

Title
Optimal Reinsurance and Asset Allocation under Regime Switching
Authors
Jang, B.-GKyeong-Tae Kim
Date Issued
2015-07
Publisher
Elsevier
URI
https://oasis.postech.ac.kr/handle/2014.oak/35720
DOI
10.1016/J.JBANKFIN.2015.03.002
ISSN
0378-4266
Article Type
Article
Citation
JOURNAL OF BANKING & FINANCE, vol. 56, page. 37 - 47, 2015-07
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장봉규JANG, BONG GYU
Dept. of Industrial & Management Eng.
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