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Optimal investment and reinsurance to reach a bequest goal with random time solvency regulation
This paper studies optimal investment and proportional reinsurance policies for an insurer with Markov regime-switching model and random time solvency regulation. The goal of the insurer is to maxi...
期刊介绍：
The International Journal of Control publishes top quality, peer reviewed papers in all areas, both established and emerging, of control theory and its applications.
Readership: Development engineers and research workers in industrial automatic control. Research workers and students in automatic control and systems science in universities. Teachers of advanced automatic control in universities. Applied mathematicians and physicists working in automatic control and systems analysis. Development and research workers in fields where automatic control is widely applied: process industries, energy utility industries and advanced manufacturing, embedded systems and robotics.
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