Numerical Methods for Optimal Annuity Purchasing and Dividend Optimization Strategies under Regime-Switching Models: Review of Recent Results
作者： Zhuo Jin , George Yin
DOI: 10.1007/978-1-4614-7789-1_10
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摘要: This chapter is concerned with the handling of insurance risk. We focus on numerical methods for regime-switching models that are widely used in analyzing optimization problems …
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