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| dc.contributor.author | Guambe, Calisto
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| dc.contributor.author | Kufakunesu, Rodwell
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| dc.contributor.author | Mabitsela, Lesedi
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| dc.date.accessioned | 2024-02-26T13:03:00Z | |
| dc.date.available | 2024-02-26T13:03:00Z | |
| dc.date.issued | 2024-06 | |
| dc.description.abstract | Please read abstract in the article. | en_US |
| dc.description.department | Mathematics and Applied Mathematics | en_US |
| dc.description.embargo | 2024-07-01 | |
| dc.description.librarian | hj2024 | en_US |
| dc.description.sdg | None | en_US |
| dc.description.uri | https://www.aimsciences.org/journal/2156-8472 | en_US |
| dc.identifier.citation | Calisto Guambe, Rodwell Kufakunesu, Lesedi Mabitsela. Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory. Mathematical Control and Related Fields, 2024, 14(2): 747-768. doi: 10.3934/mcrf.2023023. | en_US |
| dc.identifier.issn | 2156-8472 (print) | |
| dc.identifier.issn | 2156-8499 (online) | |
| dc.identifier.other | 10.3934/mcrf.2023023 | |
| dc.identifier.uri | http://hdl.handle.net/2263/94940 | |
| dc.language.iso | en | en_US |
| dc.publisher | American Institute of Mathematical Sciences | en_US |
| dc.rights | © 2023 American Institute of Mathematical Sciences. | en_US |
| dc.subject | Optimal investment | en_US |
| dc.subject | Jump-diffusion | en_US |
| dc.subject | Regime-switching | en_US |
| dc.subject | Noisy memory | en_US |
| dc.subject | Convex risk measures | en_US |
| dc.subject | Backward stochastic differential equations (BSDE) | en_US |
| dc.title | Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory | en_US |
| dc.type | Postprint Article | en_US |
