Guambe, CalistoKufakunesu, RodwellMabitsela, Lesedi2024-02-262024-02-262024-06Calisto 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.2023023.2156-8472 (print)2156-8499 (online)10.3934/mcrf.2023023http://hdl.handle.net/2263/94940Please read abstract in the article.en© 2023 American Institute of Mathematical Sciences.Optimal investmentJump-diffusionRegime-switchingNoisy memoryConvex risk measuresBackward stochastic differential equations (BSDE)Risk-based optimal portfolio of an insurance firm with regime switching and noisy memoryPostprint Article