
AIMS Mathematics, 2020, 5(6): 69967013. doi: 10.3934/math.2020449.
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Equilibrium investment and risk control for an insurer with nonMarkovian regimeswitching and noshorting constraints
1 College of Transportation, Shandong University of Science and Technology, Qingdao, Shandong 266590, China
2 School of Statistics, Qufu Normal University, Qufu, Shandong 273165, China
3 School of Business, Hunan Normal University, Changsha, Hunan 410081, China
Received: , Accepted: , Published:
Keywords: meanvariance criterion; nonMarkovian regimeswitching; openloop equilibrium strategy; bounded mean oscillation martingale; backward stochastic differential equation
Citation: Hui Sun, Zhongyang Sun, Ya Huang. Equilibrium investment and risk control for an insurer with nonMarkovian regimeswitching and noshorting constraints. AIMS Mathematics, 2020, 5(6): 69967013. doi: 10.3934/math.2020449
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