{"id":"https://openalex.org/W3122431206","doi":"https://doi.org/10.1016/j.jbankfin.2015.03.002","title":"Optimal reinsurance and asset allocation under regime switching","display_name":"Optimal reinsurance and asset allocation under regime switching","publication_year":2015,"publication_date":"2015-03-31","ids":{"openalex":"https://openalex.org/W3122431206","doi":"https://doi.org/10.1016/j.jbankfin.2015.03.002","mag":"3122431206"},"language":"en","primary_location":{"id":"doi:10.1016/j.jbankfin.2015.03.002","doi":"https://doi.org/10.1016/j.jbankfin.2015.03.002","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jbankfin.2015.03.002","pdf_url":null,"source":{"id":"https://openalex.org/S2876017","display_name":"Journal of Banking & Finance","issn_l":"0378-4266","issn":["0378-4266","1872-6372"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","fnege-1","jufo-2","norway-2","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Banking &amp; Finance","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5026398959","display_name":"Bong\u2010Gyu Jang","orcid":"https://orcid.org/0000-0002-2293-5080","observed_orcids":["https://orcid.org/0000-0002-2293-5080"]},"institutions":[{"id":"https://openalex.org/I123900574","display_name":"Pohang University of Science and Technology","ror":"https://ror.org/04xysgw12","country_code":"KR","type":"education","lineage":["https://openalex.org/I123900574"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Bong-Gyu Jang","raw_affiliation_strings":["Department of Industrial and Management Engineering, POSTECH, 77 Cheongam-Ro, Nam-Gu, Pohang, Kyungbuk, Republic of Korea"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Industrial and Management Engineering, POSTECH, 77 Cheongam-Ro, Nam-Gu, Pohang, Kyungbuk, Republic of Korea","institution_ids":["https://openalex.org/I123900574"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5112600865","display_name":"Kyeong Tae Kim","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I123900574","display_name":"Pohang University of Science and Technology","ror":"https://ror.org/04xysgw12","country_code":"KR","type":"education","lineage":["https://openalex.org/I123900574"]}],"countries":["KR"],"is_corresponding":true,"raw_author_name":"Kyeong Tae Kim","raw_affiliation_strings":["Department of Industrial and Management Engineering, POSTECH, 77 Cheongam-Ro, Nam-Gu, Pohang, Kyungbuk, Republic of Korea"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Industrial and Management Engineering, POSTECH, 77 Cheongam-Ro, Nam-Gu, Pohang, Kyungbuk, Republic of Korea","institution_ids":["https://openalex.org/I123900574"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5112600865"],"corresponding_institution_ids":["https://openalex.org/I123900574"],"apc_list":{"value":3340,"currency":"USD","value_usd":3340},"apc_paid":null,"fwci":4.5815,"has_fulltext":false,"cited_by_count":40,"citation_normalized_percentile":{"value":0.94470449,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"56","issue":null,"first_page":"37","last_page":"47"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.8628000020980835,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.8628000020980835,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.10050000250339508,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.024700000882148743,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/optimal-reinsurance","display_name":"optimal reinsurance","score":0.9890000224113464},{"id":"https://openalex.org/keywords/asset-allocation","display_name":"asset allocation","score":0.9470000267028809},{"id":"https://openalex.org/keywords/regime-switching-models","display_name":"regime switching","score":0.9980000257492065},{"id":"https://openalex.org/keywords/insurer-risk-management","display_name":"insurer risk management","score":0.6650000214576721},{"id":"https://openalex.org/keywords/investment-opportunities","display_name":"investment opportunities","score":0.675000011920929},{"id":"https://openalex.org/keywords/loading-factor","display_name":"loading factor","score":0.8519999980926514},{"id":"https://openalex.org/keywords/economic-conditions","display_name":"economic conditions","score":0.5550000071525574}],"concepts":[{"id":"https://openalex.org/C166970017","wikidata":"https://www.wikidata.org/wiki/Q476118","display_name":"Reinsurance","level":2,"score":0.9539584517478943},{"id":"https://openalex.org/C139819358","wikidata":"https://www.wikidata.org/wiki/Q462748","display_name":"Asset allocation","level":3,"score":0.727863609790802},{"id":"https://openalex.org/C2778357065","wikidata":"https://www.wikidata.org/wiki/Q1165788","display_name":"Prudence","level":2,"score":0.6861990094184875},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.5286182761192322},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.524281919002533},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5118869543075562},{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.45728155970573425},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.4343249201774597},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.4275439977645874},{"id":"https://openalex.org/C103144560","wikidata":"https://www.wikidata.org/wiki/Q2670999","display_name":"Investment strategy","level":3,"score":0.4185212254524231},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3515204191207886},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.31986576318740845},{"id":"https://openalex.org/C181622380","wikidata":"https://www.wikidata.org/wiki/Q26911","display_name":"Profit (economics)","level":2,"score":0.1697673797607422},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.12570148706436157},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.09262186288833618},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C27206212","wikidata":"https://www.wikidata.org/wiki/Q34178","display_name":"Theology","level":1,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1016/j.jbankfin.2015.03.002","doi":"https://doi.org/10.1016/j.jbankfin.2015.03.002","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jbankfin.2015.03.002","pdf_url":null,"source":{"id":"https://openalex.org/S2876017","display_name":"Journal of Banking & Finance","issn_l":"0378-4266","issn":["0378-4266","1872-6372"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","fnege-1","jufo-2","norway-2","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Banking &amp; Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:jbfina:v:56:y:2015:i:c:p:37-47","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0378426615000631","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:oasis.postech.ac.kr:2014.oak/35720","doi":null,"is_oa":false,"landing_page_url":"https://oasis.postech.ac.kr/handle/2014.oak/35720","pdf_url":null,"source":{"id":"https://openalex.org/S4306401965","display_name":"Open Access System for Information Sharing (Pohang University of Science and Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I123900574","host_organization_name":"Pohang University of Science and Technology","host_organization_lineage":["https://openalex.org/I123900574"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"score":0.5299999713897705,"display_name":"No poverty","id":"https://metadata.un.org/sdg/1"}],"study_designs":[],"awards":[{"id":"https://openalex.org/G3869529135","display_name":null,"funder_award_id":"NRF-2013R1A2A2A03068890","funder_id":"https://openalex.org/F4320322349","funder_display_name":"Ministry of Education, Science and Technology"},{"id":"https://openalex.org/G8815604122","display_name":null,"funder_award_id":"NRF-2012R1A1A2038735","funder_id":"https://openalex.org/F4320322349","funder_display_name":"Ministry of Education, Science and Technology"}],"funders":[{"id":"https://openalex.org/F4320321354","display_name":"Ajou University","ror":"https://ror.org/03tzb2h73"},{"id":"https://openalex.org/F4320322349","display_name":"Ministry of Education, Science and Technology","ror":"https://ror.org/01p262204"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":45,"referenced_works":["https://openalex.org/W1511170401","https://openalex.org/W1511725782","https://openalex.org/W1559375637","https://openalex.org/W1565714972","https://openalex.org/W1597566807","https://openalex.org/W1964394504","https://openalex.org/W1972792800","https://openalex.org/W2005158847","https://openalex.org/W2005412608","https://openalex.org/W2005432509","https://openalex.org/W2006884477","https://openalex.org/W2009339555","https://openalex.org/W2023490476","https://openalex.org/W2028258405","https://openalex.org/W2034085084","https://openalex.org/W2038126637","https://openalex.org/W2043409077","https://openalex.org/W2045301136","https://openalex.org/W2048453294","https://openalex.org/W2056063163","https://openalex.org/W2059561047","https://openalex.org/W2065290976","https://openalex.org/W2074812030","https://openalex.org/W2082046266","https://openalex.org/W2082447955","https://openalex.org/W2082929479","https://openalex.org/W2087292112","https://openalex.org/W2087520527","https://openalex.org/W2088760779","https://openalex.org/W2089468304","https://openalex.org/W2108273483","https://openalex.org/W2112633247","https://openalex.org/W2126696639","https://openalex.org/W2132529433","https://openalex.org/W2147258401","https://openalex.org/W2171757380","https://openalex.org/W2325340327","https://openalex.org/W2394706890","https://openalex.org/W3022041122","https://openalex.org/W3035509303","https://openalex.org/W3121766225","https://openalex.org/W3122672345","https://openalex.org/W3124125961","https://openalex.org/W4230600024","https://openalex.org/W6635523610"],"related_works":["https://openalex.org/W2034597974","https://openalex.org/W2560553738","https://openalex.org/W7042280723","https://openalex.org/W2910256560","https://openalex.org/W4401754412","https://openalex.org/W3179662494","https://openalex.org/W3174938288","https://openalex.org/W2359581971","https://openalex.org/W2082971653","https://openalex.org/W3137741502"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":4},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":6},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":10},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":4},{"year":2015,"cited_by_count":1}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2021-02-01T00:00:00"}
