A, Chunxiang; Li, Zhongfei; Wang, Fan Optimal investment strategy under time-inconsistent preferences and high-water mark contract. (English) Zbl 1408.91188 Oper. Res. Lett. 44, No. 2, 212-218 (2016). MSC: 91G10 91G80 49L20 93E20 PDFBibTeX XMLCite \textit{C. A} et al., Oper. Res. Lett. 44, No. 2, 212--218 (2016; Zbl 1408.91188) Full Text: DOI
A, Chunxiang; Li, Zhongfei Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston’s SV model. (English) Zbl 1314.91128 Insur. Math. Econ. 61, 181-196 (2015). MSC: 91B30 60H30 90C90 PDFBibTeX XMLCite \textit{C. A} and \textit{Z. Li}, Insur. Math. Econ. 61, 181--196 (2015; Zbl 1314.91128) Full Text: DOI