Cani, Arian; Thonhauser, Stefan An optimal reinsurance problem in the Cramér-Lundberg model. (English) Zbl 1377.93174 Math. Methods Oper. Res. 85, No. 2, 179-205 (2017). MSC: 93E20 91B30 93A30 60G99 PDF BibTeX XML Cite \textit{A. Cani} and \textit{S. Thonhauser}, Math. Methods Oper. Res. 85, No. 2, 179--205 (2017; Zbl 1377.93174) Full Text: DOI
Grandits, Peter; Thonhauser, Stefan Risk averse asymptotics in a Black–Scholes market on a finite time horizon. (English) Zbl 1232.49046 Math. Methods Oper. Res. 74, No. 1, 21-40 (2011). MSC: 49N90 91G10 PDF BibTeX XML Cite \textit{P. Grandits} and \textit{S. Thonhauser}, Math. Methods Oper. Res. 74, No. 1, 21--40 (2011; Zbl 1232.49046) Full Text: DOI