Li, Danping; Rong, Ximin; Zhao, Hui Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model. (English) Zbl 1414.91213 J. Syst. Sci. Complex. 29, No. 2, 428-454 (2016). MSC: 91B30 PDFBibTeX XMLCite \textit{D. Li} et al., J. Syst. Sci. Complex. 29, No. 2, 428--454 (2016; Zbl 1414.91213) Full Text: DOI
Li, Danping; Rong, Ximin; Zhao, Hui Optimal investment problem for an insurer and a reinsurer. (English) Zbl 1333.91033 J. Syst. Sci. Complex. 28, No. 6, 1326-1343 (2015). MSC: 91B30 93E20 49L20 PDFBibTeX XMLCite \textit{D. Li} et al., J. Syst. Sci. Complex. 28, No. 6, 1326--1343 (2015; Zbl 1333.91033) Full Text: DOI
Zhao, Hui; Rong, Ximin Optimal investment with multiple risky assets for an insurer with modified periodic risk process. (English) Zbl 1372.91099 J. Syst. Sci. Complex. 28, No. 4, 997-1014 (2015). MSC: 91G10 91B30 93E20 PDFBibTeX XMLCite \textit{H. Zhao} and \textit{X. Rong}, J. Syst. Sci. Complex. 28, No. 4, 997--1014 (2015; Zbl 1372.91099) Full Text: DOI