Cao, Jingyi; Landriault, David; Li, Bin Optimal reinsurance-investment strategy for a dynamic contagion claim model. (English) Zbl 1446.91056 Insur. Math. Econ. 93, 206-215 (2020). MSC: 91G05 91G45 PDFBibTeX XMLCite \textit{J. Cao} et al., Insur. Math. Econ. 93, 206--215 (2020; Zbl 1446.91056) Full Text: DOI
Li, Bin; Li, Danping; Xiong, Dewen Alpha-robust mean-variance reinsurance-investment strategy. (English) Zbl 1401.91521 J. Econ. Dyn. Control 70, 101-123 (2016). MSC: 91G10 91B30 PDFBibTeX XMLCite \textit{B. Li} et al., J. Econ. Dyn. Control 70, 101--123 (2016; Zbl 1401.91521) Full Text: DOI
Landriault, David; Li, Bin; Li, Danping; Li, Dongchen A pair of optimal reinsurance-investment strategies in the two-sided exit framework. (English) Zbl 1371.91097 Insur. Math. Econ. 71, 284-294 (2016). MSC: 91B30 93E20 91G10 PDFBibTeX XMLCite \textit{D. Landriault} et al., Insur. Math. Econ. 71, 284--294 (2016; Zbl 1371.91097) Full Text: DOI