Wen, Yuzhen; Yin, Chuancun Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate. (English) Zbl 1448.91268 J. Funct. Spaces 2020, Article ID 4051969, 13 p. (2020). MSC: 91G05 91G30 PDFBibTeX XMLCite \textit{Y. Wen} and \textit{C. Yin}, J. Funct. Spaces 2020, Article ID 4051969, 13 p. (2020; Zbl 1448.91268) Full Text: DOI
Wen, Yuzhen; Yin, Chuancun Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint. (English) Zbl 1411.91323 J. Funct. Spaces 2019, Article ID 6750892, 7 p. (2019). MSC: 91B30 49L99 PDFBibTeX XMLCite \textit{Y. Wen} and \textit{C. Yin}, J. Funct. Spaces 2019, Article ID 6750892, 7 p. (2019; Zbl 1411.91323) Full Text: DOI