Bi, Junna; Cai, Jun; Zeng, Yan Equilibrium reinsurance-investment strategies with partial information and common shock dependence. (English) Zbl 1478.91160 Ann. Oper. Res. 307, No. 1-2, 1-24 (2021). MSC: 91G05 62P05 93E20 PDFBibTeX XMLCite \textit{J. Bi} et al., Ann. Oper. Res. 307, No. 1--2, 1--24 (2021; Zbl 1478.91160) Full Text: DOI
Bi, Junna; Cai, Jun Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets. (English) Zbl 1419.91349 Insur. Math. Econ. 85, 1-14 (2019). MSC: 91B30 62P05 93E20 91G70 PDFBibTeX XMLCite \textit{J. Bi} and \textit{J. Cai}, Insur. Math. Econ. 85, 1--14 (2019; Zbl 1419.91349) Full Text: DOI