Chen, Shumin; Liu, Yanchu; Weng, Chengguo Dynamic risk-sharing game and reinsurance contract design. (English) Zbl 1411.91270 Insur. Math. Econ. 86, 216-231 (2019). MSC: 91B30 91A15 93E20 PDFBibTeX XMLCite \textit{S. Chen} et al., Insur. Math. Econ. 86, 216--231 (2019; Zbl 1411.91270) Full Text: DOI
Zhao, Hui; Weng, ChengGuo; Shen, Yang; Zeng, Yan Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models. (English) Zbl 1367.60088 Sci. China, Math. 60, No. 2, 317-344 (2017). MSC: 60H30 60H10 91B30 91G80 90C39 PDFBibTeX XMLCite \textit{H. Zhao} et al., Sci. China, Math. 60, No. 2, 317--344 (2017; Zbl 1367.60088) Full Text: DOI