Dong, Yinghui; Xu, Chao; Wu, Sang Pricing a chained dynamic fund protection under Vasicek interest rate model with stochastic barrier. (English) Zbl 1429.91317 J. Syst. Sci. Complex. 32, No. 6, 1659-1674 (2019). MSC: 91G20 91G30 PDFBibTeX XMLCite \textit{Y. Dong} et al., J. Syst. Sci. Complex. 32, No. 6, 1659--1674 (2019; Zbl 1429.91317) Full Text: DOI
Gu, Ailing; Li, Zhongfei Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function. (English) Zbl 1369.91086 J. Syst. Sci. Complex. 29, No. 6, 1658-1682 (2016). MSC: 91B30 60J75 91G10 PDFBibTeX XMLCite \textit{A. Gu} and \textit{Z. Li}, J. Syst. Sci. Complex. 29, No. 6, 1658--1682 (2016; Zbl 1369.91086) Full Text: DOI
Liang, Zhibin; Guo, Junyi Optimal investment and proportional reinsurance in the Sparre Andersen model. (English) Zbl 1269.93135 J. Syst. Sci. Complex. 25, No. 5, 926-941 (2012). MSC: 93E20 91B30 91B70 91G10 PDFBibTeX XMLCite \textit{Z. Liang} and \textit{J. Guo}, J. Syst. Sci. Complex. 25, No. 5, 926--941 (2012; Zbl 1269.93135) Full Text: DOI