Liu, Shan; Zhao, Hui; Rong, Ximin Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment. (English) Zbl 07475164 J. Ind. Manag. Optim. 18, No. 2, 1185-1222 (2022). MSC: 93E20 91G80 91G10 PDF BibTeX XML Cite \textit{S. Liu} et al., J. Ind. Manag. Optim. 18, No. 2, 1185--1222 (2022; Zbl 07475164) Full Text: DOI OpenURL
Zhu, Huainian; Cao, Ming; Zhu, Ying Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model. (English) Zbl 1482.91191 Optimization 70, No. 12, 2579-2606 (2021). MSC: 91G05 91A15 91A05 91A80 PDF BibTeX XML Cite \textit{H. Zhu} et al., Optimization 70, No. 12, 2579--2606 (2021; Zbl 1482.91191) Full Text: DOI OpenURL
Liu, Shuang-sui; Guo, Wen-jing; Tong, Xin-le Martingale method for optimal investment and proportional reinsurance. (English) Zbl 1474.91155 Appl. Math., Ser. B (Engl. Ed.) 36, No. 1, 16-30 (2021). MSC: 91G05 60G44 60G51 PDF BibTeX XML Cite \textit{S.-s. Liu} et al., Appl. Math., Ser. B (Engl. Ed.) 36, No. 1, 16--30 (2021; Zbl 1474.91155) Full Text: DOI OpenURL
Yuan, Haili; Hu, Yijun Optimal investment for an insurer under liquid reserves. (English) Zbl 1474.91164 J. Ind. Manag. Optim. 17, No. 1, 339-355 (2021). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{H. Yuan} and \textit{Y. Hu}, J. Ind. Manag. Optim. 17, No. 1, 339--355 (2021; Zbl 1474.91164) Full Text: DOI OpenURL
Shen, Yang; Zou, Bin Mean-variance investment and risk control strategies – a time-consistent approach via a forward auxiliary process. (English) Zbl 1460.91239 Insur. Math. Econ. 97, 68-80 (2021). MSC: 91G05 91A80 93E20 PDF BibTeX XML Cite \textit{Y. Shen} and \textit{B. Zou}, Insur. Math. Econ. 97, 68--80 (2021; Zbl 1460.91239) Full Text: DOI arXiv OpenURL
Longo, Michele; Stabile, Gabriele Sub-optimal investment for insurers. (English) Zbl 07528953 Commun. Stat., Theory Methods 49, No. 17, 4298-4312 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Longo} and \textit{G. Stabile}, Commun. Stat., Theory Methods 49, No. 17, 4298--4312 (2020; Zbl 07528953) Full Text: DOI OpenURL
Li, Sheng; He, Yong Optimal time-consistent investment and reinsurance strategy under time delay and risk dependent model. (English) Zbl 1459.91162 Math. Probl. Eng. 2020, Article ID 9368346, 20 p. (2020). MSC: 91G05 49L12 93E20 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. He}, Math. Probl. Eng. 2020, Article ID 9368346, 20 p. (2020; Zbl 1459.91162) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{J. Cao} et al., Insur. Math. Econ. 93, 206--215 (2020; Zbl 1446.91056) Full Text: DOI OpenURL
Sun, Zhongyang Upper bounds for ruin probabilities under model uncertainty. (English) Zbl 07528171 Commun. Stat., Theory Methods 48, No. 18, 4511-4527 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{Z. Sun}, Commun. Stat., Theory Methods 48, No. 18, 4511--4527 (2019; Zbl 07528171) Full Text: DOI OpenURL
Guan, Guohui; Liang, Zongxia Robust optimal reinsurance and investment strategies for an AAI with multiple risks. (English) Zbl 1427.91232 Insur. Math. Econ. 89, 63-78 (2019). MSC: 91G05 93E20 91G10 91G80 PDF BibTeX XML Cite \textit{G. Guan} and \textit{Z. Liang}, Insur. Math. Econ. 89, 63--78 (2019; Zbl 1427.91232) Full Text: DOI OpenURL
Zhang, Xin; Meng, Hui; Xiong, Jie; Shen, Yang Robust optimal investment and reinsurance of an insurer under jump-diffusion models. (English) Zbl 1426.91237 Math. Control Relat. Fields 9, No. 1, 59-76 (2019). MSC: 91G05 91G80 93E20 93B35 91A15 91A23 60J75 60G50 PDF BibTeX XML Cite \textit{X. Zhang} et al., Math. Control Relat. Fields 9, No. 1, 59--76 (2019; Zbl 1426.91237) Full Text: DOI OpenURL
Yuan, Weipeng; Lai, Shaoyong Family optimal investment strategy for a random household expenditure under the CEV model. (English) Zbl 1410.91433 J. Comput. Appl. Math. 354, 1-14 (2019). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{W. Yuan} and \textit{S. Lai}, J. Comput. Appl. Math. 354, 1--14 (2019; Zbl 1410.91433) Full Text: DOI OpenURL
Wong, K. C.; Yam, S. C. P.; Zeng, J. Mean-risk portfolio management with bankruptcy prohibition. (English) Zbl 1419.91596 Insur. Math. Econ. 85, 153-172 (2019). MSC: 91G10 91B30 PDF BibTeX XML Cite \textit{K. C. Wong} et al., Insur. Math. Econ. 85, 153--172 (2019; Zbl 1419.91596) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{J. Bi} and \textit{J. Cai}, Insur. Math. Econ. 85, 1--14 (2019; Zbl 1419.91349) Full Text: DOI OpenURL
Kasumo, Christian; Kasozi, Juma; Kuznetsov, Dmitry On minimizing the ultimate ruin probability of an insurer by reinsurance. (English) Zbl 1437.91393 J. Appl. Math. 2018, Article ID 9180780, 11 p. (2018). MSC: 91G05 PDF BibTeX XML Cite \textit{C. Kasumo} et al., J. Appl. Math. 2018, Article ID 9180780, 11 p. (2018; Zbl 1437.91393) Full Text: DOI OpenURL
Wang, Yan; Zhao, Yanxiang; Wang, Lei; Song, Aimin; Ma, Yanping Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer. (English) Zbl 1412.93097 J. Ind. Manag. Optim. 14, No. 2, 653-671 (2018). MSC: 93E20 60H30 91B30 PDF BibTeX XML Cite \textit{Y. Wang} et al., J. Ind. Manag. Optim. 14, No. 2, 653--671 (2018; Zbl 1412.93097) Full Text: DOI OpenURL
Liang, Xiaoqing; Young, Virginia R. Minimizing the probability of ruin: optimal per-loss reinsurance. (English) Zbl 1416.91202 Insur. Math. Econ. 82, 181-190 (2018). MSC: 91B30 93E20 60J75 PDF BibTeX XML Cite \textit{X. Liang} and \textit{V. R. Young}, Insur. Math. Econ. 82, 181--190 (2018; Zbl 1416.91202) Full Text: DOI OpenURL
Hussain, Sultan; Parvez, Aqsa Wealth investment strategies for insurance companies and the probability of ruin. (English) Zbl 1397.91286 Iran. J. Sci. Technol., Trans. A, Sci. 42, No. 3, 1555-1561 (2018). MSC: 91B30 91G10 PDF BibTeX XML Cite \textit{S. Hussain} and \textit{A. Parvez}, Iran. J. Sci. Technol., Trans. A, Sci. 42, No. 3, 1555--1561 (2018; Zbl 1397.91286) Full Text: DOI OpenURL
Wang, Yajie; Rong, Ximin; Zhao, Hui Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model. (English) Zbl 1372.91097 J. Comput. Appl. Math. 328, 414-431 (2018). MSC: 91G10 91B30 60J75 93E20 PDF BibTeX XML Cite \textit{Y. Wang} et al., J. Comput. Appl. Math. 328, 414--431 (2018; Zbl 1372.91097) Full Text: DOI OpenURL
Zhou, Ming; Yuen, Kam Chuen; Yin, Chuan-Cun Optimal investment and premium control in a nonlinear diffusion model. (English) Zbl 1402.91220 Acta Math. Appl. Sin., Engl. Ser. 33, No. 4, 945-958 (2017). MSC: 91B30 62P05 93E20 PDF BibTeX XML Cite \textit{M. Zhou} et al., Acta Math. Appl. Sin., Engl. Ser. 33, No. 4, 945--958 (2017; Zbl 1402.91220) Full Text: DOI Link OpenURL
Chen, Lv; Yang, Hailiang Optimal reinsurance and investment strategy with two piece utility function. (English) Zbl 1406.91197 J. Ind. Manag. Optim. 13, No. 2, 737-755 (2017). MSC: 91B30 91B16 60H30 93E20 PDF BibTeX XML Cite \textit{L. Chen} and \textit{H. Yang}, J. Ind. Manag. Optim. 13, No. 2, 737--755 (2017; Zbl 1406.91197) Full Text: DOI OpenURL
Meng, Qing-bin; Zhang, Xin; Bi, Jun-na On optimal proportional reinsurance and investment in a hidden Markov financial market. (English) Zbl 1409.91141 Acta Math. Appl. Sin., Engl. Ser. 33, No. 1, 53-62 (2017). MSC: 91B30 60J20 90C39 PDF BibTeX XML Cite \textit{Q.-b. Meng} et al., Acta Math. Appl. Sin., Engl. Ser. 33, No. 1, 53--62 (2017; Zbl 1409.91141) Full Text: DOI OpenURL
Vernic, Raluca Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model. (English) Zbl 1429.91285 Fuzzy Optim. Decis. Mak. 15, No. 2, 195-217 (2016). MSC: 91G05 90C70 91G10 PDF BibTeX XML Cite \textit{R. Vernic}, Fuzzy Optim. Decis. Mak. 15, No. 2, 195--217 (2016; Zbl 1429.91285) Full Text: DOI OpenURL
Zhu, Huiming; Huang, Ya; Zhou, Jieming; Yang, Xiangqun; Deng, Chao Optimal proportional reinsurance and investment problem with constraints on risk control in a general jump-diffusion financial market. (English) Zbl 1376.91101 ANZIAM J. 57, No. 3, 352-368 (2016). MSC: 91B30 60J75 PDF BibTeX XML Cite \textit{H. Zhu} et al., ANZIAM J. 57, No. 3, 352--368 (2016; Zbl 1376.91101) Full Text: DOI OpenURL
Zhao, Hui; Shen, Yang; Zeng, Yan Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security. (English) Zbl 1331.91105 J. Math. Anal. Appl. 437, No. 2, 1036-1057 (2016). MSC: 91B30 91G10 93E20 PDF BibTeX XML Cite \textit{H. Zhao} et al., J. Math. Anal. Appl. 437, No. 2, 1036--1057 (2016; Zbl 1331.91105) Full Text: DOI OpenURL
Zhou, Ming; Yuen, Kam C. Portfolio selection by minimizing the present value of capital injection costs. (English) Zbl 1390.91291 ASTIN Bull. 45, No. 1, 207-238 (2015). MSC: 91G10 91B30 93E20 PDF BibTeX XML Cite \textit{M. Zhou} and \textit{K. C. Yuen}, ASTIN Bull. 45, No. 1, 207--238 (2015; Zbl 1390.91291) Full Text: DOI OpenURL
Mishura, Yuliya; Perestyuk, Mykola; Ragulina, Olena Ruin probability in a risk model with variable premium intensity and risky investments. (English) Zbl 1409.91142 Opusc. Math. 35, No. 3, 333-352 (2015). MSC: 91B30 60H10 60G46 PDF BibTeX XML Cite \textit{Y. Mishura} et al., Opusc. Math. 35, No. 3, 333--352 (2015; Zbl 1409.91142) Full Text: DOI arXiv OpenURL
Lin, Xu; Dongjin, Zhu; Yanru, Zhou Minimizing upper bound of ruin probability under discrete risk model with Markov chain interest rate. (English) Zbl 1338.60184 Commun. Stat., Theory Methods 44, No. 4, 810-822 (2015). MSC: 60J10 60K05 60G42 91B30 93E20 60J22 65C40 PDF BibTeX XML Cite \textit{X. Lin} et al., Commun. Stat., Theory Methods 44, No. 4, 810--822 (2015; Zbl 1338.60184) Full Text: DOI OpenURL
Guo, Wenjing Optimal portfolio choice for an insurer with loss aversion. (English) Zbl 1304.91194 Insur. Math. Econ. 58, 217-222 (2014). MSC: 91G10 91B30 60G51 PDF BibTeX XML Cite \textit{W. Guo}, Insur. Math. Econ. 58, 217--222 (2014; Zbl 1304.91194) Full Text: DOI OpenURL
Guan, Guohui; Liang, Zongxia Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks. (English) Zbl 1296.91155 Insur. Math. Econ. 55, 105-115 (2014). MSC: 91B30 91B70 91G10 93E20 PDF BibTeX XML Cite \textit{G. Guan} and \textit{Z. Liang}, Insur. Math. Econ. 55, 105--115 (2014; Zbl 1296.91155) Full Text: DOI OpenURL
Zhao, Hui; Rong, Ximin; Zhao, Yonggan Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model. (English) Zbl 1290.91106 Insur. Math. Econ. 53, No. 3, 504-514 (2013). MSC: 91B30 60J75 60H30 91B70 PDF BibTeX XML Cite \textit{H. Zhao} et al., Insur. Math. Econ. 53, No. 3, 504--514 (2013; Zbl 1290.91106) Full Text: DOI OpenURL
Mao, Hong; Carson, James M.; Ostaszewski, Krzysztof M.; Wen, Zhongkai Optimal decision on dynamic insurance price and investment portfolio of an insurer. (English) Zbl 1284.91255 Insur. Math. Econ. 52, No. 2, 359-369 (2013). MSC: 91B30 91G10 PDF BibTeX XML Cite \textit{H. Mao} et al., Insur. Math. Econ. 52, No. 2, 359--369 (2013; Zbl 1284.91255) Full Text: DOI OpenURL
Liu, Jingzhen; Yiu, Ka-Fai Cedric; Siu, Tak Kuen; Ching, Wai-Ki Optimal investment-reinsurance with dynamic risk constraint and regime switching. (English) Zbl 1280.91093 Scand. Actuar. J. 2013, No. 4, 263-285 (2013). MSC: 91B30 62P05 62M02 90C90 PDF BibTeX XML Cite \textit{J. Liu} et al., Scand. Actuar. J. 2013, No. 4, 263--285 (2013; Zbl 1280.91093) Full Text: DOI OpenURL
Zhao, Hui; Rong, Ximin; Cao, Jiling Optimal investment with multiple risky assets for an insurer in an incomplete market. (English) Zbl 1264.91122 Discrete Dyn. Nat. Soc. 2013, Article ID 751846, 12 p. (2013). MSC: 91G10 91B30 PDF BibTeX XML Cite \textit{H. Zhao} et al., Discrete Dyn. Nat. Soc. 2013, Article ID 751846, 12 p. (2013; Zbl 1264.91122) Full Text: DOI OpenURL
Liang, Zhibin; Yuen, Kam Chuen; Cheung, Ka Chun Optimal reinsurance-investment problem in a constant elasticity of variance stock market for jump-diffusion risk model. (English) Zbl 1286.91068 Appl. Stoch. Models Bus. Ind. 28, No. 6, 585-597 (2012). MSC: 91B30 91G10 60J60 60J70 60J75 PDF BibTeX XML Cite \textit{Z. Liang} et al., Appl. Stoch. Models Bus. Ind. 28, No. 6, 585--597 (2012; Zbl 1286.91068) Full Text: DOI OpenURL
Zhang, Xin; Elliott, Robert J.; Siu, Tak Kuen A Bayesian approach for optimal reinsurance and investment in a diffusion model. (English) Zbl 1276.91065 J. Eng. Math. 76, 195-206 (2012). MSC: 91B30 91G80 49L20 93E11 PDF BibTeX XML Cite \textit{X. Zhang} et al., J. Eng. Math. 76, 195--206 (2012; Zbl 1276.91065) Full Text: DOI OpenURL
Elliott, Robert J.; Siu, Tak Kuen An HMM approach for optimal investment of an insurer. (English) Zbl 1276.93084 Int. J. Robust Nonlinear Control 22, No. 7, 778-807 (2012). MSC: 93E20 60J10 91B30 PDF BibTeX XML Cite \textit{R. J. Elliott} and \textit{T. K. Siu}, Int. J. Robust Nonlinear Control 22, No. 7, 778--807 (2012; Zbl 1276.93084) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{J. Guo}, J. Syst. Sci. Complex. 25, No. 5, 926--941 (2012; Zbl 1269.93135) Full Text: DOI OpenURL
Lin, Xiang; Yang, Peng Optimal investment and reinsurance in a jump diffusion risk model. (English) Zbl 1230.91077 ANZIAM J. 52, No. 3, 250-262 (2011). MSC: 91B30 91G10 93E20 60J70 PDF BibTeX XML Cite \textit{X. Lin} and \textit{P. Yang}, ANZIAM J. 52, No. 3, 250--262 (2011; Zbl 1230.91077) Full Text: DOI OpenURL
Liang, Zhibin; Bai, Lihua; Guo, Junyi Optimal investment and proportional reinsurance with constrained control variables. (English) Zbl 1237.91133 Optim. Control Appl. Methods 32, No. 5, 587-608 (2011). MSC: 91B30 91G10 93E20 PDF BibTeX XML Cite \textit{Z. Liang} et al., Optim. Control Appl. Methods 32, No. 5, 587--608 (2011; Zbl 1237.91133) Full Text: DOI OpenURL
Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. (English) Zbl 1218.91084 Insur. Math. Econ. 49, No. 2, 207-215 (2011). MSC: 91B30 93E20 60J70 60K10 PDF BibTeX XML Cite \textit{Z. Liang} et al., Insur. Math. Econ. 49, No. 2, 207--215 (2011; Zbl 1218.91084) Full Text: DOI OpenURL
Elliott, Robert J.; Siu, Tak Kuen A stochastic differential game for optimal investment of an insurer with regime switching. (English) Zbl 1232.91346 Quant. Finance 11, No. 3, 365-380 (2011). MSC: 91B30 91G50 91A15 49N70 49L20 PDF BibTeX XML Cite \textit{R. J. Elliott} and \textit{T. K. Siu}, Quant. Finance 11, No. 3, 365--380 (2011; Zbl 1232.91346) Full Text: DOI OpenURL
Elliott, Robert J.; Siu, Tak Kuen A BSDE approach to a risk-based optimal investment of an insurer. (English) Zbl 1213.60100 Automatica 47, No. 2, 253-261 (2011). Reviewer: Nikolaos Halidias (Athens) MSC: 60H10 91A23 PDF BibTeX XML Cite \textit{R. J. Elliott} and \textit{T. K. Siu}, Automatica 47, No. 2, 253--261 (2011; Zbl 1213.60100) Full Text: DOI OpenURL
Zhang, Xin; Siu, Tak Kuen Optimal investment and reinsurance of an insurer with model uncertainty. (English) Zbl 1231.91257 Insur. Math. Econ. 45, No. 1, 81-88 (2009). MSC: 91B30 91G10 PDF BibTeX XML Cite \textit{X. Zhang} and \textit{T. K. Siu}, Insur. Math. Econ. 45, No. 1, 81--88 (2009; Zbl 1231.91257) Full Text: DOI OpenURL
Lin, Xiang Ruin theory for classical risk process that is perturbed by diffusion with risky investments. (English) Zbl 1224.91072 Appl. Stoch. Models Bus. Ind. 25, No. 1, 33-44 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60K10 60J70 PDF BibTeX XML Cite \textit{X. Lin}, Appl. Stoch. Models Bus. Ind. 25, No. 1, 33--44 (2009; Zbl 1224.91072) Full Text: DOI OpenURL
Qian, Yiping; Lin, Xiang Ruin probabilities under an optimal investment and proportional reinsurance policy in a jump diffusion risk process. (English) Zbl 1189.91082 ANZIAM J. 51, No. 1, 34-48 (2009). MSC: 91B30 60J75 93E20 PDF BibTeX XML Cite \textit{Y. Qian} and \textit{X. Lin}, ANZIAM J. 51, No. 1, 34--48 (2009; Zbl 1189.91082) Full Text: DOI OpenURL
Zhou, Qing Optimal investment for an insurer in the Lévy market: the martingale approach. (English) Zbl 1169.91380 Stat. Probab. Lett. 79, No. 14, 1602-1607 (2009). MSC: 91B28 60G44 PDF BibTeX XML Cite \textit{Q. Zhou}, Stat. Probab. Lett. 79, No. 14, 1602--1607 (2009; Zbl 1169.91380) Full Text: DOI OpenURL
Liang, Zhibin; Guo, Junyi Upper bound for ruin probabilities under optimal investment and proportional reinsurance. (English) Zbl 1199.91088 Appl. Stoch. Models Bus. Ind. 24, No. 2, 109-128 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60J28 60J70 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{J. Guo}, Appl. Stoch. Models Bus. Ind. 24, No. 2, 109--128 (2008; Zbl 1199.91088) Full Text: DOI OpenURL
Liang, Zhi-Bin Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions. (English) Zbl 1127.62100 Acta Math. Appl. Sin., Engl. Ser. 23, No. 3, 477-488 (2007). MSC: 62P05 91B30 60J70 PDF BibTeX XML Cite \textit{Z.-B. Liang}, Acta Math. Appl. Sin., Engl. Ser. 23, No. 3, 477--488 (2007; Zbl 1127.62100) Full Text: DOI OpenURL
Wang, Zengwu; Xia, Jianming; Zhang, Lihong Optimal investment for an insurer: the martingale approach. (English) Zbl 1141.91470 Insur. Math. Econ. 40, No. 2, 322-334 (2007). MSC: 91G10 91B30 60G44 60H10 60H30 PDF BibTeX XML Cite \textit{Z. Wang} et al., Insur. Math. Econ. 40, No. 2, 322--334 (2007; Zbl 1141.91470) Full Text: DOI OpenURL
Emms, P.; Haberman, S. Asymptotic and numerical analysis of the optimal investment strategy for an insurer. (English) Zbl 1273.91419 Insur. Math. Econ. 40, No. 1, 113-134 (2007). MSC: 91G10 91B30 PDF BibTeX XML Cite \textit{P. Emms} and \textit{S. Haberman}, Insur. Math. Econ. 40, No. 1, 113--134 (2007; Zbl 1273.91419) Full Text: DOI Link OpenURL
Tang, Qihe Asymptotic ruin probabilities in finite horizon with subexponential losses and associated discount factors. (English) Zbl 1136.91490 Probab. Eng. Inf. Sci. 20, No. 1, 103-113 (2006). MSC: 91B30 62E20 62P05 PDF BibTeX XML Cite \textit{Q. Tang}, Probab. Eng. Inf. Sci. 20, No. 1, 103--113 (2006; Zbl 1136.91490) Full Text: DOI OpenURL
Yang, Hailiang; Zhang, Lihong Optimal investment for insurer with jump-diffusion risk process. (English) Zbl 1129.91020 Insur. Math. Econ. 37, No. 3, 615-634 (2005). MSC: 91B30 91G10 49L20 60H30 60J65 93E20 PDF BibTeX XML Cite \textit{H. Yang} and \textit{L. Zhang}, Insur. Math. Econ. 37, No. 3, 615--634 (2005; Zbl 1129.91020) Full Text: DOI OpenURL