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
Li, Qicai; Gu, Mengdi; Liang, Zhibing Optimal excess-of-loss reinsurance and investment polices under the CEV model. (English) Zbl 1307.91099 Ann. Oper. Res. 223, 273-290 (2014). MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{Q. Li} et al., Ann. Oper. Res. 223, 273--290 (2014; Zbl 1307.91099) Full Text: DOI