Yang, Yang; Wang, Guojing; Yao, Jing Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks. (English) Zbl 07804021 Insur. Math. Econ. 114, 79-107 (2024). MSC: 91G05 91A15 91A80 PDFBibTeX XMLCite \textit{Y. Yang} et al., Insur. Math. Econ. 114, 79--107 (2024; Zbl 07804021) Full Text: DOI
Wang, Ning; Zhang, Yumo Robust optimal asset-liability management with mispricing and stochastic factor market dynamics. (English) Zbl 07804011 Insur. Math. Econ. 113, 251-273 (2023). MSC: 91G05 60H30 PDFBibTeX XMLCite \textit{N. Wang} and \textit{Y. Zhang}, Insur. Math. Econ. 113, 251--273 (2023; Zbl 07804011) Full Text: DOI
Gu, Ailing; He, Xinya; Chen, Shumin; Yao, Haixiang Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity. (English) Zbl 1517.91201 Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 77, 19 p. (2023). MSC: 91G10 90C39 91G05 PDFBibTeX XMLCite \textit{A. Gu} et al., Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 77, 19 p. (2023; Zbl 1517.91201) Full Text: DOI
Liu, Zilan; Wang, Yijun; Huang, Ya; Zhou, Jieming Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework. (English) Zbl 07668822 J. Ind. Manag. Optim. 19, No. 2, 1262-1281 (2023). MSC: 91G05 91G10 91B16 93E20 PDFBibTeX XMLCite \textit{Z. Liu} et al., J. Ind. Manag. Optim. 19, No. 2, 1262--1281 (2023; Zbl 07668822) Full Text: DOI
Wang, Yijun; Deng, Yingchun; Huang, Ya; Zhou, Jieming; Xiang, Xuyan Optimal reinsurance-investment policies for insurers with mispricing under mean-variance criterion. (English) Zbl 07565512 Commun. Stat., Theory Methods 51, No. 16, 5653-5680 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Wang} et al., Commun. Stat., Theory Methods 51, No. 16, 5653--5680 (2022; Zbl 07565512) Full Text: DOI
Wang, Peiqi; Rong, Ximin; Zhao, Hui; Wang, Yajie Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon. (English) Zbl 07532933 Commun. Stat., Theory Methods 50, No. 4, 993-1017 (2021). MSC: 91G10 62-XX PDFBibTeX XMLCite \textit{P. Wang} et al., Commun. Stat., Theory Methods 50, No. 4, 993--1017 (2021; Zbl 07532933) Full Text: DOI
de Castro, Luciano I.; Pesce, Marialaura; Yannelis, Nicholas C. A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility. (English) Zbl 1433.91088 Ann. Finance 16, No. 1, 1-61 (2020). MSC: 91B44 91B06 PDFBibTeX XMLCite \textit{L. I. de Castro} et al., Ann. Finance 16, No. 1, 1--61 (2020; Zbl 1433.91088) Full Text: DOI
Hu, Duni; Wang, Hailong Reinsurance contract design when the insurer is ambiguity-averse. (English) Zbl 1411.91287 Insur. Math. Econ. 86, 241-255 (2019). MSC: 91B30 91B40 PDFBibTeX XMLCite \textit{D. Hu} and \textit{H. Wang}, Insur. Math. Econ. 86, 241--255 (2019; Zbl 1411.91287) Full Text: DOI
Hu, Duni; Chen, Shou; Wang, Hailong Robust reinsurance contracts in continuous time. (English) Zbl 1416.91189 Scand. Actuar. J. 2018, No. 1, 1-22 (2018). MSC: 91B30 PDFBibTeX XMLCite \textit{D. Hu} et al., Scand. Actuar. J. 2018, No. 1, 1--22 (2018; Zbl 1416.91189) Full Text: DOI
Gu, Ailing; Viens, Frederi G.; Yao, Haixiang Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing. (English) Zbl 1402.91196 Insur. Math. Econ. 80, 93-109 (2018). MSC: 91B30 90C39 91G10 93E20 PDFBibTeX XMLCite \textit{A. Gu} et al., Insur. Math. Econ. 80, 93--109 (2018; Zbl 1402.91196) Full Text: DOI
Zeng, Yan; Li, Danping; Gu, Ailing Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps. (English) Zbl 1348.91192 Insur. Math. Econ. 66, 138-152 (2016). MSC: 91B30 91G10 91A80 93E20 PDFBibTeX XMLCite \textit{Y. Zeng} et al., Insur. Math. Econ. 66, 138--152 (2016; Zbl 1348.91192) Full Text: DOI
Neykova, Daniela; Escobar, Marcos; Zagst, Rudi Optimal investment in multidimensional Markov-modulated affine models. (English) Zbl 1371.91162 Ann. Finance 11, No. 3-4, 503-530 (2015). MSC: 91G10 93E20 PDFBibTeX XMLCite \textit{D. Neykova} et al., Ann. Finance 11, No. 3--4, 503--530 (2015; Zbl 1371.91162) Full Text: DOI