Chen, Fenge; Peng, Xingchun Optimal deterministic reinsurance and investment for an insurer under mean-variance criterion. (English) Zbl 07530971 Commun. Stat., Theory Methods 50, No. 13, 3123-3136 (2021). MSC: 97M30 91G80 93E20 60H30 62-XX PDF BibTeX XML Cite \textit{F. Chen} and \textit{X. Peng}, Commun. Stat., Theory Methods 50, No. 13, 3123--3136 (2021; Zbl 07530971) Full Text: DOI OpenURL
Lichtenstern, Andreas; Shevchenko, Pavel V.; Zagst, Rudi Optimal life-cycle consumption and investment decisions under age-dependent risk preferences. (English) Zbl 1460.91229 Math. Financ. Econ. 15, No. 2, 275-313 (2021). MSC: 91G05 91B42 91B16 PDF BibTeX XML Cite \textit{A. Lichtenstern} et al., Math. Financ. Econ. 15, No. 2, 275--313 (2021; Zbl 1460.91229) Full Text: DOI arXiv OpenURL
Chavez-Bedoya, Luis; Castaneda, Ranu A benchmarking approach to track and compare administrative charges on flow and balance in individual account pension systems. (English) Zbl 1460.91214 Insur. Math. Econ. 97, 7-23 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{L. Chavez-Bedoya} and \textit{R. Castaneda}, Insur. Math. Econ. 97, 7--23 (2021; Zbl 1460.91214) Full Text: DOI OpenURL
Forsyth, Peter A.; Vetzal, Kenneth R.; Westmacott, Graham Management of portfolio depletion risk through optimal life cycle asset allocation. (English) Zbl 1426.91218 N. Am. Actuar. J. 23, No. 3, 447-468 (2019). MSC: 91G05 91G10 93E20 PDF BibTeX XML Cite \textit{P. A. Forsyth} et al., N. Am. Actuar. J. 23, No. 3, 447--468 (2019; Zbl 1426.91218) Full Text: DOI OpenURL