Liang, Xiaoqing; Wang, Ruodu; Young, Virginia R. Optimal insurance to maximize RDEU under a distortion-deviation premium principle. (English) Zbl 07525951 Insur. Math. Econ. 104, 35-59 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{X. Liang} et al., Insur. Math. Econ. 104, 35--59 (2022; Zbl 07525951) Full Text: DOI OpenURL
Li, Danping; Young, Virginia R. Bowley solution of a mean-variance game in insurance. (English) Zbl 1466.91264 Insur. Math. Econ. 98, 35-43 (2021). MSC: 91G05 91A65 91A05 91A80 PDF BibTeX XML Cite \textit{D. Li} and \textit{V. R. Young}, Insur. Math. Econ. 98, 35--43 (2021; Zbl 1466.91264) Full Text: DOI OpenURL
Chen, Lv; Shen, Yang; Su, Jianxi A continuous-time theory of reinsurance chains. (English) Zbl 1452.91266 Insur. Math. Econ. 95, 129-146 (2020). MSC: 91G05 91A65 91A80 91G45 PDF BibTeX XML Cite \textit{L. Chen} et al., Insur. Math. Econ. 95, 129--146 (2020; Zbl 1452.91266) Full Text: DOI OpenURL
Wang, Ning; Siu, Tak Kuen Robust reinsurance contracts with risk constraint. (English) Zbl 1447.91151 Scand. Actuar. J. 2020, No. 5, 419-453 (2020). MSC: 91G05 91B43 91B41 PDF BibTeX XML Cite \textit{N. Wang} and \textit{T. K. Siu}, Scand. Actuar. J. 2020, No. 5, 419--453 (2020; Zbl 1447.91151) Full Text: DOI OpenURL
Golubin, A. Yu.; Gridin, V. N. Optimal insurance strategy in the individual risk model under a stochastic constraint on the value of the final capital. (English. Russian original) Zbl 1431.91330 Autom. Remote Control 80, No. 4, 708-717 (2019); translation from Avtom. Telemekh. 2019, No. 4, 144-155 (2019). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{A. Yu. Golubin} and \textit{V. N. Gridin}, Autom. Remote Control 80, No. 4, 708--717 (2019; Zbl 1431.91330); translation from Avtom. Telemekh. 2019, No. 4, 144--155 (2019) Full Text: DOI OpenURL