Zhang, Yan; Zhao, Peibiao; Zhou, Huaren The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility. (English) Zbl 1513.91068 Acta Math. Sci., Ser. B, Engl. Ed. 43, No. 1, 97-124 (2023). MSC: 91G05 91B16 44A15 PDFBibTeX XMLCite \textit{Y. Zhang} et al., Acta Math. Sci., Ser. B, Engl. Ed. 43, No. 1, 97--124 (2023; Zbl 1513.91068) Full Text: DOI
Zhang, Yan; Zhao, Peibiao Optimal reinsurance-investment problem with dependent risks based on Legendre transform. (English) Zbl 1449.91117 J. Ind. Manag. Optim. 16, No. 3, 1457-1479 (2020). MSC: 91G05 93E20 44A15 PDFBibTeX XMLCite \textit{Y. Zhang} and \textit{P. Zhao}, J. Ind. Manag. Optim. 16, No. 3, 1457--1479 (2020; Zbl 1449.91117) Full Text: DOI
Goffard, Pierre-Olivier; Laub, Patrick J. Orthogonal polynomial expansions to evaluate stop-loss premiums. (English) Zbl 1451.91166 J. Comput. Appl. Math. 370, Article ID 112648, 17 p. (2020). Reviewer: Alexandra Rodkina (College Station) MSC: 91G05 60G40 41A10 44A10 PDFBibTeX XMLCite \textit{P.-O. Goffard} and \textit{P. J. Laub}, J. Comput. Appl. Math. 370, Article ID 112648, 17 p. (2020; Zbl 1451.91166) Full Text: DOI arXiv
Bergel, Agnieszka I.; Rodríguez-Martínez, Eugenio V.; dos Reis, Alfredo D. Egídio On dividends in the phase-type dual risk model. (English) Zbl 1402.91185 Scand. Actuar. J. 2017, No. 9, 761-784 (2017). MSC: 91B30 60K10 44A10 PDFBibTeX XMLCite \textit{A. I. Bergel} et al., Scand. Actuar. J. 2017, No. 9, 761--784 (2017; Zbl 1402.91185) Full Text: DOI
Denkl, Stephan; Goy, Martina; Kallsen, Jan; Muhle-Karbe, Johannes; Pauwels, Arnd On the performance of delta hedging strategies in exponential Lévy models. (English) Zbl 1281.91158 Quant. Finance 13, No. 8, 1173-1184 (2013). MSC: 91G20 44A10 60G51 PDFBibTeX XMLCite \textit{S. Denkl} et al., Quant. Finance 13, No. 8, 1173--1184 (2013; Zbl 1281.91158) Full Text: DOI arXiv
den Iseger, Peter; Gruntjes, Paul; Mandjes, Michel A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes. (English) Zbl 1281.60045 Math. Methods Oper. Res. 78, No. 1, 101-118 (2013). Reviewer: Som Prakash Goyal (Jaipur) MSC: 60G51 65R10 44A10 PDFBibTeX XMLCite \textit{P. den Iseger} et al., Math. Methods Oper. Res. 78, No. 1, 101--118 (2013; Zbl 1281.60045) Full Text: DOI
Borwein, Jonathan M.; Hamilton, Chris H. Symbolic Fenchel conjugation. (English) Zbl 1158.90007 Math. Program. 116, No. 1-2 (B), 17-35 (2009). MSC: 90C46 44A15 90C25 65K99 68W30 PDFBibTeX XMLCite \textit{J. M. Borwein} and \textit{C. H. Hamilton}, Math. Program. 116, No. 1--2 (B), 17--35 (2009; Zbl 1158.90007) Full Text: DOI
Hubalek, Friedrich; Kallsen, Jan; Krawczyk, Leszek Variance-optimal hedging for processes with stationary independent increments. (English) Zbl 1189.91206 Ann. Appl. Probab. 16, No. 2, 853-885 (2006). MSC: 91G20 60H30 60H05 44A10 60G51 PDFBibTeX XMLCite \textit{F. Hubalek} et al., Ann. Appl. Probab. 16, No. 2, 853--885 (2006; Zbl 1189.91206) Full Text: DOI arXiv
Stockbridge, Richard H. The problem of moments on polytopes and other bounded regions. (English) Zbl 1035.44004 J. Math. Anal. Appl. 285, No. 2, 356-375 (2003). Reviewer: A. L. Brodskij (Severodonetsk) MSC: 44A60 PDFBibTeX XMLCite \textit{R. H. Stockbridge}, J. Math. Anal. Appl. 285, No. 2, 356--375 (2003; Zbl 1035.44004) Full Text: DOI