Wang, Yike; Liu, Jingzhen; Siu, Tak Kuen Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting. (English) Zbl 1528.91069 Finance Stoch. 28, No. 1, 161-214 (2024). MSC: 91G10 91G05 91B42 93E20 PDFBibTeX XMLCite \textit{Y. Wang} et al., Finance Stoch. 28, No. 1, 161--214 (2024; Zbl 1528.91069) Full Text: DOI
Wang, Ning; Jin, Zhuo; Siu, Tak Kuen; Qiu, Ming Household consumption-investment-insurance decisions with uncertain income and market ambiguity. (English) Zbl 1485.91211 Scand. Actuar. J. 2021, No. 10, 832-865 (2021). MSC: 91G05 91B42 PDFBibTeX XMLCite \textit{N. Wang} et al., Scand. Actuar. J. 2021, No. 10, 832--865 (2021; Zbl 1485.91211) Full Text: DOI
Feng, Yang; Zhu, Jinxia; Siu, Tak Kuen Optimal risk exposure and dividend payout policies under model uncertainty. (English) Zbl 1471.91458 Insur. Math. Econ. 100, 1-29 (2021). MSC: 91G05 49L12 PDFBibTeX XMLCite \textit{Y. Feng} et al., Insur. Math. Econ. 100, 1--29 (2021; Zbl 1471.91458) Full Text: DOI
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 PDFBibTeX XMLCite \textit{N. Wang} and \textit{T. K. Siu}, Scand. Actuar. J. 2020, No. 5, 419--453 (2020; Zbl 1447.91151) Full Text: DOI
Meng, Hui; Liao, Pu; Siu, Tak Kuen Continuous-time optimal reinsurance strategy with nontrivial curved structures. (English) Zbl 1433.91141 Appl. Math. Comput. 363, Article ID 124585, 21 p. (2019). MSC: 91G05 49L20 93E20 91G10 62P05 PDFBibTeX XMLCite \textit{H. Meng} et al., Appl. Math. Comput. 363, Article ID 124585, 21 p. (2019; Zbl 1433.91141) Full Text: DOI
Meng, Hui; Siu, Tak Kuen; Yang, Hailiang A note on optimal insurance risk control with multiple reinsurers. (English) Zbl 1357.93105 J. Comput. Appl. Math. 319, 38-42 (2017). MSC: 93E20 60J25 91B30 PDFBibTeX XMLCite \textit{H. Meng} et al., J. Comput. Appl. Math. 319, 38--42 (2017; Zbl 1357.93105) Full Text: DOI Link
Meng, Hui; Zhou, Ming; Siu, Tak Kuen Optimal dividend-reinsurance with two types of premium principles. (English) Zbl 1414.91220 Probab. Eng. Inf. Sci. 30, No. 2, 224-243 (2016). MSC: 91B30 62P05 91G60 PDFBibTeX XMLCite \textit{H. Meng} et al., Probab. Eng. Inf. Sci. 30, No. 2, 224--243 (2016; Zbl 1414.91220) Full Text: DOI
Meng, Hui; Siu, Tak Kuen; Yang, Hailiang Optimal insurance risk control with multiple reinsurers. (English) Zbl 1339.93124 J. Comput. Appl. Math. 306, 40-52 (2016). MSC: 93E20 60J25 91B30 PDFBibTeX XMLCite \textit{H. Meng} et al., J. Comput. Appl. Math. 306, 40--52 (2016; Zbl 1339.93124) Full Text: DOI
Meng, Hui; Siu, Tak Kuen; Yang, Hailiang Optimal dividends with debts and nonlinear insurance risk processes. (English) Zbl 1284.91564 Insur. Math. Econ. 53, No. 1, 110-121 (2013). MSC: 91G50 91B30 91G80 49L20 PDFBibTeX XMLCite \textit{H. Meng} et al., Insur. Math. Econ. 53, No. 1, 110--121 (2013; Zbl 1284.91564) Full Text: DOI Link
Liu, Jingzhen; Yiu, Ka-Fai Cedric; Siu, Tak Kuen; Ching, Wai-Ki Optimal investment-reinsurance with dynamic risk constraint and regime switching. (English) Zbl 1280.91093 Scand. Actuar. J. 2013, No. 4, 263-285 (2013). MSC: 91B30 62P05 62M02 90C90 PDFBibTeX XMLCite \textit{J. Liu} et al., Scand. Actuar. J. 2013, No. 4, 263--285 (2013; Zbl 1280.91093) Full Text: DOI
Zhang, Xin; Elliott, Robert J.; Siu, Tak Kuen A Bayesian approach for optimal reinsurance and investment in a diffusion model. (English) Zbl 1276.91065 J. Eng. Math. 76, 195-206 (2012). MSC: 91B30 91G80 49L20 93E11 PDFBibTeX XMLCite \textit{X. Zhang} et al., J. Eng. Math. 76, 195--206 (2012; Zbl 1276.91065) Full Text: DOI
Zhang, Xin; Siu, Tak Kuen On optimal proportional reinsurance and investment in a Markovian regime-switching economy. (English) Zbl 1258.91115 Acta Math. Sin., Engl. Ser. 28, No. 1, 67-82 (2012). MSC: 91B30 91B54 PDFBibTeX XMLCite \textit{X. Zhang} and \textit{T. K. Siu}, Acta Math. Sin., Engl. Ser. 28, No. 1, 67--82 (2012; Zbl 1258.91115) Full Text: DOI
Zhang, Xin; Siu, Tak Kuen Optimal investment and reinsurance of an insurer with model uncertainty. (English) Zbl 1231.91257 Insur. Math. Econ. 45, No. 1, 81-88 (2009). MSC: 91B30 91G10 PDFBibTeX XMLCite \textit{X. Zhang} and \textit{T. K. Siu}, Insur. Math. Econ. 45, No. 1, 81--88 (2009; Zbl 1231.91257) Full Text: DOI