Liang, Zhibin; Bai, Lihua; Guo, Junyi Optimal investment and proportional reinsurance with constrained control variables. (English) Zbl 1237.91133 Optim. Control Appl. Methods 32, No. 5, 587-608 (2011). MSC: 91B30 91G10 93E20 PDFBibTeX XMLCite \textit{Z. Liang} et al., Optim. Control Appl. Methods 32, No. 5, 587--608 (2011; Zbl 1237.91133) Full Text: DOI
Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. (English) Zbl 1218.91084 Insur. Math. Econ. 49, No. 2, 207-215 (2011). MSC: 91B30 93E20 60J70 60K10 PDFBibTeX XMLCite \textit{Z. Liang} et al., Insur. Math. Econ. 49, No. 2, 207--215 (2011; Zbl 1218.91084) Full Text: DOI