Yi, Bo; Viens, Frederi; Li, Zhongfei; Zeng, Yan Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria. (English) Zbl 1401.91208 Scand. Actuar. J. 2015, No. 8, 725-751 (2015). MSC: 91B30 93E20 60J65 PDFBibTeX XMLCite \textit{B. Yi} et al., Scand. Actuar. J. 2015, No. 8, 725--751 (2015; Zbl 1401.91208) Full Text: DOI
Shen, Yang; Zeng, Yan Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process. (English) Zbl 1318.91123 Insur. Math. Econ. 62, 118-137 (2015). MSC: 91B30 91G10 60H30 PDFBibTeX XMLCite \textit{Y. Shen} and \textit{Y. Zeng}, Insur. Math. Econ. 62, 118--137 (2015; Zbl 1318.91123) Full Text: DOI