Li, Danping; Young, Virginia R. Optimal reinsurance to minimize the discounted probability of ruin under ambiguity. (English) Zbl 1410.91274 Insur. Math. Econ. 87, 143-152 (2019). MSC: 91B30 90C15 35Q91 PDFBibTeX XMLCite \textit{D. Li} and \textit{V. R. Young}, Insur. Math. Econ. 87, 143--152 (2019; Zbl 1410.91274) Full Text: DOI
Grandits, Peter An optimal consumption problem in finite time with a constraint on the ruin probability. (English) Zbl 1328.49016 Finance Stoch. 19, No. 4, 791-847 (2015). MSC: 49J55 93E20 49L20 49L25 90C39 60J65 91G80 91B30 45J05 35R35 PDFBibTeX XMLCite \textit{P. Grandits}, Finance Stoch. 19, No. 4, 791--847 (2015; Zbl 1328.49016) Full Text: DOI