Wang, Suxin; Rong, Ximin; Zhao, Hui Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market. (English) Zbl 1411.91319 J. Math. Anal. Appl. 474, No. 2, 1267-1288 (2019). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{S. Wang} et al., J. Math. Anal. Appl. 474, No. 2, 1267--1288 (2019; Zbl 1411.91319) Full Text: DOI OpenURL
Su, Wen; Yong, Yaodi; Zhang, Zhimin Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion. (English) Zbl 1402.91216 J. Math. Anal. Appl. 469, No. 2, 705-729 (2019). MSC: 91B30 62P05 62G05 60J70 PDF BibTeX XML Cite \textit{W. Su} et al., J. Math. Anal. Appl. 469, No. 2, 705--729 (2019; Zbl 1402.91216) Full Text: DOI OpenURL
Zhao, Hui; Shen, Yang; Zeng, Yan Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security. (English) Zbl 1331.91105 J. Math. Anal. Appl. 437, No. 2, 1036-1057 (2016). MSC: 91B30 91G10 93E20 PDF BibTeX XML Cite \textit{H. Zhao} et al., J. Math. Anal. Appl. 437, No. 2, 1036--1057 (2016; Zbl 1331.91105) Full Text: DOI OpenURL
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas; Cang, Yuquan Uniform estimates for the finite-time ruin probability in the dependent renewal risk model. (English) Zbl 1229.91169 J. Math. Anal. Appl. 383, No. 1, 215-225 (2011). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B70 60K10 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Math. Anal. Appl. 383, No. 1, 215--225 (2011; Zbl 1229.91169) Full Text: DOI OpenURL