Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. (English) Zbl 1429.62459 Math. Methods Oper. Res. 90, No. 1, 109-135 (2019). MSC: 62P05 91G05 91G10 93E20 PDF BibTeX XML Cite \textit{J. Bi} et al., Math. Methods Oper. Res. 90, No. 1, 109--135 (2019; Zbl 1429.62459) Full Text: DOI OpenURL
Huang, Ya; Yang, Xiangqun; Zhou, Jieming Robust optimal investment and reinsurance problem for a general insurance company under Heston model. (English) Zbl 1414.91203 Math. Methods Oper. Res. 85, No. 2, 305-326 (2017). MSC: 91B30 93B35 93E20 91B70 PDF BibTeX XML Cite \textit{Y. Huang} et al., Math. Methods Oper. Res. 85, No. 2, 305--326 (2017; Zbl 1414.91203) Full Text: DOI OpenURL
Kromer, E.; Overbeck, L.; Zilch, K. Systemic risk measures on general measurable spaces. (English) Zbl 1371.91200 Math. Methods Oper. Res. 84, No. 2, 323-357 (2016). MSC: 91G99 90B10 46N10 PDF BibTeX XML Cite \textit{E. Kromer} et al., Math. Methods Oper. Res. 84, No. 2, 323--357 (2016; Zbl 1371.91200) Full Text: DOI OpenURL
Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. (English) Zbl 1348.91165 Math. Methods Oper. Res. 84, No. 1, 155-181 (2016). MSC: 91B30 91G10 93E20 PDF BibTeX XML Cite \textit{Z. Liang} et al., Math. Methods Oper. Res. 84, No. 1, 155--181 (2016; Zbl 1348.91165) Full Text: DOI OpenURL
Bayraktar, Erhan; Egami, Masahiko A unified treatment of dividend payment problems under fixed cost and implementation delays. (English) Zbl 1189.93142 Math. Methods Oper. Res. 71, No. 2, 325-351 (2010). MSC: 93E20 60J60 91G80 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{M. Egami}, Math. Methods Oper. Res. 71, No. 2, 325--351 (2010; Zbl 1189.93142) Full Text: DOI arXiv Link OpenURL
Alvarez, Luis H. R.; Rakkolainen, Teppo A. Optimal payout policy in presence of downside risk. (English) Zbl 1189.90104 Math. Methods Oper. Res. 69, No. 1, 27-58 (2009). MSC: 90C15 PDF BibTeX XML Cite \textit{L. H. R. Alvarez} and \textit{T. A. Rakkolainen}, Math. Methods Oper. Res. 69, No. 1, 27--58 (2009; Zbl 1189.90104) Full Text: DOI OpenURL
Bayraktar, Erhan; Egami, Masahiko Optimizing venture capital investments in a jump diffusion model. (English) Zbl 1151.91049 Math. Methods Oper. Res. 67, No. 1, 21-42 (2008). Reviewer: Mark A. Petersen (Potchefstroom) MSC: 91G50 49N25 60G40 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{M. Egami}, Math. Methods Oper. Res. 67, No. 1, 21--42 (2008; Zbl 1151.91049) Full Text: DOI arXiv OpenURL
Zakamouline, Valeri I. A unified approach to portfolio optimization with linear transaction costs. (English) Zbl 1109.91031 Math. Methods Oper. Res. 62, No. 2, 319-343 (2005). MSC: 91G10 49L25 65M12 90C90 93E20 PDF BibTeX XML Cite \textit{V. I. Zakamouline}, Math. Methods Oper. Res. 62, No. 2, 319--343 (2005; Zbl 1109.91031) Full Text: DOI OpenURL