Pan, Jian; Xiao, Qingxian Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks. (English) Zbl 1411.91524 Math. Methods Oper. Res. 85, No. 3, 491-519 (2017). MSC: 91G10 91G30 90C39 PDFBibTeX XMLCite \textit{J. Pan} and \textit{Q. Xiao}, Math. Methods Oper. Res. 85, No. 3, 491--519 (2017; Zbl 1411.91524) Full Text: DOI
Cani, Arian; Thonhauser, Stefan An optimal reinsurance problem in the Cramér-Lundberg model. (English) Zbl 1377.93174 Math. Methods Oper. Res. 85, No. 2, 179-205 (2017). MSC: 93E20 91B30 93A30 60G99 PDFBibTeX XMLCite \textit{A. Cani} and \textit{S. Thonhauser}, Math. Methods Oper. Res. 85, No. 2, 179--205 (2017; Zbl 1377.93174) Full Text: DOI
Zhang, Aihua; Ewald, Christian-Oliver Optimal investment for a pension fund under inflation risk. (English) Zbl 1189.93147 Math. Methods Oper. Res. 71, No. 2, 353-369 (2010). MSC: 93E20 91G10 PDFBibTeX XMLCite \textit{A. Zhang} and \textit{C.-O. Ewald}, Math. Methods Oper. Res. 71, No. 2, 353--369 (2010; Zbl 1189.93147) Full Text: DOI