Amini, Hamed; Minca, Andreea; Sulem, Agnès A dynamic contagion risk model with recovery features. (English) Zbl 07548073 Math. Oper. Res. 47, No. 2, 1412-1442 (2022). MSC: 91B30 91G50 90B15 90B50 90B10 91B15 60J10 PDF BibTeX XML Cite \textit{H. Amini} et al., Math. Oper. Res. 47, No. 2, 1412--1442 (2022; Zbl 07548073) Full Text: DOI OpenURL
Jin, Zhuo; Quan Xu, Zuo; Zou, Bin A perturbation approach to optimal investment, liability ratio, and dividend strategies. (English) Zbl 07544491 Scand. Actuar. J. 2022, No. 2, 165-188 (2022). MSC: 91B30 PDF BibTeX XML Cite \textit{Z. Jin} et al., Scand. Actuar. J. 2022, No. 2, 165--188 (2022; Zbl 07544491) Full Text: DOI OpenURL
Glauner, Alexander Dynamic reinsurance in discrete time minimizing the insurer’s cost of capital. (English) Zbl 07540567 Scand. Actuar. J. 2022, No. 4, 279-306 (2022). MSC: 91B30 PDF BibTeX XML Cite \textit{A. Glauner}, Scand. Actuar. J. 2022, No. 4, 279--306 (2022; Zbl 07540567) Full Text: DOI OpenURL
Mert, Özenç Murat; Selcuk-Kestel, A. Sevtap Optimal premium allocation under stop-loss insurance using exposure curves. (English) Zbl 07523316 Hacet. J. Math. Stat. 51, No. 1, 288-307 (2022). MSC: 97M30 91G05 91G70 PDF BibTeX XML Cite \textit{Ö. M. Mert} and \textit{A. S. Selcuk-Kestel}, Hacet. J. Math. Stat. 51, No. 1, 288--307 (2022; Zbl 07523316) Full Text: DOI OpenURL
Brody, Dorje C.; Hughston, Lane P.; Macrina, Andrea Dam rain and cumulative gain. (English) Zbl 07516339 Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 65-86 (2022). MSC: 91G40 91G20 91G05 PDF BibTeX XML Cite \textit{D. C. Brody} et al., in: Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 65--86 (2022; Zbl 07516339) Full Text: DOI OpenURL
Chen, Yanhong; Hu, Yijun Optimal reinsurance from the perspectives of both insurers and reinsurers under the VaR risk measure and Vajda condition. (English) Zbl 07531008 Commun. Stat., Theory Methods 50, No. 15, 3677-3694 (2021). MSC: 91B30 91B32 91B70 62-XX PDF BibTeX XML Cite \textit{Y. Chen} and \textit{Y. Hu}, Commun. Stat., Theory Methods 50, No. 15, 3677--3694 (2021; Zbl 07531008) Full Text: DOI OpenURL
Chen, Fenge; Peng, Xingchun Optimal deterministic reinsurance and investment for an insurer under mean-variance criterion. (English) Zbl 07530971 Commun. Stat., Theory Methods 50, No. 13, 3123-3136 (2021). MSC: 97M30 91G80 93E20 60H30 62-XX PDF BibTeX XML Cite \textit{F. Chen} and \textit{X. Peng}, Commun. Stat., Theory Methods 50, No. 13, 3123--3136 (2021; Zbl 07530971) Full Text: DOI OpenURL
Britz, Volker; Gersbach, Hans; Haller, Hans Deposit insurance and reinsurance. (English) Zbl 1480.91189 Ann. Finance 17, No. 4, 425-470 (2021). MSC: 91G05 91B50 PDF BibTeX XML Cite \textit{V. Britz} et al., Ann. Finance 17, No. 4, 425--470 (2021; Zbl 1480.91189) Full Text: DOI OpenURL
Kazi-Tani, Nabil Indifference pricing of reinsurance with reinstatements using coherent monetary criteria. (English) Zbl 1484.91390 Eur. Actuar. J. 11, No. 1, 161-183 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 91B16 62P05 PDF BibTeX XML Cite \textit{N. Kazi-Tani}, Eur. Actuar. J. 11, No. 1, 161--183 (2021; Zbl 1484.91390) Full Text: DOI OpenURL
Zhang, Ning; Wu, Yang-Che; Yang, Wan-Shiou Feasibility of long-term interest balance among stakeholders in the natural catastrophe insurance market. (English) Zbl 1482.91190 N. Am. Actuar. J. 25, No. 2, 163-185 (2021). Reviewer: Piotr Jaworski (Warszawa) MSC: 91G05 91B10 PDF BibTeX XML Cite \textit{N. Zhang} et al., N. Am. Actuar. J. 25, No. 2, 163--185 (2021; Zbl 1482.91190) Full Text: DOI OpenURL
Blake, David (ed.); Cairns, Andrew J. G. (ed.) Longevity risk and capital markets: the 2019–20 update. (English) Zbl 07368206 Insur. Math. Econ. 99, 395-439 (2021). MSC: 00B25 92D25 PDF BibTeX XML Cite \textit{D. Blake} (ed.) and \textit{A. J. G. Cairns} (ed.), Insur. Math. Econ. 99, 395--439 (2021; Zbl 07368206) Full Text: DOI OpenURL
Huang, Qing; Ma, Shixia; Gong, Xiaoqin Optimization problem of excess-of-loss reinsurance and investment with delay and mispricing under the jump-diffusion model. (English) Zbl 1463.91113 J. Math., Wuhan Univ. 40, No. 2, 185-198 (2020). MSC: 91G05 34K50 91G80 60J70 PDF BibTeX XML Cite \textit{Q. Huang} et al., J. Math., Wuhan Univ. 40, No. 2, 185--198 (2020; Zbl 1463.91113) Full Text: DOI OpenURL
Guevara-Alarcón, William; Albrecher, Hansjörg; Chowdhury, Parvez On marine liability portfolio modeling. (English) Zbl 1431.91331 ASTIN Bull. 50, No. 1, 61-93 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{W. Guevara-Alarcón} et al., ASTIN Bull. 50, No. 1, 61--93 (2020; Zbl 1431.91331) Full Text: DOI Link OpenURL
Zhang, Yan; Wu, Yonghong; Wiwatanapataphee, Benchawan; Angkola, Francisca Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework. (English) Zbl 1438.91121 J. Ind. Manag. Optim. 16, No. 1, 71-101 (2020). MSC: 91G05 91G30 93E20 60H10 PDF BibTeX XML Cite \textit{Y. Zhang} et al., J. Ind. Manag. Optim. 16, No. 1, 71--101 (2020; Zbl 1438.91121) Full Text: DOI OpenURL
Chen, Fenge; Peng, Xingchun; Wang, Wenyuan Risk minimization for an insurer with investment and reinsurance via \(g\)-expectation. (English) Zbl 07529835 Commun. Stat., Theory Methods 48, No. 20, 5012-5035 (2019). MSC: 97M30 91G80 93E20 60H30 62-XX PDF BibTeX XML Cite \textit{F. Chen} et al., Commun. Stat., Theory Methods 48, No. 20, 5012--5035 (2019; Zbl 07529835) Full Text: DOI OpenURL
Guan, Chonghu; Yi, Fahuai; Chen, Xiaoshan A fully nonlinear free boundary problem arising from optimal dividend and risk control model. (English) Zbl 1427.93276 Math. Control Relat. Fields 9, No. 3, 425-452 (2019). MSC: 93E20 35R35 91G80 60G40 PDF BibTeX XML Cite \textit{C. Guan} et al., Math. Control Relat. Fields 9, No. 3, 425--452 (2019; Zbl 1427.93276) Full Text: DOI OpenURL
Planchet, Frédéric Impact of reinsurance: quantitative aspects. (English) Zbl 1426.91232 Dupourqué, Etienne (ed.) et al., Actuarial aspects of long-term care. Cham: Springer. Springer Actuar., 229-242 (2019). MSC: 91G05 PDF BibTeX XML Cite \textit{F. Planchet}, in: Actuarial aspects of long-term care. Cham: Springer. 229--242 (2019; Zbl 1426.91232) Full Text: DOI OpenURL
Boonen, Tim J.; Ghossoub, Mario On the existence of a representative reinsurer under heterogeneous beliefs. (English) Zbl 1425.91214 Insur. Math. Econ. 88, 209-225 (2019). MSC: 91B30 91B16 PDF BibTeX XML Cite \textit{T. J. Boonen} and \textit{M. Ghossoub}, Insur. Math. Econ. 88, 209--225 (2019; Zbl 1425.91214) Full Text: DOI Link OpenURL
Zhao, Hui; Shen, Yang; Zeng, Yan; Zhang, Wenjun Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion. (English) Zbl 1425.91238 Insur. Math. Econ. 88, 159-180 (2019). MSC: 91B30 91G40 91A80 PDF BibTeX XML Cite \textit{H. Zhao} et al., Insur. Math. Econ. 88, 159--180 (2019; Zbl 1425.91238) Full Text: DOI OpenURL
Chen, Lv; Shen, Yang Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework. (English) Zbl 1425.91217 Insur. Math. Econ. 88, 120-137 (2019). MSC: 91B30 91A15 91A65 93E20 91A23 91A05 PDF BibTeX XML Cite \textit{L. Chen} and \textit{Y. Shen}, Insur. Math. Econ. 88, 120--137 (2019; Zbl 1425.91217) Full Text: DOI OpenURL
Zhang, Qiang; Chen, Ping Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps. (English) Zbl 1410.91295 J. Comput. Appl. Math. 356, 46-66 (2019). MSC: 91B30 93E20 60J75 PDF BibTeX XML Cite \textit{Q. Zhang} and \textit{P. Chen}, J. Comput. Appl. Math. 356, 46--66 (2019; Zbl 1410.91295) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{D. Li} and \textit{V. R. Young}, Insur. Math. Econ. 87, 143--152 (2019; Zbl 1410.91274) Full Text: DOI OpenURL
Preischl, M.; Thonhauser, S. Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model. (English) Zbl 1410.91282 Insur. Math. Econ. 87, 82-91 (2019). MSC: 91B30 93E20 60K10 60J75 PDF BibTeX XML Cite \textit{M. Preischl} and \textit{S. Thonhauser}, Insur. Math. Econ. 87, 82--91 (2019; Zbl 1410.91282) Full Text: DOI arXiv OpenURL
Asimit, Alexandru V.; Hu, Junlei; Xie, Yuantao Optimal robust insurance with a finite uncertainty set. (English) Zbl 1410.91254 Insur. Math. Econ. 87, 67-81 (2019). MSC: 91B30 90C90 49N90 91G60 PDF BibTeX XML Cite \textit{A. V. Asimit} et al., Insur. Math. Econ. 87, 67--81 (2019; Zbl 1410.91254) Full Text: DOI Link OpenURL
Brachetta, Matteo; Ceci, C. Optimal proportional reinsurance and investment for stochastic factor models. (English) Zbl 1410.91257 Insur. Math. Econ. 87, 15-33 (2019). MSC: 91B30 93E20 60G57 PDF BibTeX XML Cite \textit{M. Brachetta} and \textit{C. Ceci}, Insur. Math. Econ. 87, 15--33 (2019; Zbl 1410.91257) Full Text: DOI arXiv OpenURL
Bi, Junna; Chen, Kailing Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles. (English) Zbl 1418.62373 RAIRO, Oper. Res. 53, No. 1, 179-206 (2019). MSC: 62P05 91B30 93E20 62P20 60J70 PDF BibTeX XML Cite \textit{J. Bi} and \textit{K. Chen}, RAIRO, Oper. Res. 53, No. 1, 179--206 (2019; Zbl 1418.62373) Full Text: DOI OpenURL
Hu, Duni; Wang, Hailong Reinsurance contract design when the insurer is ambiguity-averse. (English) Zbl 1411.91287 Insur. Math. Econ. 86, 241-255 (2019). MSC: 91B30 91B40 PDF BibTeX XML Cite \textit{D. Hu} and \textit{H. Wang}, Insur. Math. Econ. 86, 241--255 (2019; Zbl 1411.91287) Full Text: DOI OpenURL
Chen, Shumin; Liu, Yanchu; Weng, Chengguo Dynamic risk-sharing game and reinsurance contract design. (English) Zbl 1411.91270 Insur. Math. Econ. 86, 216-231 (2019). MSC: 91B30 91A15 93E20 PDF BibTeX XML Cite \textit{S. Chen} et al., Insur. Math. Econ. 86, 216--231 (2019; Zbl 1411.91270) Full Text: DOI OpenURL
Castaño-Martínez, Antonia; Pigueiras, Gema; Sordo, Mangel A. On a family of risk measures based on largest claims. (English) Zbl 1411.91268 Insur. Math. Econ. 86, 92-97 (2019). MSC: 91B30 PDF BibTeX XML Cite \textit{A. Castaño-Martínez} et al., Insur. Math. Econ. 86, 92--97 (2019; Zbl 1411.91268) Full Text: DOI OpenURL
Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying Risk-adjusted bowley reinsurance under distorted probabilities. (English) Zbl 1411.91272 Insur. Math. Econ. 86, 64-72 (2019). MSC: 91B30 91A65 PDF BibTeX XML Cite \textit{K. C. Cheung} et al., Insur. Math. Econ. 86, 64--72 (2019; Zbl 1411.91272) Full Text: DOI OpenURL
Wen, Yuzhen; Yin, Chuancun Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint. (English) Zbl 1411.91323 J. Funct. Spaces 2019, Article ID 6750892, 7 p. (2019). MSC: 91B30 49L99 PDF BibTeX XML Cite \textit{Y. Wen} and \textit{C. Yin}, J. Funct. Spaces 2019, Article ID 6750892, 7 p. (2019; Zbl 1411.91323) Full Text: DOI OpenURL
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
Jiang, Wenjun; Ren, Jiandong; Yang, Chen; Hong, Hanping On optimal reinsurance treaties in cooperative game under heterogeneous beliefs. (English) Zbl 1419.91372 Insur. Math. Econ. 85, 173-184 (2019). MSC: 91B30 91A12 91A05 91B26 PDF BibTeX XML Cite \textit{W. Jiang} et al., Insur. Math. Econ. 85, 173--184 (2019; Zbl 1419.91372) Full Text: DOI OpenURL
Bi, Junna; Cai, Jun Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets. (English) Zbl 1419.91349 Insur. Math. Econ. 85, 1-14 (2019). MSC: 91B30 62P05 93E20 91G70 PDF BibTeX XML Cite \textit{J. Bi} and \textit{J. Cai}, Insur. Math. Econ. 85, 1--14 (2019; Zbl 1419.91349) Full Text: DOI OpenURL
Albrecher, Hansjörg; Cani, Arian On randomized reinsurance contracts. (English) Zbl 1419.91346 Insur. Math. Econ. 84, 67-78 (2019). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{A. Cani}, Insur. Math. Econ. 84, 67--78 (2019; Zbl 1419.91346) Full Text: DOI Link OpenURL
Xue, Xiaole; Wei, Pengyu; Weng, Chengguo Derivatives trading for insurers. (English) Zbl 1419.91387 Insur. Math. Econ. 84, 40-53 (2019). MSC: 91B30 91G20 91G10 93E20 PDF BibTeX XML Cite \textit{X. Xue} et al., Insur. Math. Econ. 84, 40--53 (2019; Zbl 1419.91387) Full Text: DOI OpenURL
Luo, Shangzhen; Wang, Mingming; Zhu, Wei Maximizing a robust goal-reaching probability with penalization on ambiguity. (English) Zbl 1418.91248 J. Comput. Appl. Math. 348, 261-281 (2019). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{S. Luo} et al., J. Comput. Appl. Math. 348, 261--281 (2019; Zbl 1418.91248) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang A constraint-free approach to optimal reinsurance. (English) Zbl 1418.91238 Scand. Actuar. J. 2019, No. 1, 62-79 (2019). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. U. Gerber} et al., Scand. Actuar. J. 2019, No. 1, 62--79 (2019; Zbl 1418.91238) Full Text: DOI OpenURL
Guan, Chonghu; Yi, Fahuai; Chen, Jing Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain. (English) Zbl 1447.35397 J. Differ. Equations 266, No. 2-3, 1245-1284 (2019). Reviewer: Elisa Alòs (Barcelona) MSC: 35R35 60G40 91B70 93E20 PDF BibTeX XML Cite \textit{C. Guan} et al., J. Differ. Equations 266, No. 2--3, 1245--1284 (2019; Zbl 1447.35397) Full Text: DOI OpenURL
Riegel, Ulrich Matching tower information with piecewise Pareto. (English) Zbl 1422.91374 Eur. Actuar. J. 8, No. 2, 437-460 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{U. Riegel}, Eur. Actuar. J. 8, No. 2, 437--460 (2018; Zbl 1422.91374) Full Text: DOI OpenURL
Li, En; Wang, Yuanchang The application of the jump-diffusion model by the stochastic control theory in insurance. (Chinese. English summary) Zbl 1424.91056 Math. Pract. Theory 48, No. 14, 81-88 (2018). MSC: 91B30 91G10 93E20 60J75 PDF BibTeX XML Cite \textit{E. Li} and \textit{Y. Wang}, Math. Pract. Theory 48, No. 14, 81--88 (2018; Zbl 1424.91056) OpenURL
Guo, Wenjing Optimal investment and reinsurance strategy selection based on behavior of loss aversion. (Chinese. English summary) Zbl 1424.91054 J. Syst. Sci. Math. Sci. 38, No. 9, 1005-1017 (2018). MSC: 91B30 91G10 PDF BibTeX XML Cite \textit{W. Guo}, J. Syst. Sci. Math. Sci. 38, No. 9, 1005--1017 (2018; Zbl 1424.91054) OpenURL
Zhou, Rui; Rong, Ximin; Zhao, Hui Optimal reinsurance and investment strategies under CIR stochastic interest rate model. (Chinese. English summary) Zbl 1424.91075 Chin. J. Eng. Math. 35, No. 3, 245-257 (2018). MSC: 91B30 91G30 93E20 PDF BibTeX XML Cite \textit{R. Zhou} et al., Chin. J. Eng. Math. 35, No. 3, 245--257 (2018; Zbl 1424.91075) Full Text: DOI OpenURL
Zhang, Xiaoyi Optimal management of defined contribution pension plan with investment and reinsurance. (English) Zbl 1424.91070 Acta Sci. Nat. Univ. Nankaiensis 51, No. 5, 66-70 (2018). MSC: 91B30 93E20 90C39 PDF BibTeX XML Cite \textit{X. Zhang}, Acta Sci. Nat. Univ. Nankaiensis 51, No. 5, 66--70 (2018; Zbl 1424.91070) OpenURL
Li, Ya’nan; Guo, Junyi The optimal merging problem for two first-line insurers with investment and reinsurance policies. (Chinese. English summary) Zbl 1424.91058 Acta Math. Sin., Chin. Ser. 61, No. 6, 981-990 (2018). MSC: 91B30 60G40 PDF BibTeX XML Cite \textit{Y. Li} and \textit{J. Guo}, Acta Math. Sin., Chin. Ser. 61, No. 6, 981--990 (2018; Zbl 1424.91058) OpenURL
Guo, Chang; Zhuo, Xiaoyang; Constantinescu, Corina; Pamen, Olivier Menoukeu Optimal reinsurance-investment strategy under risks of interest rate, exchange rate and inflation. (English) Zbl 1411.91281 Methodol. Comput. Appl. Probab. 20, No. 4, 1477-1502 (2018). MSC: 91B30 49L20 90C39 91G80 91G30 PDF BibTeX XML Cite \textit{C. Guo} et al., Methodol. Comput. Appl. Probab. 20, No. 4, 1477--1502 (2018; Zbl 1411.91281) Full Text: DOI OpenURL
Zhang, Qiang; Cui, Qianqian; Chen, Ping Time-consistent reinsurance-investment strategy for mean-variance insurers with defaultable security and jumps. (English) Zbl 1419.91388 Hacet. J. Math. Stat. 47, No. 3, 763-781 (2018). MSC: 91B30 93E20 60G51 PDF BibTeX XML Cite \textit{Q. Zhang} et al., Hacet. J. Math. Stat. 47, No. 3, 763--781 (2018; Zbl 1419.91388) Full Text: DOI OpenURL
Wei, Kuanfei; Wang, Wensheng Optimal reinsurance and investment strategy with inflation risks. (Chinese. English summary) Zbl 1424.91065 J. Hangzhou Norm. Univ., Nat. Sci. 17, No. 4, 411-417 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{K. Wei} and \textit{W. Wang}, J. Hangzhou Norm. Univ., Nat. Sci. 17, No. 4, 411--417 (2018; Zbl 1424.91065) Full Text: DOI OpenURL
Wang, Lu; Fang, Ying Pareto-optimal reinsurance strategy by two step method. (Chinese. English summary) Zbl 1424.91063 Acta Sci. Nat. Univ. Nankaiensis 51, No. 3, 72-77 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{L. Wang} and \textit{Y. Fang}, Acta Sci. Nat. Univ. Nankaiensis 51, No. 3, 72--77 (2018; Zbl 1424.91063) OpenURL
Yao, Dingjun; Fan, Kun Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle. (English) Zbl 1415.91168 J. Ind. Manag. Optim. 14, No. 3, 1055-1083 (2018). MSC: 91B30 91G80 93E20 PDF BibTeX XML Cite \textit{D. Yao} and \textit{K. Fan}, J. Ind. Manag. Optim. 14, No. 3, 1055--1083 (2018; Zbl 1415.91168) Full Text: DOI OpenURL
Cheng, Gongpin; Wang, Rongming; Yao, Dingjun Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs. (English) Zbl 1412.91039 J. Ind. Manag. Optim. 14, No. 1, 371-395 (2018). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{G. Cheng} et al., J. Ind. Manag. Optim. 14, No. 1, 371--395 (2018; Zbl 1412.91039) Full Text: DOI OpenURL
Antonello, Michele; Cipani, Luca; Runggaldier, Wolfgang J. Minimizing capital injections by investment and reinsurance for a piecewise deterministic reserve process model. (English) Zbl 1418.91227 Scand. Actuar. J. 2018, No. 10, 907-932 (2018). MSC: 91B30 90C39 PDF BibTeX XML Cite \textit{M. Antonello} et al., Scand. Actuar. J. 2018, No. 10, 907--932 (2018; Zbl 1418.91227) Full Text: DOI OpenURL
Han, Xia; Liang, Zhibin; Yuen, Kam Chuen Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure. (English) Zbl 1418.91240 Scand. Actuar. J. 2018, No. 10, 863-889 (2018). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{X. Han} et al., Scand. Actuar. J. 2018, No. 10, 863--889 (2018; Zbl 1418.91240) Full Text: DOI OpenURL
Guan, Guohui; Liang, Zongxia; Feng, Jian Time-consistent proportional reinsurance and investment strategies under ambiguous environment. (English) Zbl 1417.91269 Insur. Math. Econ. 83, 122-133 (2018). MSC: 91B30 91G10 PDF BibTeX XML Cite \textit{G. Guan} et al., Insur. Math. Econ. 83, 122--133 (2018; Zbl 1417.91269) Full Text: DOI OpenURL
Pesenti, Silvana M.; Tsanakas, Andreas; Millossovich, Pietro Euler allocations in the presence of nonlinear reinsurance: comment on Major (2018). (English) Zbl 1417.91282 Insur. Math. Econ. 83, 29-31 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{S. M. Pesenti} et al., Insur. Math. Econ. 83, 29--31 (2018; Zbl 1417.91282) Full Text: DOI OpenURL
Jiang, Wenjun; Hong, Hanping; Ren, Jiandong On Pareto-optimal reinsurance with constraints under distortion risk measures. (English) Zbl 1416.91191 Eur. Actuar. J. 8, No. 1, 215-243 (2018). MSC: 91B30 91G70 PDF BibTeX XML Cite \textit{W. Jiang} et al., Eur. Actuar. J. 8, No. 1, 215--243 (2018; Zbl 1416.91191) Full Text: DOI OpenURL
Chen, Shumin; Hao, Zhifeng Optimal reinsurance-investment strategies for an insurance company with real estate investment. (Chinese. English summary) Zbl 1413.91037 Oper. Res. Trans. 22, No. 1, 129-141 (2018). MSC: 91B30 93E20 60G40 PDF BibTeX XML Cite \textit{S. Chen} and \textit{Z. Hao}, Oper. Res. Trans. 22, No. 1, 129--141 (2018; Zbl 1413.91037) Full Text: DOI OpenURL
Kong, Xiangyu; Rong, Ximin A game between two insurance companies with jump-diffusion risk model. (Chinese. English summary) Zbl 1413.91011 Chin. J. Eng. Math. 35, No. 1, 1-15 (2018). MSC: 91A15 91A23 91B30 60J75 90C15 PDF BibTeX XML Cite \textit{X. Kong} and \textit{X. Rong}, Chin. J. Eng. Math. 35, No. 1, 1--15 (2018; Zbl 1413.91011) Full Text: DOI OpenURL
Aviv, Rom An extreme-value theory approximation scheme in reinsurance and insurance-linked securities. (English) Zbl 1416.91151 ASTIN Bull. 48, No. 3, 1157-1173 (2018). MSC: 91B30 91G10 91G20 62P05 60G70 PDF BibTeX XML Cite \textit{R. Aviv}, ASTIN Bull. 48, No. 3, 1157--1173 (2018; Zbl 1416.91151) Full Text: DOI OpenURL
Liang, Xiaoqing; Young, Virginia R. Minimizing the probability of ruin: optimal per-loss reinsurance. (English) Zbl 1416.91202 Insur. Math. Econ. 82, 181-190 (2018). MSC: 91B30 93E20 60J75 PDF BibTeX XML Cite \textit{X. Liang} and \textit{V. R. Young}, Insur. Math. Econ. 82, 181--190 (2018; Zbl 1416.91202) Full Text: DOI OpenURL
Subramanian, Ajay; Wang, Jinjing Reinsurance versus securitization of catastrophe risk. (English) Zbl 1416.91222 Insur. Math. Econ. 82, 55-72 (2018). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{A. Subramanian} and \textit{J. Wang}, Insur. Math. Econ. 82, 55--72 (2018; Zbl 1416.91222) Full Text: DOI OpenURL
Bäuerle, Nicole; Glauner, Alexander Optimal risk allocation in reinsurance networks. (English) Zbl 1416.91155 Insur. Math. Econ. 82, 37-47 (2018). MSC: 91B30 60E15 PDF BibTeX XML Cite \textit{N. Bäuerle} and \textit{A. Glauner}, Insur. Math. Econ. 82, 37--47 (2018; Zbl 1416.91155) Full Text: DOI arXiv OpenURL
Ben Salah, Zied; Garrido, José On fair reinsurance premiums; capital injections in a perturbed risk model. (English) Zbl 1416.91157 Insur. Math. Econ. 82, 11-20 (2018). MSC: 91B30 60G51 60K10 PDF BibTeX XML Cite \textit{Z. Ben Salah} and \textit{J. Garrido}, Insur. Math. Econ. 82, 11--20 (2018; Zbl 1416.91157) Full Text: DOI arXiv OpenURL
Bulinskaya, Ekaterina; Gusak, Julia Insurance models under incomplete information. (English) Zbl 1397.62513 Pilz, Jürgen (ed.) et al., Statistics and simulation. Contributions given at the 8th international workshop on simulation, IWS 8, Vienna, Austria, September 21–25, 2015. Cham: Springer (ISBN 978-3-319-76034-6/hbk; 978-3-319-76035-3/ebook). Springer Proceedings in Mathematics & Statistics 231, 171-185 (2018). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{E. Bulinskaya} and \textit{J. Gusak}, Springer Proc. Math. Stat. 231, 171--185 (2018; Zbl 1397.62513) Full Text: DOI OpenURL
Wei, Wei; Liang, Zhibin; Yuen, Kam Chuen Optimal reinsurance in a compound Poisson risk model with dependence. (English) Zbl 1397.91294 J. Appl. Math. Comput. 58, No. 1-2, 389-412 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{W. Wei} et al., J. Appl. Math. Comput. 58, No. 1--2, 389--412 (2018; Zbl 1397.91294) Full Text: DOI OpenURL
Li, Danping; Zeng, Yan; Yang, Hailiang Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps. (English) Zbl 1416.91203 Scand. Actuar. J. 2018, No. 2, 145-171 (2018). MSC: 91B30 60J75 90C39 90C15 PDF BibTeX XML Cite \textit{D. Li} et al., Scand. Actuar. J. 2018, No. 2, 145--171 (2018; Zbl 1416.91203) Full Text: DOI OpenURL
Hu, Duni; Chen, Shou; Wang, Hailong Robust reinsurance contracts in continuous time. (English) Zbl 1416.91189 Scand. Actuar. J. 2018, No. 1, 1-22 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{D. Hu} et al., Scand. Actuar. J. 2018, No. 1, 1--22 (2018; Zbl 1416.91189) Full Text: DOI OpenURL
Liang, Xiaoqing; Palmowski, Zbigniew A note on optimal expected utility of dividend payments with proportional reinsurance. (English) Zbl 1416.91201 Scand. Actuar. J. 2018, No. 4, 275-293 (2018). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{X. Liang} and \textit{Z. Palmowski}, Scand. Actuar. J. 2018, No. 4, 275--293 (2018; Zbl 1416.91201) Full Text: DOI arXiv OpenURL
Kong, Dezhou; Liu, Lishan; Wu, Yonghong Optimal reinsurance under risk and uncertainty on Orlicz hearts. (English) Zbl 1416.91196 Insur. Math. Econ. 81, 108-116 (2018). MSC: 91B30 90C48 90C46 PDF BibTeX XML Cite \textit{D. Kong} et al., Insur. Math. Econ. 81, 108--116 (2018; Zbl 1416.91196) Full Text: DOI OpenURL
Zhang, Jia-Hua; Fang, Shu-Cherng; Xu, Yi-Fan Core of the reinsurance market with dependent risks. (English) Zbl 1413.91047 J. Oper. Res. Soc. China 6, No. 1, 49-57 (2018). MSC: 91B30 91A12 PDF BibTeX XML Cite \textit{J.-H. Zhang} et al., J. Oper. Res. Soc. China 6, No. 1, 49--57 (2018; Zbl 1413.91047) Full Text: DOI OpenURL
Liu, Hongli; Fang, Ying Optimal quota-share and stop-loss reinsurance from the perspectives of insurer and reinsurer. (English) Zbl 1403.91199 J. Appl. Math. Comput. 57, No. 1-2, 85-104 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Liu} and \textit{Y. Fang}, J. Appl. Math. Comput. 57, No. 1--2, 85--104 (2018; Zbl 1403.91199) Full Text: DOI OpenURL
Liang, Xiaoqing; Young, Virginia R. Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance. (English) Zbl 1410.91272 Stat. Probab. Lett. 140, 167-175 (2018). MSC: 91B30 93E20 60H30 PDF BibTeX XML Cite \textit{X. Liang} and \textit{V. R. Young}, Stat. Probab. Lett. 140, 167--175 (2018; Zbl 1410.91272) Full Text: DOI OpenURL
Gu, Ailing; Viens, Frederi G.; Yao, Haixiang Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing. (English) Zbl 1402.91196 Insur. Math. Econ. 80, 93-109 (2018). MSC: 91B30 90C39 91G10 93E20 PDF BibTeX XML Cite \textit{A. Gu} et al., Insur. Math. Econ. 80, 93--109 (2018; Zbl 1402.91196) Full Text: DOI OpenURL
Margraf, Carolin; Elpidorou, Valandis; Verrall, Richard Claims reserving in the presence of excess-of-loss reinsurance using micro models based on aggregate data. (English) Zbl 1402.91210 Insur. Math. Econ. 80, 54-65 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{C. Margraf} et al., Insur. Math. Econ. 80, 54--65 (2018; Zbl 1402.91210) Full Text: DOI Link OpenURL
A, Chunxiang; Lai, Yongzeng; Shao, Yi Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model. (English) Zbl 1422.91320 J. Comput. Appl. Math. 342, 317-336 (2018). MSC: 91B30 93E20 60J75 60H10 PDF BibTeX XML Cite \textit{C. A} et al., J. Comput. Appl. Math. 342, 317--336 (2018; Zbl 1422.91320) Full Text: DOI OpenURL
Chen, Lv; Shen, Yang On a new paradigm of optimal reinsurance: a stochastic Stackelberg differential game between an insurer and a reinsurer. (English) Zbl 1390.91170 ASTIN Bull. 48, No. 2, 905-960 (2018). MSC: 91B30 91A15 93E20 PDF BibTeX XML Cite \textit{L. Chen} and \textit{Y. Shen}, ASTIN Bull. 48, No. 2, 905--960 (2018; Zbl 1390.91170) Full Text: DOI OpenURL
Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa; Wang, Chou-Wen Spatial dependence and aggregation in weather risk hedging: a Lévy subordinated hierarchical Archimedean copulas (LSHAC) approach. (English) Zbl 1390.91222 ASTIN Bull. 48, No. 2, 779-815 (2018). MSC: 91B30 60G51 62H05 62P05 PDF BibTeX XML Cite \textit{W. Zhu} et al., ASTIN Bull. 48, No. 2, 779--815 (2018; Zbl 1390.91222) Full Text: DOI OpenURL
Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang On the compound Poisson risk model with periodic capital injections. (English) Zbl 1390.91220 ASTIN Bull. 48, No. 1, 435-477 (2018). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{Z. Zhang} et al., ASTIN Bull. 48, No. 1, 435--477 (2018; Zbl 1390.91220) Full Text: DOI Link OpenURL
Chen, Shumin; Yang, Hailiang; Zeng, Yan Stochastic differential games between two insurers with generalized mean-variance premium principle. (English) Zbl 1390.91171 ASTIN Bull. 48, No. 1, 413-434 (2018). MSC: 91B30 91A15 93E20 PDF BibTeX XML Cite \textit{S. Chen} et al., ASTIN Bull. 48, No. 1, 413--434 (2018; Zbl 1390.91171) Full Text: DOI OpenURL
Hu, Duni; Wang, Hailong Time-consistent investment and reinsurance under relative performance concerns. (English) Zbl 1390.91188 Commun. Stat., Theory Methods 47, No. 7, 1693-1717 (2018). MSC: 91B30 91A15 93E20 PDF BibTeX XML Cite \textit{D. Hu} and \textit{H. Wang}, Commun. Stat., Theory Methods 47, No. 7, 1693--1717 (2018; Zbl 1390.91188) Full Text: DOI OpenURL
Ma, Jianjing; Wang, Guojing; Yuan, George Xianzhi Optimal reinsurance and investment problem in a defaultable market. (English) Zbl 1390.91200 Commun. Stat., Theory Methods 47, No. 7, 1597-1614 (2018). MSC: 91B30 91G10 93E20 PDF BibTeX XML Cite \textit{J. Ma} et al., Commun. Stat., Theory Methods 47, No. 7, 1597--1614 (2018; Zbl 1390.91200) Full Text: DOI OpenURL
Chen, Shou; Hu, Duni; Wang, Hailong Optimal reinsurance problems with extrapolative claim expectation. (English) Zbl 1390.93864 Optim. Control Appl. Methods 39, No. 1, 78-94 (2018). MSC: 93E20 91B30 PDF BibTeX XML Cite \textit{S. Chen} et al., Optim. Control Appl. Methods 39, No. 1, 78--94 (2018; Zbl 1390.93864) Full Text: DOI OpenURL
Hu, Duni; Chen, Shou; Wang, Hailong Robust reinsurance contracts with uncertainty about jump risk. (English) Zbl 1403.91196 Eur. J. Oper. Res. 266, No. 3, 1175-1188 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{D. Hu} et al., Eur. J. Oper. Res. 266, No. 3, 1175--1188 (2018; Zbl 1403.91196) Full Text: DOI OpenURL
Zhang, Qiang; Chen, Ping Time-consistent mean-variance proportional reinsurance and investment problem in a defaultable market. (English) Zbl 1410.91294 Optimization 67, No. 5, 683-699 (2018). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{Q. Zhang} and \textit{P. Chen}, Optimization 67, No. 5, 683--699 (2018; Zbl 1410.91294) Full Text: DOI OpenURL
Ji, Lanpeng; Robert, Stephan Ruin problem of a two-dimensional fractional Brownian motion risk process. (English) Zbl 1386.60138 Stoch. Models 34, No. 1, 73-97 (2018). MSC: 60G15 60G70 91B30 PDF BibTeX XML Cite \textit{L. Ji} and \textit{S. Robert}, Stoch. Models 34, No. 1, 73--97 (2018; Zbl 1386.60138) Full Text: DOI OpenURL
Liang, Zhibin; Yuen, Kam Chuen; Zhang, Caibin Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence. (English) Zbl 1410.91273 J. Appl. Math. Comput. 56, No. 1-2, 637-664 (2018). MSC: 91B30 91G10 93E20 60J75 PDF BibTeX XML Cite \textit{Z. Liang} et al., J. Appl. Math. Comput. 56, No. 1--2, 637--664 (2018; Zbl 1410.91273) Full Text: DOI Link OpenURL
Major, John A. Distortion measures and homogeneous financial derivatives. (English) Zbl 1401.91172 Insur. Math. Econ. 79, 82-91 (2018). MSC: 91B30 91G10 91G20 PDF BibTeX XML Cite \textit{J. A. Major}, Insur. Math. Econ. 79, 82--91 (2018; Zbl 1401.91172) Full Text: DOI OpenURL
Deng, Chao; Zeng, Xudong; Zhu, Huiming Non-zero-sum stochastic differential reinsurance and investment games with default risk. (English) Zbl 1376.91098 Eur. J. Oper. Res. 264, No. 3, 1144-1158 (2018). MSC: 91B30 91A15 91A23 91G10 PDF BibTeX XML Cite \textit{C. Deng} et al., Eur. J. Oper. Res. 264, No. 3, 1144--1158 (2018; Zbl 1376.91098) Full Text: DOI OpenURL
Wang, Yajie; Rong, Ximin; Zhao, Hui Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model. (English) Zbl 1372.91097 J. Comput. Appl. Math. 328, 414-431 (2018). MSC: 91G10 91B30 60J75 93E20 PDF BibTeX XML Cite \textit{Y. Wang} et al., J. Comput. Appl. Math. 328, 414--431 (2018; Zbl 1372.91097) Full Text: DOI OpenURL
Yao, Dingjun; Wang, Rongming; Xu, Lin Optimal dividend, capital injection and excess-of-loss reinsurance strategies for insurer with a terminal value of the bankruptcy. (Chinese. English summary) Zbl 07494573 Sci. Sin., Math. 47, No. 8, 969-994 (2017). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{D. Yao} et al., Sci. Sin., Math. 47, No. 8, 969--994 (2017; Zbl 07494573) Full Text: DOI OpenURL
Yang, Xiaoxiao; Liang, Zhibin; Zhang, Caibin Optimal mean-variance reinsurance with delay and multiple classes of dependent risks. (Chinese. English summary) Zbl 07494560 Sci. Sin., Math. 47, No. 6, 723-756 (2017). MSC: 91B30 62P05 93E20 PDF BibTeX XML Cite \textit{X. Yang} et al., Sci. Sin., Math. 47, No. 6, 723--756 (2017; Zbl 07494560) Full Text: DOI OpenURL
Bai, Lihua; Guo, Junyi; Wu, Xueyuan Dynamic stochastic cooperative reinsurance strategy in a continuous time model. (Chinese. English summary) Zbl 07494537 Sci. Sin., Math. 47, No. 3, 445-456 (2017). MSC: 91B30 91A12 PDF BibTeX XML Cite \textit{L. Bai} et al., Sci. Sin., Math. 47, No. 3, 445--456 (2017; Zbl 07494537) Full Text: DOI OpenURL
Mgobhozi, Sivuyile W.; Chikodza, Eriyoti Optimal combined dividend and reinsurance policies under interest rate in Lévy markets. (English) Zbl 1452.91276 Int. J. Math. Oper. Res. 10, No. 1, 69-83 (2017). MSC: 91G05 60G51 60H30 93E20 PDF BibTeX XML Cite \textit{S. W. Mgobhozi} and \textit{E. Chikodza}, Int. J. Math. Oper. Res. 10, No. 1, 69--83 (2017; Zbl 1452.91276) Full Text: DOI OpenURL
Chi, Yichun; Lin, X. Sheldon; Tan, Ken Seng Optimal reinsurance under the risk-adjusted value of an insurer’s liability and an economic reinsurance premium principle. (English) Zbl 1414.91174 N. Am. Actuar. J. 21, No. 3, 417-432 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Chi} et al., N. Am. Actuar. J. 21, No. 3, 417--432 (2017; Zbl 1414.91174) Full Text: DOI OpenURL
Chi, Yichun; Zhou, Ming Optimal reinsurance design: a mean-variance approach. (English) Zbl 1414.91175 N. Am. Actuar. J. 21, No. 1, 1-14 (2017). MSC: 91B30 PDF BibTeX XML Cite \textit{Y. Chi} and \textit{M. Zhou}, N. Am. Actuar. J. 21, No. 1, 1--14 (2017; Zbl 1414.91175) Full Text: DOI OpenURL
Georgiopoulos, Nick Pricing catastrophe bonds with multistage stochastic programming. (English) Zbl 1406.90083 Comput. Manag. Sci. 14, No. 3, 297-312 (2017). MSC: 90C15 91B24 PDF BibTeX XML Cite \textit{N. Georgiopoulos}, Comput. Manag. Sci. 14, No. 3, 297--312 (2017; Zbl 1406.90083) Full Text: DOI OpenURL
Buchmann, Boris; Ipsen, Yuguang F.; Maller, Ross Functional laws for trimmed Lévy processes. (English) Zbl 1400.60067 J. Appl. Probab. 54, No. 3, 873-889 (2017). MSC: 60G51 60G52 60G55 60G70 60F17 91B30 PDF BibTeX XML Cite \textit{B. Buchmann} et al., J. Appl. Probab. 54, No. 3, 873--889 (2017; Zbl 1400.60067) Full Text: DOI arXiv OpenURL
Sun, Zongqi; Chen, Zhiping Stochastic differential investment-reinsurance games with capital injection-threshold dividend. (Chinese. English summary) Zbl 1399.91043 Math. Pract. Theory 47, No. 21, 108-121 (2017). MSC: 91B30 91A15 91A23 PDF BibTeX XML Cite \textit{Z. Sun} and \textit{Z. Chen}, Math. Pract. Theory 47, No. 21, 108--121 (2017; Zbl 1399.91043) OpenURL
Yang, Peng; Liu, Qi Time-consistent reinsurance and investment strategy selection under mean-variance criterion. (Chinese. English summary) Zbl 1399.91048 J. Northeast Norm. Univ., Nat. Sci. Ed. 49, No. 4, 25-31 (2017). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{P. Yang} and \textit{Q. Liu}, J. Northeast Norm. Univ., Nat. Sci. Ed. 49, No. 4, 25--31 (2017; Zbl 1399.91048) Full Text: DOI OpenURL
Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; Zhao, Hui A class of nonzero-sum investment and reinsurance games subject to systematic risks. (English) Zbl 1402.91215 Scand. Actuar. J. 2017, No. 8, 670-707 (2017). MSC: 91B30 91A15 91A23 49L20 PDF BibTeX XML Cite \textit{C. C. Siu} et al., Scand. Actuar. J. 2017, No. 8, 670--707 (2017; Zbl 1402.91215) Full Text: DOI Link OpenURL