//-->
Risk Parity with Fractal Model of Risk
Kamenshchikov, Sergey, (2017)
Stochastic Areas of Diffusions and Applications in Risk Theory
Cui, Zhenyu, (2013)
Stochastic differential portfolio games for an insurer in a jump-diffusion risk process
Lin, Xiang, (2012)
Optimal loss-carry-forward taxation for the Lévy risk model
Wang, Wenyuan, (2012)
On the expected discounted penalty function for risk process with tax
Wang, Wenyuan, (2011)