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Explicit solutions of optimal consumption, investment and insurance problems with regime switching
Zou, Bin; Cadenillas, Abel - In: Insurance / Mathematics & economics 58 (2014), pp. 159-167
Persistent link: https://www.econbiz.de/10010437576
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Optimal investment and risk control policies for an insurer : expected utility maximization
Zou, Bin; Cadenillas, Abel - In: Insurance / Mathematics & economics 58 (2014), pp. 57-67
Persistent link: https://www.econbiz.de/10010437631
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Optimal fee structure of variable annuities
Wang, Gu; Zou, Bin - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 587-601
Persistent link: https://www.econbiz.de/10012793954
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Mean-variance investment and risk control strategies : a time-consistent approach via a forward auxiliary process
Shen, Yang; Zou, Bin - In: Insurance / Mathematics & economics 97 (2021), pp. 68-80
Persistent link: https://www.econbiz.de/10012491963
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Stackelberg differential game for insurance under model ambiguity
Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin - In: Insurance / Mathematics & economics 106 (2022), pp. 128-145
Persistent link: https://www.econbiz.de/10013380498
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Classical and singular stochastic control for the optimal dividend policy when there is regime switching
Sotomayor, Luz R.; Cadenillas, Abel - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 344-354
Persistent link: https://www.econbiz.de/10008989297
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Classical and singular stochastic control for the optimal dividend policy when there is regime switching
Sotomayor, Luz R.; Cadenillas, Abel - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 344-355
Persistent link: https://www.econbiz.de/10008884578
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Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions
Liu, Wenyue; Cadenillas, Abel - In: Insurance / Mathematics & economics 109 (2023), pp. 69-93
Persistent link: https://www.econbiz.de/10014282470