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Bollerslev, Tim
75
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60
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54
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45
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41
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39
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39
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33
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32
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32
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31
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30
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27
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27
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25
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25
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25
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25
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23
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22
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22
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22
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22
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22
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21
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21
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21
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20
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20
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19
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19
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19
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19
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Kansantaloustieteen Laitos <Tampere>
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Journal of monetary economics
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ECONIS (ZBW)
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EconStor
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ArchiDok
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1
Time-consistent investment-proportional
reinsurance
strategy with random coefficients for mean-variance insurers
Wang, Hao
;
Wang, Rongming
;
Wei, Jiaqin
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 104-114
Persistent link: https://www.econbiz.de/10011990618
Saved in:
2
Robust optimal
reinsurance
and investment strategies for an AAI with multiple risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 63-78
Persistent link: https://www.econbiz.de/10012133510
Saved in:
3
A Stackelberg
reinsurance
-investment game underα-maxminmean-variance criterion and stochastic volatility
Guana, Guohui
;
Liang, Zongxia
;
Song, Yilun
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 28-63
Persistent link: https://www.econbiz.de/10014519918
Saved in:
4
Optimal investment and excess-of-loss
reinsurance
problem with delay for an insurer under Heston's SV model
A, Chunxiang
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 181-196
Persistent link: https://www.econbiz.de/10010515891
Saved in:
5
Robust investment-
reinsurance
optimization with multiscale stochastic volatility
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 245-256
Persistent link: https://www.econbiz.de/10011312060
Saved in:
6
Robust optimal control for an insurer with
reinsurance
and investment under Heston's stochastic volatility model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
Saved in:
7
Optimal excess-of-loss
reinsurance
and investment problem for an insurer with jump-diffusion risk process under the Heston model
Zhao, Hui
;
Rong, Ximin
;
Zhao, Yonggan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 504-514
Persistent link: https://www.econbiz.de/10010227974
Saved in:
8
Optimal mean-variance investment and
reinsurance
problem for an insurer with stochastic volatility
Sun, Zhongyang
;
Guo, Junyi
- In:
Mathematical methods of operations research
88
(
2018
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10011903385
Saved in:
9
A class of nonzero-sum investment and
reinsurance
games subject to systematic risks
Siu, Chi Chung
;
Yam, Sheung Chi Phillip
;
Yang, Hailiang
; …
- In:
Scandinavian actuarial journal
(
2017
)
8
,
pp. 670-707
Persistent link: https://www.econbiz.de/10011848596
Saved in:
10
Non-zero-sum stochastic differential
reinsurance
and investment games with default risk
Deng, Chao
;
Zeng, Xudong
;
Zhu, Huiming
- In:
European journal of operational research : EJOR
264
(
2018
)
3
,
pp. 1144-1158
Persistent link: https://www.econbiz.de/10011802353
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