Gu, Mengdi; Yang, Yipeng; Li, Shoude; Zhang, Jingyi Constant elasticity of variance model for proportional reinsurance and investment strategies. (English) Zbl 1231.91193 Insur. Math. Econ. 46, No. 3, 580-587 (2010). MSC: 91B30 49L20 PDF BibTeX XML Cite \textit{M. Gu} et al., Insur. Math. Econ. 46, No. 3, 580--587 (2010; Zbl 1231.91193) Full Text: DOI
Guégan, D.; Zhang, J. Change analysis of a dynamic copula for measuring dependence in multivariate financial data. (English) Zbl 1203.91311 Quant. Finance 10, No. 4, 421-430 (2010). MSC: 91G70 62M10 62P05 91B30 PDF BibTeX XML Cite \textit{D. Guégan} and \textit{J. Zhang}, Quant. Finance 10, No. 4, 421--430 (2010; Zbl 1203.91311) Full Text: DOI
Zhang, J.; Guégan, D. Pricing bivariate option under GARCH processes with time-varying copula. (English) Zbl 1141.91478 Insur. Math. Econ. 42, No. 3, 1095-1103 (2008). MSC: 91B28 91B24 PDF BibTeX XML Cite \textit{J. Zhang} and \textit{D. Guégan}, Insur. Math. Econ. 42, No. 3, 1095--1103 (2008; Zbl 1141.91478) Full Text: DOI
Chan, F. T. S.; Wang, Z.; Zhang, J.; Wadhwa, S. Two-level hedging point control of a manufacturing system with multiple product-types and uncertain demands. (English) Zbl 1141.90385 Int. J. Prod. Res. 46, No. 12, 3259-3295 (2008). MSC: 90B30 91B42 90B35 PDF BibTeX XML Cite \textit{F. T. S. Chan} et al., Int. J. Prod. Res. 46, No. 12, 3259--3295 (2008; Zbl 1141.90385) Full Text: DOI