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
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