Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints. (English) Zbl 1460.91241 Insur. Math. Econ. 96, 168-184 (2021). MSC: 91G05 91A15 91A80 PDFBibTeX XMLCite \textit{N. Wang} et al., Insur. Math. Econ. 96, 168--184 (2021; Zbl 1460.91241) Full Text: DOI
Zhang, Nan; Jin, Zhuo; Qian, Linyi; Wang, Rongming Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer. (English) Zbl 1461.91264 J. Comput. Appl. Math. 342, 337-351 (2018). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 91B16 PDFBibTeX XMLCite \textit{N. Zhang} et al., J. Comput. Appl. Math. 342, 337--351 (2018; Zbl 1461.91264) Full Text: DOI
Chen, Lv; Qian, Linyi; Shen, Yang; Wang, Wei Constrained investment-reinsurance optimization with regime switching under variance premium principle. (English) Zbl 1371.91083 Insur. Math. Econ. 71, 253-267 (2016). MSC: 91B30 93E20 91G10 PDFBibTeX XMLCite \textit{L. Chen} et al., Insur. Math. Econ. 71, 253--267 (2016; Zbl 1371.91083) Full Text: DOI