Xie, Lin; Li, Danping; Qian, Linyi; Chen, Lv; Yang, Zhixin Optimal investment strategy for an insurer with partial information in capital and insurance markets. (English) Zbl 07668965 J. Ind. Manag. Optim. 19, No. 7, 5249-5271 (2023). MSC: 91G05 49L20 PDFBibTeX XMLCite \textit{L. Xie} et al., J. Ind. Manag. Optim. 19, No. 7, 5249--5271 (2023; Zbl 07668965) Full Text: DOI
Zhou, Xia; Chen, Peimin; Zhang, Jiawei; Tu, Jingwen; He, Yong The optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment. (English) Zbl 1524.91097 J. Ind. Manag. Optim. 19, No. 6, 4551-4590 (2023). MSC: 91G05 91B16 49L12 PDFBibTeX XMLCite \textit{X. Zhou} et al., J. Ind. Manag. Optim. 19, No. 6, 4551--4590 (2023; Zbl 1524.91097) Full Text: DOI
Li, Sheng; Yuan, Wei; Chen, Peimin Optimal control on investment and reinsurance strategies with delay and common shock dependence in a jump-diffusion financial market. (English) Zbl 1524.91087 J. Ind. Manag. Optim. 19, No. 4, 2855-2888 (2023). MSC: 91G05 34K50 49L25 PDFBibTeX XMLCite \textit{S. Li} et al., J. Ind. Manag. Optim. 19, No. 4, 2855--2888 (2023; Zbl 1524.91087) Full Text: DOI
Wang, Xuhui; Hu, Lei A new method to solve the Hamilton-Jacobi-Bellman equation for a stochastic portfolio optimization model with boundary memory. (English) Zbl 1513.60089 J. Ind. Manag. Optim. 18, No. 6, 3831-3845 (2022). MSC: 60H15 60J65 91G05 PDFBibTeX XMLCite \textit{X. Wang} and \textit{L. Hu}, J. Ind. Manag. Optim. 18, No. 6, 3831--3845 (2022; Zbl 1513.60089) Full Text: DOI
Xing, Xiaoyu; Geng, Caixia Optimal investment-reinsurance strategy in the correlated insurance and financial markets. (English) Zbl 1513.91066 J. Ind. Manag. Optim. 18, No. 5, 3445-3459 (2022). MSC: 91G05 91G15 93E20 PDFBibTeX XMLCite \textit{X. Xing} and \textit{C. Geng}, J. Ind. Manag. Optim. 18, No. 5, 3445--3459 (2022; Zbl 1513.91066) Full Text: DOI
Liu, Shan; Zhao, Hui; Rong, Ximin Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment. (English) Zbl 1499.91095 J. Ind. Manag. Optim. 18, No. 2, 1185-1222 (2022). MSC: 91G05 91G10 93E20 91G80 PDFBibTeX XMLCite \textit{S. Liu} et al., J. Ind. Manag. Optim. 18, No. 2, 1185--1222 (2022; Zbl 1499.91095) Full Text: DOI
Zhang, Yan; Zhao, Peibiao; Teng, Xinghu; Mao, Lei Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform. (English) Zbl 1476.91136 J. Ind. Manag. Optim. 17, No. 4, 2139-2159 (2021). MSC: 91G05 93E20 62P05 PDFBibTeX XMLCite \textit{Y. Zhang} et al., J. Ind. Manag. Optim. 17, No. 4, 2139--2159 (2021; Zbl 1476.91136) Full Text: DOI
Deng, Chao; Yao, Haixiang; Chen, Yan Optimal investment and risk control problems with delay for an insurer in defaultable market. (English) Zbl 1476.91123 J. Ind. Manag. Optim. 16, No. 5, 2563-2579 (2020). MSC: 91G05 91B55 60K05 PDFBibTeX XMLCite \textit{C. Deng} et al., J. Ind. Manag. Optim. 16, No. 5, 2563--2579 (2020; Zbl 1476.91123) Full Text: DOI
Zhang, Yan; Zhao, Peibiao Optimal reinsurance-investment problem with dependent risks based on Legendre transform. (English) Zbl 1449.91117 J. Ind. Manag. Optim. 16, No. 3, 1457-1479 (2020). MSC: 91G05 93E20 44A15 PDFBibTeX XMLCite \textit{Y. Zhang} and \textit{P. Zhao}, J. Ind. Manag. Optim. 16, No. 3, 1457--1479 (2020; Zbl 1449.91117) Full Text: DOI
Zhang, Yan; Wu, Yonghong; Wiwatanapataphee, Benchawan; Angkola, Francisca Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework. (English) Zbl 1438.91121 J. Ind. Manag. Optim. 16, No. 1, 71-101 (2020). MSC: 91G05 91G30 93E20 60H10 PDFBibTeX XMLCite \textit{Y. Zhang} et al., J. Ind. Manag. Optim. 16, No. 1, 71--101 (2020; Zbl 1438.91121) Full Text: DOI