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
Li, Sheng; Qiu, Zhijian Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston’s SV model. (English) Zbl 1507.91186 Optimization 71, No. 14, 4019-4050 (2022). MSC: 91G05 34K50 91A80 35Q91 PDFBibTeX XMLCite \textit{S. Li} and \textit{Z. Qiu}, Optimization 71, No. 14, 4019--4050 (2022; Zbl 1507.91186) Full Text: DOI
Chunxiang, A.; Shen, Yang; Zeng, Yan Dynamic asset-liability management problem in a continuous-time model with delay. (English) Zbl 1492.91352 Int. J. Control 95, No. 5, 1315-1336 (2022). MSC: 91G15 34K50 PDFBibTeX XMLCite \textit{A. Chunxiang} et al., Int. J. Control 95, No. 5, 1315--1336 (2022; Zbl 1492.91352) Full Text: DOI
A, Chun-Xiang; Gu, Ai-Lin; Shao, Yi Optimal reinsurance and investment strategy with delay in Heston’s SV model. (English) Zbl 1488.91088 J. Oper. Res. Soc. China 9, No. 2, 245-271 (2021). MSC: 91G05 93E20 34K50 PDFBibTeX XMLCite \textit{C.-X. A} et al., J. Oper. Res. Soc. China 9, No. 2, 245--271 (2021; Zbl 1488.91088) Full Text: DOI