Brachetta, Matteo; Ceci, C. Optimal proportional reinsurance and investment for stochastic factor models. (English) Zbl 1410.91257 Insur. Math. Econ. 87, 15-33 (2019). MSC: 91B30 93E20 60G57 PDF BibTeX XML Cite \textit{M. Brachetta} and \textit{C. Ceci}, Insur. Math. Econ. 87, 15--33 (2019; Zbl 1410.91257) Full Text: DOI arXiv
Raju, I. Venkat Appal; Ramasubramanian, S. Risk diversifying treaty between two companies with only one in insurance business. (English) Zbl 1364.91070 Sankhyā, Ser. B 78, No. 2, 183-214 (2016). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{I. V. A. Raju} and \textit{S. Ramasubramanian}, Sankhyā, Ser. B 78, No. 2, 183--214 (2016; Zbl 1364.91070) Full Text: DOI
Zhao, Hui; Rong, Ximin Optimal investment with multiple risky assets for an insurer with modified periodic risk process. (English) Zbl 1372.91099 J. Syst. Sci. Complex. 28, No. 4, 997-1014 (2015). MSC: 91G10 91B30 93E20 PDF BibTeX XML Cite \textit{H. Zhao} and \textit{X. Rong}, J. Syst. Sci. Complex. 28, No. 4, 997--1014 (2015; Zbl 1372.91099) Full Text: DOI
Yusong, Cao; Xianquan, Zeng Optimal proportional reinsurance and investment with minimum probability of ruin. (English) Zbl 1242.91099 Appl. Math. Comput. 218, No. 9, 5433-5438 (2012). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60J70 97M30 91G80 PDF BibTeX XML Cite \textit{C. Yusong} and \textit{Z. Xianquan}, Appl. Math. Comput. 218, No. 9, 5433--5438 (2012; Zbl 1242.91099) Full Text: DOI
Edoli, Enrico; Runggaldier, Wolfgang J. On optimal investment in a reinsurance context with a point process market model. (English) Zbl 1231.91180 Insur. Math. Econ. 47, No. 3, 315-326 (2010). MSC: 91B30 93E20 91G10 90C40 PDF BibTeX XML Cite \textit{E. Edoli} and \textit{W. J. Runggaldier}, Insur. Math. Econ. 47, No. 3, 315--326 (2010; Zbl 1231.91180) Full Text: DOI
Barbarin, Jérôme; de Launois, Tanguy; Devolder, Pierre Risk minimization with inflation and interest rate risk: applications to non-life insurance. (English) Zbl 1224.91177 Scand. Actuar. J. 2009, No. 2, 119-151 (2009). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91G50 91B30 60G55 PDF BibTeX XML Cite \textit{J. Barbarin} et al., Scand. Actuar. J. 2009, No. 2, 119--151 (2009; Zbl 1224.91177) Full Text: DOI
Zhou, Qing Optimal investment for an insurer in the Lévy market: the martingale approach. (English) Zbl 1169.91380 Stat. Probab. Lett. 79, No. 14, 1602-1607 (2009). MSC: 91B28 60G44 PDF BibTeX XML Cite \textit{Q. Zhou}, Stat. Probab. Lett. 79, No. 14, 1602--1607 (2009; Zbl 1169.91380) Full Text: DOI
Abe, Ryo; Ishimura, Naoyuki Existence of solutions for the nonlinear partial differential equation arising in the optimal investment problem. (English) Zbl 1139.35059 Proc. Japan Acad., Ser. A 84, No. 1, 11-14 (2008). MSC: 35K60 91B28 91B30 PDF BibTeX XML Cite \textit{R. Abe} and \textit{N. Ishimura}, Proc. Japan Acad., Ser. A 84, No. 1, 11--14 (2008; Zbl 1139.35059) Full Text: DOI Euclid
Wang, Zengwu; Xia, Jianming; Zhang, Lihong Optimal investment for an insurer: the martingale approach. (English) Zbl 1141.91470 Insur. Math. Econ. 40, No. 2, 322-334 (2007). MSC: 91G10 91B30 60G44 60H10 60H30 PDF BibTeX XML Cite \textit{Z. Wang} et al., Insur. Math. Econ. 40, No. 2, 322--334 (2007; Zbl 1141.91470) Full Text: DOI
Emms, P.; Haberman, S. Asymptotic and numerical analysis of the optimal investment strategy for an insurer. (English) Zbl 1273.91419 Insur. Math. Econ. 40, No. 1, 113-134 (2007). MSC: 91G10 91B30 PDF BibTeX XML Cite \textit{P. Emms} and \textit{S. Haberman}, Insur. Math. Econ. 40, No. 1, 113--134 (2007; Zbl 1273.91419) Full Text: DOI Link
Irgens, Christian; Paulsen, Jostein Optimal control of risk exposure, reinsurance and investments for insurance portfolios. (English) Zbl 1052.62107 Insur. Math. Econ. 35, No. 1, 21-51 (2004). MSC: 62P05 49N90 60J70 91B30 PDF BibTeX XML Cite \textit{C. Irgens} and \textit{J. Paulsen}, Insur. Math. Econ. 35, No. 1, 21--51 (2004; Zbl 1052.62107) Full Text: DOI