Yuan, Haili; Hu, Yijun Optimal investment strategies for an insurer with liquid constraint. (English) Zbl 07702502 Commun. Stat., Theory Methods 52, No. 7, 2198-2214 (2023). MSC: 91G10 93E20 60J75 60G46 PDF BibTeX XML Cite \textit{H. Yuan} and \textit{Y. Hu}, Commun. Stat., Theory Methods 52, No. 7, 2198--2214 (2023; Zbl 07702502) Full Text: DOI
Zhu, Shunqing; Dong, Yinghui; Wu, Sang Optimal investment of DC pension plan with two VaR constraints. (English) Zbl 07533632 Commun. Stat., Theory Methods 51, No. 6, 1745-1764 (2022). MSC: 91B16 91G10 62-XX PDF BibTeX XML Cite \textit{S. Zhu} et al., Commun. Stat., Theory Methods 51, No. 6, 1745--1764 (2022; Zbl 07533632) Full Text: DOI
Hata, Hiroaki; Sun, Li-Hsien Optimal investment and reinsurance of insurers with lognormal stochastic factor model. (English) Zbl 1486.91074 Math. Control Relat. Fields 12, No. 2, 531-566 (2022). MSC: 91G05 93E20 91G30 PDF BibTeX XML Cite \textit{H. Hata} and \textit{L.-H. Sun}, Math. Control Relat. Fields 12, No. 2, 531--566 (2022; Zbl 1486.91074) Full Text: DOI
Yuan, Haili; Hu, Yijun Optimal investment for an insurer under liquid reserves. (English) Zbl 1474.91164 J. Ind. Manag. Optim. 17, No. 1, 339-355 (2021). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{H. Yuan} and \textit{Y. Hu}, J. Ind. Manag. Optim. 17, No. 1, 339--355 (2021; Zbl 1474.91164) Full Text: DOI
Serrano, Rafael Portfolio allocation in a Lévy-type jump-diffusion model with nonlife insurance risk. (English) Zbl 1466.91268 Int. J. Theor. Appl. Finance 24, No. 1, Article ID 2150005, 34 p. (2021). MSC: 91G05 91G10 60G51 PDF BibTeX XML Cite \textit{R. Serrano}, Int. J. Theor. Appl. Finance 24, No. 1, Article ID 2150005, 34 p. (2021; Zbl 1466.91268) Full Text: DOI
Chen, Xu; Zhuo, WenYan Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model. (English) Zbl 07529981 Commun. Stat., Theory Methods 49, No. 23, 5738-5764 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{X. Chen} and \textit{W. Zhuo}, Commun. Stat., Theory Methods 49, No. 23, 5738--5764 (2020; Zbl 07529981) Full Text: DOI
Zhou, Jieming; Zhang, Xiaoye; Huang, Ya; Xiang, Xuyan; Deng, Yingchun Optimal investment and risk control policies for an insurer in an incomplete market. (English) Zbl 1426.91238 Optimization 68, No. 9, 1625-1652 (2019). MSC: 91G05 60K30 60G44 91B16 PDF BibTeX XML Cite \textit{J. Zhou} et al., Optimization 68, No. 9, 1625--1652 (2019; Zbl 1426.91238) Full Text: DOI
Hata, Hiroaki; Yasuda, Kazuhiro Expected exponential utility maximization of insurers with a linear Gaussian stochastic factor model. (English) Zbl 1416.91185 Scand. Actuar. J. 2018, No. 5, 357-378 (2018). MSC: 91B30 91B16 93E20 90C39 60G44 PDF BibTeX XML Cite \textit{H. Hata} and \textit{K. Yasuda}, Scand. Actuar. J. 2018, No. 5, 357--378 (2018; Zbl 1416.91185) Full Text: DOI
Zhou, Jieming; Yang, Xiangqun; Guo, Junyi Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion. (English) Zbl 1380.91088 Stat. Probab. Lett. 126, 139-149 (2017). MSC: 91B30 91G10 60G51 PDF BibTeX XML Cite \textit{J. Zhou} et al., Stat. Probab. Lett. 126, 139--149 (2017; Zbl 1380.91088) Full Text: DOI
Zhao, Hui; Rong, Ximin; Cao, Jiling Optimal investment with multiple risky assets for an insurer in an incomplete market. (English) Zbl 1264.91122 Discrete Dyn. Nat. Soc. 2013, Article ID 751846, 12 p. (2013). MSC: 91G10 91B30 PDF BibTeX XML Cite \textit{H. Zhao} et al., Discrete Dyn. Nat. Soc. 2013, Article ID 751846, 12 p. (2013; Zbl 1264.91122) Full Text: DOI
Perera, Ryle S. Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market. (English) Zbl 1231.91411 Insur. Math. Econ. 46, No. 3, 479-484 (2010). MSC: 91G10 60H30 60G46 91B30 PDF BibTeX XML Cite \textit{R. S. Perera}, Insur. Math. Econ. 46, No. 3, 479--484 (2010; Zbl 1231.91411) Full Text: DOI