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
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
Zhao, Hui; Rong, Ximin Portfolio selection problem with multiple risky assets under the constant elasticity of variance model. (English) Zbl 1235.91159 Insur. Math. Econ. 50, No. 1, 179-190 (2012). MSC: 91G10 93E20 49L20 91B16 PDF BibTeX XML Cite \textit{H. Zhao} and \textit{X. Rong}, Insur. Math. Econ. 50, No. 1, 179--190 (2012; Zbl 1235.91159) Full Text: DOI