Yang, Peng; Chen, Zhiping; Wang, Liyuan Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process. (English) Zbl 07533682 Commun. Stat., Theory Methods 50, No. 11, 2546-2568 (2021). MSC: 62P05 91B28 93E20 62-XX PDF BibTeX XML Cite \textit{P. Yang} et al., Commun. Stat., Theory Methods 50, No. 11, 2546--2568 (2021; Zbl 07533682) Full Text: DOI OpenURL
Yang, Peng Optimal reinsurance-investment problem under mean-variance criterion with \(n\) risky assets. (English) Zbl 1459.91165 Discrete Dyn. Nat. Soc. 2020, Article ID 6489532, 16 p. (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{P. Yang}, Discrete Dyn. Nat. Soc. 2020, Article ID 6489532, 16 p. (2020; Zbl 1459.91165) Full Text: DOI OpenURL
Landriault, David; Li, Bin; Loke, Sooie-Hoe; Willmot, Gordon E.; Xu, Di A note on the convexity of ruin probabilities. (English) Zbl 1394.91221 Insur. Math. Econ. 74, 1-6 (2017). MSC: 91B30 60K10 93E20 PDF BibTeX XML Cite \textit{D. Landriault} et al., Insur. Math. Econ. 74, 1--6 (2017; Zbl 1394.91221) Full Text: DOI OpenURL