Hao, Wenjing; Qiu, Zhijian; Li, Lu The investment and reinsurance game of insurers and reinsurers with default risk under CEV model. (English) Zbl 07792467 RAIRO, Oper. Res. 57, No. 5, 2853-2872 (2023). MSC: 62P05 91B30 93E20 PDFBibTeX XMLCite \textit{W. Hao} et al., RAIRO, Oper. Res. 57, No. 5, 2853--2872 (2023; Zbl 07792467) Full Text: DOI
Chen, Zhiping; Yang, Peng; Gan, Yujie Optimal reinsurance and investment with a common shock and a random exit time. (English) Zbl 07689352 RAIRO, Oper. Res. 57, No. 2, 881-903 (2023). MSC: 62P05 91B28 93E20 PDFBibTeX XMLCite \textit{Z. Chen} et al., RAIRO, Oper. Res. 57, No. 2, 881--903 (2023; Zbl 07689352) Full Text: DOI
Li, Sheng Robust equilibrium investment and reinsurance strategy with bounded memory and common shock dependence. (English) Zbl 1482.91185 RAIRO, Oper. Res. 56, No. 1, 77-99 (2022). MSC: 91G05 62P05 93E20 PDFBibTeX XMLCite \textit{S. Li}, RAIRO, Oper. Res. 56, No. 1, 77--99 (2022; Zbl 1482.91185) Full Text: DOI
Bi, Junna; Li, Danping; Zhang, Nan Equilibrium reinsurance-investment strategy with a common shock under two kinds of premium principles. (English) Zbl 1484.91374 RAIRO, Oper. Res. 56, No. 1, 1-22 (2022). MSC: 91G05 90C39 PDFBibTeX XMLCite \textit{J. Bi} et al., RAIRO, Oper. Res. 56, No. 1, 1--22 (2022; Zbl 1484.91374) Full Text: DOI
Li, Danping; Bi, Junna; Hu, Mengcong Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk. (English) Zbl 1471.91469 RAIRO, Oper. Res. 55, Suppl., S2983-S2997 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{D. Li} et al., RAIRO, Oper. Res. 55, S2983--S2997 (2021; Zbl 1471.91469) Full Text: DOI
Lu, Jing; Zhang, Jianxiong; Jia, Xinyun; Zhu, Guowei Optimal dynamic pricing, preservation technology investment and periodic ordering policies for agricultural products. (English) Zbl 1423.90010 RAIRO, Oper. Res. 53, No. 3, 731-747 (2019). MSC: 90B05 49J15 PDFBibTeX XMLCite \textit{J. Lu} et al., RAIRO, Oper. Res. 53, No. 3, 731--747 (2019; Zbl 1423.90010) Full Text: DOI
Bi, Junna; Chen, Kailing Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles. (English) Zbl 1418.62373 RAIRO, Oper. Res. 53, No. 1, 179-206 (2019). MSC: 62P05 91B30 93E20 62P20 60J70 PDFBibTeX XMLCite \textit{J. Bi} and \textit{K. Chen}, RAIRO, Oper. Res. 53, No. 1, 179--206 (2019; Zbl 1418.62373) Full Text: DOI
Bi, Junna; Meng, Qingbin Optimal investment with transaction costs and dividends for an insurer. (English) Zbl 1354.91139 RAIRO, Oper. Res. 50, No. 4-5, 845-855 (2016). MSC: 91G10 91B30 PDFBibTeX XMLCite \textit{J. Bi} and \textit{Q. Meng}, RAIRO, Oper. Res. 50, No. 4--5, 845--855 (2016; Zbl 1354.91139) Full Text: DOI Link
Zhou, Qingjian; Jiao, Jia; Niu, Datian; Yang, Deli Decision-making of portfolio investment with linear plus double exponential utility function. (English) Zbl 1282.91315 RAIRO, Oper. Res. 47, No. 4, 361-370 (2013). MSC: 91G10 PDFBibTeX XMLCite \textit{Q. Zhou} et al., RAIRO, Oper. Res. 47, No. 4, 361--370 (2013; Zbl 1282.91315) Full Text: DOI Numdam