Lin, Zhenmei; Lai, Shaoyong Optimal consumption and portfolio selection for retirees with the guarantee of minimum welfare. (English) Zbl 1524.49047 J. Ind. Manag. Optim. 19, No. 11, 7849-7860 (2023). MSC: 49L20 91G10 93E20 90C39 PDFBibTeX XMLCite \textit{Z. Lin} and \textit{S. Lai}, J. Ind. Manag. Optim. 19, No. 11, 7849--7860 (2023; Zbl 1524.49047) Full Text: DOI
Huang, Ying; Huang, Ya; Zhou, Jieming Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables. (English) Zbl 07669005 J. Ind. Manag. Optim. 19, No. 8, 6182-6199 (2023). MSC: 91G10 91G05 49L20 PDFBibTeX XMLCite \textit{Y. Huang} et al., J. Ind. Manag. Optim. 19, No. 8, 6182--6199 (2023; Zbl 07669005) Full Text: DOI
Xie, Lin; Li, Danping; Qian, Linyi; Chen, Lv; Yang, Zhixin Optimal investment strategy for an insurer with partial information in capital and insurance markets. (English) Zbl 07668965 J. Ind. Manag. Optim. 19, No. 7, 5249-5271 (2023). MSC: 91G05 49L20 PDFBibTeX XMLCite \textit{L. Xie} et al., J. Ind. Manag. Optim. 19, No. 7, 5249--5271 (2023; Zbl 07668965) Full Text: DOI
Zhou, Xia; Chen, Peimin; Zhang, Jiawei; Tu, Jingwen; He, Yong The optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment. (English) Zbl 1524.91097 J. Ind. Manag. Optim. 19, No. 6, 4551-4590 (2023). MSC: 91G05 91B16 49L12 PDFBibTeX XMLCite \textit{X. Zhou} et al., J. Ind. Manag. Optim. 19, No. 6, 4551--4590 (2023; Zbl 1524.91097) Full Text: DOI
Dong, Xue; Rong, Ximin; Zhao, Hui Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model. (English) Zbl 07668924 J. Ind. Manag. Optim. 19, No. 6, 4255-4293 (2023). MSC: 91G05 91G15 91A80 PDFBibTeX XMLCite \textit{X. Dong} et al., J. Ind. Manag. Optim. 19, No. 6, 4255--4293 (2023; Zbl 07668924) Full Text: DOI
Liu, Zilan; Zhang, Huanying; He, Lei Optimal assets allocation and benefit adjustment strategy with longevity risk for target benefit pension plans. (English) Zbl 07668911 J. Ind. Manag. Optim. 19, No. 6, 3931-3951 (2023). MSC: 91G05 60H30 93E20 PDFBibTeX XMLCite \textit{Z. Liu} et al., J. Ind. Manag. Optim. 19, No. 6, 3931--3951 (2023; Zbl 07668911) Full Text: DOI
Alia, Ishak; Alia, Mohamed Sofiane Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model. (English) Zbl 1524.91098 J. Ind. Manag. Optim. 19, No. 4, 2396-2435 (2023). MSC: 91G10 93E20 60H30 PDFBibTeX XMLCite \textit{I. Alia} and \textit{M. S. Alia}, J. Ind. Manag. Optim. 19, No. 4, 2396--2435 (2023; Zbl 1524.91098) Full Text: DOI
Han, Xia; Liang, Zhibin; Yuan, Yu; Zhang, Caibin Optimal per-loss reinsurance and investment to minimize the probability of drawdown. (English) Zbl 1513.91060 J. Ind. Manag. Optim. 18, No. 6, 4011-4041 (2022). MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{X. Han} et al., J. Ind. Manag. Optim. 18, No. 6, 4011--4041 (2022; Zbl 1513.91060) Full Text: DOI arXiv
Guan, Chonghu; Li, Xun; Zhou, Rui; Zhou, Wenxin Free boundary problem for an optimal investment problem with a borrowing constraint. (English) Zbl 1499.91117 J. Ind. Manag. Optim. 18, No. 3, 1915-1934 (2022). MSC: 91G10 35R35 PDFBibTeX XMLCite \textit{C. Guan} et al., J. Ind. Manag. Optim. 18, No. 3, 1915--1934 (2022; Zbl 1499.91117) Full Text: DOI
Li, Jinghuan; Zhang, Shuhua; Li, Yu Modelling and computation of optimal multiple investment timing in multi-stage capacity expansion infrastructure projects. (English) Zbl 1499.49017 J. Ind. Manag. Optim. 18, No. 1, 297-314 (2022). MSC: 49J20 65C05 65M06 PDFBibTeX XMLCite \textit{J. Li} et al., J. Ind. Manag. Optim. 18, No. 1, 297--314 (2022; Zbl 1499.49017) Full Text: DOI
Liu, Shan; Zhao, Hui; Rong, Ximin Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment. (English) Zbl 1499.91095 J. Ind. Manag. Optim. 18, No. 2, 1185-1222 (2022). MSC: 91G05 91G10 93E20 91G80 PDFBibTeX XMLCite \textit{S. Liu} et al., J. Ind. Manag. Optim. 18, No. 2, 1185--1222 (2022; Zbl 1499.91095) Full Text: DOI
Yuan, Yu; Liang, Zhibin; Han, Xia Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs. (English) Zbl 1499.91103 J. Ind. Manag. Optim. 18, No. 2, 933-967 (2022). MSC: 91G05 91G10 93E20 PDFBibTeX XMLCite \textit{Y. Yuan} et al., J. Ind. Manag. Optim. 18, No. 2, 933--967 (2022; Zbl 1499.91103) Full Text: DOI
Zhang, Yan; Zhao, Peibiao; Teng, Xinghu; Mao, Lei Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform. (English) Zbl 1476.91136 J. Ind. Manag. Optim. 17, No. 4, 2139-2159 (2021). MSC: 91G05 93E20 62P05 PDFBibTeX XMLCite \textit{Y. Zhang} et al., J. Ind. Manag. Optim. 17, No. 4, 2139--2159 (2021; Zbl 1476.91136) Full Text: DOI
Tian, Yingxu; Guo, Junyi; Sun, Zhongyang Optimal mean-variance reinsurance in a financial market with stochastic rate of return. (English) Zbl 1476.91132 J. Ind. Manag. Optim. 17, No. 4, 1887-1912 (2021). MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{Y. Tian} et al., J. Ind. Manag. Optim. 17, No. 4, 1887--1912 (2021; Zbl 1476.91132) Full Text: DOI
Zhang, Xin; Xiong, Jie; Zhang, Shuaiqi Optimal reinsurance-investment and dividends problem with fixed transaction costs. (English) Zbl 1474.91168 J. Ind. Manag. Optim. 17, No. 2, 981-999 (2021). MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{X. Zhang} et al., J. Ind. Manag. Optim. 17, No. 2, 981--999 (2021; Zbl 1474.91168) Full Text: DOI
Liu, Bing; Zhou, Ming Robust portfolio selection for individuals: minimizing the probability of lifetime ruin. (English) Zbl 1474.91178 J. Ind. Manag. Optim. 17, No. 2, 937-952 (2021). MSC: 91G10 91B42 PDFBibTeX XMLCite \textit{B. Liu} and \textit{M. Zhou}, J. Ind. Manag. Optim. 17, No. 2, 937--952 (2021; Zbl 1474.91178) Full Text: DOI
Zhou, Zhongbao; Bai, Yanfei; Xiao, Helu; Chen, Xu A non-zero-sum reinsurance-investment game with delay and asymmetric information. (English) Zbl 1474.90236 J. Ind. Manag. Optim. 17, No. 2, 909-936 (2021). MSC: 90B50 91B05 91G80 91A23 93E20 91A10 90C30 PDFBibTeX XMLCite \textit{Z. Zhou} et al., J. Ind. Manag. Optim. 17, No. 2, 909--936 (2021; Zbl 1474.90236) Full Text: DOI
Jeon, Junkee Finite horizon portfolio selection problems with stochastic borrowing constraints. (English) Zbl 1474.91177 J. Ind. Manag. Optim. 17, No. 2, 733-763 (2021). MSC: 91G10 60G44 60G40 PDFBibTeX XMLCite \textit{J. Jeon}, J. Ind. Manag. Optim. 17, No. 2, 733--763 (2021; Zbl 1474.91177) Full Text: DOI
Wu, Huiling; Wang, Xiuguo; Liu, Yuanyuan; Zeng, Li Multi-period optimal investment choice post-retirement with inter-temporal restrictions in a defined contribution pension plan. (English) Zbl 1476.91160 J. Ind. Manag. Optim. 16, No. 6, 2857-2890 (2020). MSC: 91G10 91G80 90C90 PDFBibTeX XMLCite \textit{H. Wu} et al., J. Ind. Manag. Optim. 16, No. 6, 2857--2890 (2020; Zbl 1476.91160) Full Text: DOI
Jiang, Xin; Yuen, Kam Chuen; Chen, Mi Optimal investment and reinsurance with premium control. (English) Zbl 1476.91128 J. Ind. Manag. Optim. 16, No. 6, 2781-2797 (2020). MSC: 91G05 49L20 91G10 93E20 PDFBibTeX XMLCite \textit{X. Jiang} et al., J. Ind. Manag. Optim. 16, No. 6, 2781--2797 (2020; Zbl 1476.91128) Full Text: DOI
Yan, Ming; Yang, Hongtao; Zhang, Lei; Zhang, Shuhua Optimal investment-reinsurance policy with regime switching and value-at-risk constraint. (English) Zbl 1476.91135 J. Ind. Manag. Optim. 16, No. 5, 2195-2211 (2020). MSC: 91G05 93E20 91G60 PDFBibTeX XMLCite \textit{M. Yan} et al., J. Ind. Manag. Optim. 16, No. 5, 2195--2211 (2020; Zbl 1476.91135) Full Text: DOI
Li, Jinghuan; Li, Yu; Zhang, Shuhua Optimal expansion timing decisions in multi-stage PPP projects involving dedicated asset and government subsidies. (English) Zbl 1476.49009 J. Ind. Manag. Optim. 16, No. 5, 2065-2086 (2020). MSC: 49J20 65C05 65M06 PDFBibTeX XMLCite \textit{J. Li} et al., J. Ind. Manag. Optim. 16, No. 5, 2065--2086 (2020; Zbl 1476.49009) Full Text: DOI
Zhang, Yan; Zhao, Peibiao Optimal reinsurance-investment problem with dependent risks based on Legendre transform. (English) Zbl 1449.91117 J. Ind. Manag. Optim. 16, No. 3, 1457-1479 (2020). MSC: 91G05 93E20 44A15 PDFBibTeX XMLCite \textit{Y. Zhang} and \textit{P. Zhao}, J. Ind. Manag. Optim. 16, No. 3, 1457--1479 (2020; Zbl 1449.91117) Full Text: DOI
Xu, Lin; Yao, Dingjun; Cheng, Gongpin Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax. (English) Zbl 1438.91117 J. Ind. Manag. Optim. 16, No. 1, 325-356 (2020). MSC: 91G05 91B64 93E20 PDFBibTeX XMLCite \textit{L. Xu} et al., J. Ind. Manag. Optim. 16, No. 1, 325--356 (2020; Zbl 1438.91117) Full Text: DOI
Wei, Jiaqin; Li, Danping; Zeng, Yan Robust optimal consumption-investment strategy with non-exponential discounting. (English) Zbl 1438.90188 J. Ind. Manag. Optim. 16, No. 1, 207-230 (2020). MSC: 90B50 93E20 91G80 PDFBibTeX XMLCite \textit{J. Wei} et al., J. Ind. Manag. Optim. 16, No. 1, 207--230 (2020; Zbl 1438.90188) Full Text: DOI
Ma, Yong; Shan, Shiping; Xu, Weidong Optimal investment and consumption in the market with jump risk and capital gains tax. (English) Zbl 1438.91145 J. Ind. Manag. Optim. 15, No. 4, 1937-1953 (2019). MSC: 91G15 91B64 93E20 90C39 PDFBibTeX XMLCite \textit{Y. Ma} et al., J. Ind. Manag. Optim. 15, No. 4, 1937--1953 (2019; Zbl 1438.91145) Full Text: DOI
Chen, Xiaoshan; Li, Xun; Yi, Fahuai Optimal stopping investment with non-smooth utility over an infinite time horizon. (English) Zbl 1415.91131 J. Ind. Manag. Optim. 15, No. 1, 81-96 (2019). MSC: 91B24 93E20 34B15 PDFBibTeX XMLCite \textit{X. Chen} et al., J. Ind. Manag. Optim. 15, No. 1, 81--96 (2019; Zbl 1415.91131) Full Text: DOI
Wang, Yan; Zhao, Yanxiang; Wang, Lei; Song, Aimin; Ma, Yanping Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer. (English) Zbl 1412.93097 J. Ind. Manag. Optim. 14, No. 2, 653-671 (2018). MSC: 93E20 60H30 91B30 PDFBibTeX XMLCite \textit{Y. Wang} et al., J. Ind. Manag. Optim. 14, No. 2, 653--671 (2018; Zbl 1412.93097) Full Text: DOI
Zhang, Shuhua; Wang, Xinyu; Li, Hua Modeling and computation of water management by real options. (English) Zbl 1412.49010 J. Ind. Manag. Optim. 14, No. 1, 81-103 (2018). MSC: 49J20 65M08 91B06 PDFBibTeX XMLCite \textit{S. Zhang} et al., J. Ind. Manag. Optim. 14, No. 1, 81--103 (2018; Zbl 1412.49010) Full Text: DOI
Liang, Xiaoqing; Bai, Lihua Minimizing expected time to reach a given capital level before ruin. (English) Zbl 1373.93381 J. Ind. Manag. Optim. 13, No. 4, 1771-1791 (2017). MSC: 93E20 91B30 91B70 91G80 PDFBibTeX XMLCite \textit{X. Liang} and \textit{L. Bai}, J. Ind. Manag. Optim. 13, No. 4, 1771--1791 (2017; Zbl 1373.93381) Full Text: DOI
Chen, Lv; Yang, Hailiang Optimal reinsurance and investment strategy with two piece utility function. (English) Zbl 1406.91197 J. Ind. Manag. Optim. 13, No. 2, 737-755 (2017). MSC: 91B30 91B16 60H30 93E20 PDFBibTeX XMLCite \textit{L. Chen} and \textit{H. Yang}, J. Ind. Manag. Optim. 13, No. 2, 737--755 (2017; Zbl 1406.91197) Full Text: DOI
Yao, Haixiang; Li, Zhongfei; Li, Xun; Zeng, Yan Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset. (English) Zbl 1361.90047 J. Ind. Manag. Optim. 13, No. 3, 1273-1290 (2017). MSC: 91G10 93E20 PDFBibTeX XMLCite \textit{H. Yao} et al., J. Ind. Manag. Optim. 13, No. 3, 1273--1290 (2017; Zbl 1361.90047) Full Text: DOI
Wang, Fengjun; Zhang, Qingling; Li, Bin; Liu, Wanquan Optimal investment strategy on advertisement in duopoly. (English) Zbl 1406.91248 J. Ind. Manag. Optim. 12, No. 2, 625-636 (2016). MSC: 91B54 90B60 PDFBibTeX XMLCite \textit{F. Wang} et al., J. Ind. Manag. Optim. 12, No. 2, 625--636 (2016; Zbl 1406.91248) Full Text: DOI
Xu, Lin; Wang, Rongming; Yao, Dingjun Optimal stochastic investment games under Markov regime switching market. (English) Zbl 1282.91314 J. Ind. Manag. Optim. 10, No. 3, 795-815 (2014). MSC: 91G10 91G80 60J20 90B50 91A23 91A15 PDFBibTeX XMLCite \textit{L. Xu} et al., J. Ind. Manag. Optim. 10, No. 3, 795--815 (2014; Zbl 1282.91314) Full Text: DOI
Zeng, Yan; Li, Zhongfei Optimal reinsurance-investment strategies for insurers under mean-car criteria. (English) Zbl 1292.91099 J. Ind. Manag. Optim. 8, No. 3, 673-690 (2012). MSC: 91B30 91G70 90C90 93E20 PDFBibTeX XMLCite \textit{Y. Zeng} and \textit{Z. Li}, J. Ind. Manag. Optim. 8, No. 3, 673--690 (2012; Zbl 1292.91099) Full Text: DOI
Liu, Jingzhen; Bai, Lihua; Yiu, Ka-Fai Cedric Optimal investment with a value-at-risk constraint. (English) Zbl 1302.93245 J. Ind. Manag. Optim. 8, No. 3, 531-547 (2012). MSC: 93E20 49L20 PDFBibTeX XMLCite \textit{J. Liu} et al., J. Ind. Manag. Optim. 8, No. 3, 531--547 (2012; Zbl 1302.93245) Full Text: DOI
Yi, Lan; Li, Zhongfei; Li, Duan Multi-period portfolio selection for asset-liability management with uncertain investment horizon. (English) Zbl 1160.90544 J. Ind. Manag. Optim. 4, No. 3, 535-552 (2008). MSC: 90B50 90C26 91G10 49N15 PDFBibTeX XMLCite \textit{L. Yi} et al., J. Ind. Manag. Optim. 4, No. 3, 535--552 (2008; Zbl 1160.90544) Full Text: DOI
Xu, Lin; Wang, Rongming; Yao, Dingjun On maximizing the expected terminal utility by investment and reinsurance. (English) Zbl 1158.91400 J. Ind. Manag. Optim. 4, No. 4, 801-815 (2008). MSC: 91B30 60K05 62P05 93E20 PDFBibTeX XMLCite \textit{L. Xu} et al., J. Ind. Manag. Optim. 4, No. 4, 801--815 (2008; Zbl 1158.91400) Full Text: DOI