Chen, Fenge; Peng, Xingchun Optimal deterministic reinsurance and investment for an insurer under mean-variance criterion. (English) Zbl 07530971 Commun. Stat., Theory Methods 50, No. 13, 3123-3136 (2021). MSC: 97M30 91G80 93E20 60H30 62-XX PDFBibTeX XMLCite \textit{F. Chen} and \textit{X. Peng}, Commun. Stat., Theory Methods 50, No. 13, 3123--3136 (2021; Zbl 07530971) Full Text: DOI
Yusong, Cao; Xianquan, Zeng Optimal proportional reinsurance and investment with minimum probability of ruin. (English) Zbl 1242.91099 Appl. Math. Comput. 218, No. 9, 5433-5438 (2012). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60J70 97M30 91G80 PDFBibTeX XMLCite \textit{C. Yusong} and \textit{Z. Xianquan}, Appl. Math. Comput. 218, No. 9, 5433--5438 (2012; Zbl 1242.91099) Full Text: DOI