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On optimal reinsurance treaties in cooperative game under heterogeneous beliefs 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2019, 卷号: 85
作者:  Jiang, Wenjun;  Ren, Jiandong;  Yang, Chen;  Hong, Hanping
收藏  |  浏览/下载:7/0  |  提交时间:2019/12/05
Optimal deterministic reinsurance and investment for an insurer under mean–variance criterion 期刊论文
Communications in Statistics - Theory and Methods, 2019
作者:  Chen, Fenge;  Peng, Xingchun
收藏  |  浏览/下载:2/0  |  提交时间:2019/12/05
Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2019, 卷号: Vol.266 No.2-3, 页码: 1245-1284
作者:  Guan, Chonghu;  Yi, Fahuai;  Chen, Jing
收藏  |  浏览/下载:8/0  |  提交时间:2019/12/13
Non-zero-sum stochastic differential reinsurance and investment games with default risk 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 卷号: 264, 期号: 3, 页码: 1144-1158
作者:  Deng, Chao;  Zeng, Xudong;  Zhu, Huiming
收藏  |  浏览/下载:7/0  |  提交时间:2019/08/22
Optimal quota-share and stop-loss reinsurance from the perspectives of insurer and reinsurerSCI原文链接 期刊论文
2018, 卷号: 57, 期号: 1-2, 页码: 85-104
作者:  Liu, Hongli[1];  Fang, Ying[1]
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/31
Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures 期刊论文
Journal of Computational and Applied Mathematics, 2017, 卷号: 315, 页码: 142-160
作者:  Wang, Wenyuan;  Peng, Xingchun*
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/04
Optimal quota-share and stop-loss reinsurance from the perspectives of insurer and reinsurer 期刊论文
2017, 页码: 1-20
作者:  Liu, Hongli[1];  Fang, Ying[1]
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/31
Optimal reinsurance: minimize the expected time to reach a goal 期刊论文
SCANDINAVIAN ACTUARIAL JOURNAL, 2016, 期号: 8, 页码: 741-762
作者:  Luo, Shangzhen;  Wang, Mingming;  Zeng, Xudong
收藏  |  浏览/下载:8/0  |  提交时间:2019/08/22
Risk-based Optimal Investment and Proportional Reinsurance of an Insurer with Hidden Regime Switching 期刊论文
Acta Mathematicae Applicatae Sinica, 2016, 卷号: 32, 期号: 3, 页码: 755-770
作者:  Xing-chun PENG;  Yi-jun HU
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/04
A free boundary problem arising from a stochastic optimal control model under controllable risk 期刊论文
Journal of Differential Equations, 2016, 卷号: Vol.260 No.6, 页码: 4845-4870
作者:  Guan, Chonghu;  Yi, Fahuai
收藏  |  浏览/下载:4/0  |  提交时间:2019/03/04


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