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CORC

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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
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 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
Optimal Time-consistent Investment and Reinsurance Strategy for Mean-variance Insurers Under the Inside Information 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2016, 卷号: 32, 期号: 4
作者:  Cao, Jing;  Peng, Xing-chun;  Hu, Yi-jun
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/05
OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT PROBLEM WITH CONSTRAINTS ON RISK CONTROL IN A GENERAL JUMP-DIFFUSION FINANCIAL MARKET 期刊论文
The ANZIAM Journal, 2016, 卷号: Vol.57 No.3, 页码: 352-368
作者:  Zhu, HM;  Huang, Y;  Zhou, JM;  Yang, XQ;  Deng, C
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/31
Optimal reinsurance under distortion risk measures and expected value premium principle for reinsurer 其他
2015-01-01
Zheng Yanting; Cui Wei; Yang Jingping
收藏  |  浏览/下载：14/0  |  提交时间：2015/11/11
Optimal control problem for an insurance surplus model with debt liability 其他
2014-01-01
Wei, FanCheng; Wu, Lan; Zhou, Dasheng
收藏  |  浏览/下载：2/0  |  提交时间：2015/11/10
Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy 期刊论文
STATISTICS & PROBABILITY LETTERS, 2014, 卷号: 84
作者:  Liu, Wei;  Hu, Yijun
收藏  |  浏览/下载：8/0  |  提交时间：2019/12/05
Optimal time-consistent investment and reinsurance strategies for mean variance insurers with state dependent risk aversion 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2013, 卷号: 53, 期号: 1, 页码: 86-97
作者:  Li, YW;  Li, ZF
收藏  |  浏览/下载：2/0  |  提交时间：2015/12/16
Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles 其他
2013-01-01
Cui, Wei; Yang, Jingping; Wu, Lan
收藏  |  浏览/下载：4/0  |  提交时间：2015/11/11

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