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Robust reinsurance contracts with uncertainty about jump risk 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 卷号: Vol.266 No.3, 页码: 1175-1188
作者:  Hu, DN;  Chen, S;  Wang, HL
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/26
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
Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2016, 卷号: 32, 期号: 3
作者:  Peng, Xing-chun;  Hu, Yi-jun
收藏  |  浏览/下载：14/0  |  提交时间：2019/12/05
Optimal proportional reinsurance and dividend payments with transaction costs and internal competition 期刊论文
APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSITIES SERIES B, 2016, 卷号: 31, 期号: 1
作者:  Liu Wei;  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 investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables. 期刊论文
J. Comput. Appl. Math., 2016, 卷号: Vol.296, 页码: 443-461
作者:  Huang, Ya;  Yang, Xiangqun;  Zhou, Jieming
收藏  |  浏览/下载：2/0  |  提交时间：2019/12/31
Optimal proportional reinsurance and investment for a constant elasticity of variance model under variance principle 期刊论文
Acta Mathematica Scientia, 2015, 卷号: Vol.35 No.2, 页码: 303-312
作者:  Zhou, JM;  Deng, YC;  Huang, Y;  Yang, XQ
收藏  |  浏览/下载：5/0  |  提交时间：2019/12/31
OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT FOR A CONSTANT ELASTICITY OF VARIANCE MODEL UNDER VARIANCE PRINCIPLE 期刊论文
数学物理学报（英文版）, 2015, 卷号: No.2, 页码: 303-312
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收藏  |  浏览/下载：2/0  |  提交时间：2019/12/31
Optimal investment, consumption and proportional reinsurance under model uncertainty 期刊论文
Insurance: Mathematics and Economics, 2014, 卷号: 59, 页码: 222-234
作者:  Peng, Xingchun*;  Chen, Fenge;  Hu, Yijun
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/04

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