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Risk minimization for an insurer with investment and reinsurance via g-expectation 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 卷号: 48, 期号: 20, 页码: 5012-5035
作者:  Chen, Fenge;  Peng, Xingchun*;  Wang, Wenyuan
收藏  |  浏览/下载：13/0  |  提交时间：2019/12/04
Mean-variance problem for an insurer with default risk under a jump-diffusion risk model. 期刊论文
Communications in Statistics: Theory & Methods, 2019, 卷号: Vol.48 No.17, 页码: 4221-4249
作者:  Wang, Suxin;  Rong, Ximin;  Zhao, Hui
收藏  |  浏览/下载：15/0  |  提交时间：2019/11/21
Derivatives trading for insurers 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2019, 卷号: 84, 页码: 40-53
作者:  Xue, Xiaole;  Wei, Pengyu;  Weng, Chengguo
收藏  |  浏览/下载：10/0  |  提交时间：2019/12/11
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
Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models 期刊论文
Science China(Mathematics), 2017, 卷号: 第60卷, 页码: P317-344
作者:  Zhao Hui1;  Weng Chengguo2;  Shen Yang3;  Zeng Yan4;  *
收藏  |  浏览/下载：6/0  |  提交时间：2019/11/26
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 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 and investment problem for an insurer with counterparty risk 期刊论文
Insurance: Mathematics and Economics, 2015, 卷号: Vol.61, 页码: 242-254
作者:  Zhu, HM;  Deng, C;  Yue, SJ;  Deng, YC
收藏  |  浏览/下载：3/0  |  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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