Citations (62)
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Yingchun Deng, Man Li, Ya Huang & Jieming Zhou. (2021) Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond. Communications in Statistics - Theory and Methods 50:21, pages 5126-5159.
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Chao Deng, Wenlong Bian & Baiyi Wu. (2020) Optimal reinsurance and investment problem with default risk and bounded memory. International Journal of Control 93:12, pages 2982-2994.
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Jianjing Ma, Guojing Wang & George Xianzhi Yuan. (2018) Optimal reinsurance and investment problem in a defaultable market. Communications in Statistics - Theory and Methods 47:7, pages 1597-1614.
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Jieming Zhou, Xiangqun Yang & Ya Huang. (2017) Robust optimal investment and proportional reinsurance toward joint interests of the insurer and the reinsurer. Communications in Statistics - Theory and Methods 46:21, pages 10733-10757.
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