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Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff. (2014). Wei, Linxiao ; Hu, Yijun ; Peng, Xingchun.
In: Insurance: Mathematics and Economics.
RePEc:eee:insuma:v:59:y:2014:i:c:p:78-86.

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Citations received by this document

  1. Robust optimal investment and reinsurance for an insurer with inside information. (2021). Wang, Wenyuan ; Chen, Fenge ; Peng, Xingchun.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:96:y:2021:i:c:p:15-30.

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  2. Derivatives trading for insurers. (2019). Xue, Xiaole ; Weng, Chengguo ; Wei, Pengyu.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:84:y:2019:i:c:p:40-53.

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  3. Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2014 Update. (2017). Jia, Ruo ; Eling, Martin.
    In: Risk Management and Insurance Review.
    RePEc:bla:rmgtin:v:20:y:2017:i:1:p:63-77.

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  4. Exponential utility maximization for an insurer with time-inconsistent preferences. (2016). Wang, Rongming ; Zhao, Qian ; Wei, Jiaqin.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:70:y:2016:i:c:p:89-104.

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  5. Optimal investment and risk control for an insurer under inside information. (2016). Peng, Xingchun ; Wang, Wenyuan.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:69:y:2016:i:c:p:104-116.

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References

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  11. Derivatives trading for insurers. (2019). Xue, Xiaole ; Weng, Chengguo ; Wei, Pengyu.
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  12. Robust non-zero-sum investment and reinsurance game with default risk. (2019). Wang, Ning ; Qian, Linyi ; Jin, Zhuo ; Zhang, Nan.
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  49. Optimal time-consistent investment and reinsurance policies for mean-variance insurers. (2011). Zeng, Yan ; Li, Zhongfei.
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  50. On optimal investment in a reinsurance context with a point process market model. (2010). Edoli, Enrico ; Runggaldier, Wolfgang J..
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