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Optimal investment for insurer with jump-diffusion risk process

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2000Optimal investment for insurers305 cited

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Cited by

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2013Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model154 cited
2008Dynamic mean-variance problem with constrained risk control for the insurers129 cited
2014Optimal dynamic reinsurance with dependent risks: variance premium principle126 cited
2018ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER125 cited
2015Optimal investment–reinsurance strategy for mean–variance insurers with square-root factor process123 cited
2012Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model115 cited
2013Optimal excess-of-loss reinsurance and investment problem for an insurer with jump–diffusion risk process under the Heston model109 cited
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2017Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps102 cited
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2006Optimal investment for an insurer: The martingale approach101 cited