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Optimal proportional reinsurance policies for diffusion models

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2018ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER125 cited
2004Optimal Investment for an Insurer to Minimize Its Probability of Ruin117 cited

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2007On reinsurance and investment for large insurance portfolios106 cited

2004Optimal control of risk exposure, reinsurance and investments for insurance portfolios106 cited

1998Optimal risk and dividend control for a company with a debt liability103 cited

2002Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility93 cited

2004Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy88 cited

2014Optimal investment–reinsurance with delay for mean–variance insurers: A maximum principle approach85 cited

2008Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs82 cited

1998Optimal proportional reinsurance policies for diffusion models with transaction costs81 cited

2001Optimal risk control for a large corporation in the presence of returns on investments73 cited

2004Asymptotics of ruin probabilities for controlled risk processes in the small claims case66 cited

2006Optimal insurance in a continuous-time model65 cited

2014Optimal investment and risk control policies for an insurer: Expected utility maximization65 cited