| Publication | Date of Publication | Type |
|---|
| Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle | 2024-09-20 | Paper |
| A Stackelberg–Nash equilibrium with investment and reinsurance in mixed leadership game | 2024-09-20 | Paper |
| Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure | 2024-06-13 | Paper |
| Constrained mean-variance portfolio optimization for jump-diffusion process under partial information | 2023-11-23 | Paper |
| Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework | 2023-09-15 | Paper |
| Robust optimal reinsurance in minimizing the penalized expected time to reach a goal | 2022-10-21 | Paper |
| Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion | 2022-10-18 | Paper |
| Optimal per-loss reinsurance and investment to minimize the probability of drawdown | 2022-09-23 | Paper |
| Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game | 2022-06-13 | Paper |
| Optimal mean-variance reinsurance with delay and multiple\\ classes of dependent risks | 2022-03-21 | Paper |
| Optimal reinsurance and investment in a Markovian regime-switching economy with delay and common shock | 2022-03-21 | Paper |
| Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs | 2022-02-16 | Paper |
| Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach | 2022-02-16 | Paper |
| OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS | 2021-11-11 | Paper |
| Minimizing the probability of absolute ruin under the mean‐variance premium principle | 2021-10-28 | Paper |
| Minimizing the probability of absolute ruin under ambiguity aversion | 2021-10-19 | Paper |
| Optimal reinsurance and investment in danger‐zone and safe‐region | 2021-06-22 | Paper |
| Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure | 2021-04-27 | Paper |
| Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle | 2020-12-16 | Paper |
| Optimal per-loss reinsurance and investment to minimize the probability of drawdown | 2020-10-23 | Paper |
| Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin | 2020-08-03 | Paper |
| Optimal mean-variance investment/reinsurance with common shock in a regime-switching market | 2019-09-19 | Paper |
| Optimal dividends with an affine penalty | 2019-08-14 | Paper |
| Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure | 2018-12-14 | Paper |
| Optimal reinsurance in a compound Poisson risk model with dependence | 2018-09-25 | Paper |
| Optimal dynamic reinsurance with dependent risks: variance premium principle | 2018-07-11 | Paper |
| Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence | 2018-04-13 | Paper |
| OPTIMAL MEAN–VARIANCE REINSURANCE WITH COMMON SHOCK DEPENDENCE | 2017-10-17 | Paper |
| Portfolio optimization for jump‐diffusion risky assets with common shock dependence and state dependent risk aversion | 2017-05-26 | Paper |
| Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence | 2016-12-13 | Paper |
| Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence | 2016-10-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2990632 | 2016-08-10 | Paper |
| Optimal layer reinsurance on the maximization of the adjustment coefficient | 2016-02-24 | Paper |
| Optimal proportional reinsurance with common shock dependence | 2015-09-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5498228 | 2015-02-11 | Paper |
| Optimal reinsurance and investment with unobservable claim size and intensity | 2014-09-22 | Paper |
| Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model | 2014-05-06 | Paper |
| Optimal investment and proportional reinsurance in the Sparre Andersen model | 2013-08-05 | Paper |
| Dividends and reinsurance under a penalty for ruin | 2012-05-11 | Paper |
| Optimal investment and proportional reinsurance with constrained control variables | 2011-11-17 | Paper |
| Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process | 2011-08-02 | Paper |
| Ruin probabilities under optimal combining quota-share and excess of loss reinsurance | 2011-07-19 | Paper |
| Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility | 2011-06-22 | Paper |
| Optimal proportional reinsurance under two criteria: maximizing the expected utility and minimizing the value at risk | 2011-05-04 | Paper |
| Optimal investment and proportional reinsurance for jump-diffusion risk processes: expected value principle | 2010-07-08 | Paper |
| Upper bound for ruin probabilities under optimal investment and proportional reinsurance | 2010-04-22 | Paper |
| Optimal investment and reinsurance for jump-diffusion surplus processes | 2009-07-22 | Paper |
| The existence and the structure of \(r\)-truncated annuity distribution | 2008-01-14 | Paper |
| Optimal Proportional Reinsurance and Ruin Probability | 2007-10-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5483066 | 2006-08-16 | Paper |
