scientific article; zbMATH DE number 6129554
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Publication:4901097
zbMATH Open1265.91106MaRDI QIDQ4901097FDOQ4901097
Authors: Xinli Zhang, Wenyu Sun 
Publication date: 24 January 2013
Title of this publication is not available (Why is that?)
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- Robust optimal investment and proportional reinsurance toward joint interests of the insurer and the reinsurer
- Optimal proportional reinsurance and investment under partial information
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- Proportional and excess-of-loss reinsurance under investment gains
- VaR and CTE based optimal reinsurance from a reinsurer's perspective
- Optimal proportional reinsurance and investment with transaction costs. I: Maximizing the terminal wealth
- Alpha-robust mean-variance reinsurance and investment strategies with transaction costs
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