The Citing articles tool gives a list of articles citing the current article. The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program . You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).
Cited article:
Junna Bi , Kailing Chen
RAIRO-Oper. Res., 53 1 (2019) 179-206
Published online: 2019-02-07
This article has been cited by the following article(s):
13 articles
Time-consistent robust investment-reinsurance strategy with common shock dependence under CEV model
Lu Li, Zhijian Qiu and Alessandro Mazzoccoli PLOS ONE 20 (2) e0316649 (2025) https://doi.org/10.1371/journal.pone.0316649
Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks
Qiang Zhang and Lijun Wu Communications in Statistics - Theory and Methods 53 (1) 34 (2024) https://doi.org/10.1080/03610926.2022.2072516
Optimal time-consistent investment-reinsurance strategy for state-dependent risk aversion with delay and common shocks
Sheng Li Communications in Statistics - Theory and Methods 52 (15) 5294 (2023) https://doi.org/10.1080/03610926.2021.2005804
Optimal control on investment and reinsurance strategies with delay and common shock dependence in a jump-diffusion financial market
Sheng Li, Wei Yuan and Peimin Chen Journal of Industrial and Management Optimization 19 (4) 2855 (2023) https://doi.org/10.3934/jimo.2022068
On some effects of dependencies on an insurer’s risk exposure, probability of ruin, and optimal premium loading
R. L. Gudmundarson, M. Guerra and A. B. Moura European Actuarial Journal 13 (1) 341 (2023) https://doi.org/10.1007/s13385-022-00326-0
Robust Optimal Investment Strategies with Exchange Rate Risk and Default Risk
Wei Wang, Qianyan Li, Quan Li and Song Xu Mathematics 11 (6) 1550 (2023) https://doi.org/10.3390/math11061550
Optimal Time-Consistent Investment and Premium Control Strategies for Insurers with Constraint under the Heston Model
Zilan Liu, Yijun Wang, Ya Huang and Jieming Zhou Mathematics 10 (7) 1019 (2022) https://doi.org/10.3390/math10071019
Optimal investment-reinsurance strategy with derivatives trading under the joint interests of an insurer and a reinsurer
Xia Zhao, Mengjie Li and Qinrui Si Electronic Research Archive 30 (12) 4619 (2022) https://doi.org/10.3934/era.2022234
Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston's SV model
Sheng Li and Zhijian Qiu Optimization 71 (14) 4019 (2022) https://doi.org/10.1080/02331934.2021.1935934
Bayesian optimal investment and reinsurance with dependent financial and insurance risks
Nicole Bäuerle and Gregor Leimcke Statistics & Risk Modeling 39 (1-2) 23 (2022) https://doi.org/10.1515/strm-2021-0029
Robust optimal investment and reinsurance problems with learning
Nicole Bäuerle and Gregor Leimcke Scandinavian Actuarial Journal 2021 (2) 82 (2021) https://doi.org/10.1080/03461238.2020.1806917
Optimal Time-Consistent Investment and Reinsurance Strategies with Default Risk and Delay under Heston’s SV Model
Sheng Li, Zhijian Qiu and Bekir Sahin Mathematical Problems in Engineering 2021 1 (2021) https://doi.org/10.1155/2021/8834842
Optimal Time-Consistent Investment and Reinsurance Strategy Under Time Delay and Risk Dependent Model
Sheng Li and Yong He Mathematical Problems in Engineering 2020 1 (2020) https://doi.org/10.1155/2020/9368346