Articles citing this article

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:

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

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

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