Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
Robust reinsurance contracts with risk constraint | Scandinavian Actuarial Journal |
| 21 | 2020 |
Robust optimal investment and reinsurance of an insurer under Jump-diffusion models | Mathematical Control & Related Fields | 5 | 2019 | |
Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps | Scandinavian Actuarial Journal |
| 64 | 2018 |
Robust reinsurance contracts with uncertainty about jump risk | European Journal of Operational Research |
| 40 | 2018 |
Robust optimal investment and reinsurance problem for a general insurance company under Heston model | Mathematical Methods of Operations Research |
| 26 | 2017 |