The following publications are possibly variants of this publication:
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- Optimal investment and reinsurance on survival and growth problems for the risk model with common shock dependenceShida Duan, Zhibin Liang. rairo, 56(5):3611-3634, September 2022. [doi]
- Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principlesJunna Bi, Kailing Chen. rairo, 53(1):179-206, 2019. [doi]
- Equilibrium reinsurance-investment strategies with partial information and common shock dependenceJunna Bi, Jun Cai, Yan Zeng. anor, 307(1):1-24, 2021. [doi]
- Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance frameworkYu Yuan, Xia Han, Zhibin Liang, Kam Chuen Yuen. eor, 311(2):581-595, December 2023. [doi]
- Equilibrium reinsurance-investment strategy with a common shock under two kinds of premium principlesJunna Bi, Danping Li, Nan Zhang. rairo, 56(1):1-22, 2022. [doi]