The following publications are possibly variants of this publication:
- Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV modelDanping Li, Ximin Rong, Hui Zhao. jcam, 283:142-162, 2015. [doi]
- Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV modelDanping Li, Ximin Rong, Hui Zhao. jcam, 255:671-683, 2014. [doi]
- Optimal investment problem for an insurer and a reinsurerDanping Li, Ximin Rong, Hui Zhao. jossac, 28(6):1326-1343, 2015. [doi]