The following publications are possibly variants of this publication:
- 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 strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV modelYajie Wang, Ximin Rong, Hui Zhao. jcam, 328:414-431, 2018. [doi]
- Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investmentXiuchun Bi, Shuguang Zhang. jossac, 28(1):144-155, 2015. [doi]
- Optimal investment problem for an insurer and a reinsurerDanping Li, Ximin Rong, Hui Zhao. jossac, 28(6):1326-1343, 2015. [doi]