Explicit Solution of Reinsurance-Investment Problem for an Insurer with Dynamic Income under Vasicek Model

by De-Lei Sheng
Published 2016-01-01

Portfolio Optimization with Asset-Liability Ratio Regulation Constraints

by De-Lei Sheng, Peilong Shen
Published 2020-01-01

Optimal Time-Consistent Investment Strategy for a DC Pension Plan with the Return of Premiums Clauses and Annuity Contracts

by De-Lei Sheng, Ximin Rong
Published 2014-01-01

Optimal Control of Investment-Reinsurance Problem for an Insurer with Jump-Diffusion Risk Process: Independence of Brownian Motions

by De-Lei Sheng, Ximin Rong, Hui Zhao
Published 2014-01-01