In this paper, we investigate a robust optimal investment problem for an ambiguity-averse
member (AAM) of defined contribution (DC) pension plans with stochastic interest rate and …

In this study, we investigate the competition among insurers under the mean–variance
criterion. The optimization problems are formulated for finite and infinite insurers. The …

In this paper, we study a robust optimal investment and reinsurance problem for a general
insurance company which contains an insurer and a reinsurer. Assume that the claim …

This work investigates the equilibrium investment and reinsurance strategies for a general
insurance company under smooth ambiguity. The general insurance company holds shares …

This paper investigates the asset-liability management problem for an ordinary robust
insurance system between a reinsurer and an insurer under the Heston model with delay …

This paper aims to investigate optimal reinsurance contracts in a continuous-time modelling
framework from the perspective of a principal-agent problem. The reinsurer plays the role of …

This paper considers the pricing of equity-linked life insurance contracts with death and
survival benefits in a general model with multiple stochastic risk factors: interest rate, equity …

The paper investigates optimal reinsurance-investment strategies with the assumption that
the insurers can purchase proportional reinsurance contracts and invest their wealth in a …

In this article, we study a robust optimal investment and reinsurance problem for a general
insurance company which holds shares of an insurance company and a reinsurance …

This paper studies a robust optimal investment problem under the mean-variance criterion
for a defined contribution (DC) pension plan with an ambiguity-averse member (AAM), who …