1. Optimal investment policies for a firm with a random risk process: Exponential utility and minimizing the probability of ruin;S Browne;Mathematics of Operations Research,2005
2. Optimal proportional reinsurance policies for diffusion models with transaction costs;B H�jgaard;Insurance: Mathematics and Economics,1998
3. Optimal investment for insurer with jump-diffusion risk process;H Yang;Insurance: Mathematics and Economics,2005
4. Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint;L Bai;Insurance: Mathematics and Economics,2008