1. Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint;Bai;Insurance: Mathematics and Economics,2008
2. Dynamic mean-variance problem with constrained risk control for the insurers;Bai;Mathematical Methods of Operations Research,2008
3. Dynamic mean-variance asset allocation;Basak;Review of Financial Studies,2010
4. Benchmark and mean-variance problems for insurers;Bäuerle;Mathematical Methods of Operations Research,2005
5. Bjök, T., Murgoci, A., 2009. A general theory of Markovian time inconsistent stochastic control problems. Working Paper. Stockolm School of Economics. Available at: http://econtent.essec.fr/mediabanks/ESSEC-PDF/Enseignement%20et%20Recherche/Enseignement/Departement/seminaire/Finance/2008-2009/Tomas_Bjork-Seminaire.pdf.