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20132020
most citedOn the 2-part of the Birch-Swinnerton-Dyer conjecture for elliptic curves with complex multiplication

6 citations · 7 across the 7 of their papers we have counts for

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math.OC2020

Optimal per-loss reinsurance and investment to minimize the probability of drawdown

Xia Han, Zhibin Liang

In this paper, we study an optimal reinsurance-investment problem in a risk model with two dependent classes of insurance business, where the two claim number processes are correla…

math.OC2020

Optimal Reinsurance under the Mean-Variance Premium Principle to Minimize the Probability of Ruin

Xiaoqing Liang, Zhibin Liang, Virginia R. Young

We consider the problem of minimizing the probability of ruin by purchasing reinsurance whose premium is computed according to the mean-variance premium principle, a combination of…