Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. - Zhibin Liang; Junna Bi; Kam Chuen Yuen; Caibin Zhang (Math. Methods Oper. Res., 2016)

Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure. - Caibin Zhang; Zhibin Liang; Yu Yuan (Eur. J. Oper. Res., 2024)

Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle. - Yu Yuan; Kexin Wang; Caibin Zhang (Ann. Oper. Res., 2024)