Mean-variance portfolio selection for a non-life insurance company. - Lukasz Delong; Russell Gerrard (Math. Methods Oper. Res., 2007)

Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient. - Lukasz Delong (Math. Methods Oper. Res., 2019)

Pricing equity-linked life insurance contracts with multiple risk factors by neural networks. - Karim Barigou; Lukasz Delong (J. Comput. Appl. Math., 2022)