Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle. - Ken Seng Tan; Pengyu Wei; Wei Wei 057; Sheng Chao Zhuang (Eur. J. Oper. Res., 2020)

Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility. - Hui Meng; Pengyu Wei; Wanlu Zhang; Sheng Chao Zhuang (SIAM J. Financial Math., 2022)