This paper studies a robust optimal investment–reinsurance problem for an insurer who
possesses inside information on the financial market and the insurance business under …

The present paper aims to study a robust-entropic optimal control problem arising in the
management of financial institutions. More precisely, we consider an economic agent who …

The work studies a reinsurance and investment game between two insurance companies
which have different opinions about some extra information. We assume that the goal of …

In the present article, we study an optimal control problem for a general stochastic factor
model under the existence of private information. More precisely, we consider a portfolio …

This research considers a supply chain financing system consisting of a capital‐constrained
retailer, a supplier and a risk‐averse bank. The retailer may be subject to credit limit …

This paper is devoted to the study of the optimal investment and risk control strategy for an
insurer who has some inside information on the financial market and the insurance …

We investigate the robust reinsurance demand and price under learning and ambiguity
aversion. In the reinsurance contract, the insurer is ambiguity neutral and believes that he is …

The existing literature on investment and reinsurance is limited to the study of continuous-
time problems, while discrete-time problems are always ignored by researchers. In this …

This paper study an optimal time-consistent reinsurance-investment strategy selection
problem in a financial market with jump-diffusion risky asset, where the insurance risk model …

This paper studies the dynamically optimal consumption, investment and life-insurance
strategies for a wage earners under inside information and inflation. Assume that the wage …