Statistical process control (SPC) methods have been widely popular not only in industrial
applications but also in recent years in several nonindustrial scientific areas. The basic tools …

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 …

We search for a trading strategy and the associated robust price of unhedgeable assets in
incomplete markets under the acknowledgement of model uncertainty. Our set-up is that we …

We investigate the reinsurance contract and investment strategy problem between an
insurer and a reinsurer under the continuous-time framework. For the reinsurance contract …

This paper focuses on an asset-liability management problem for an investor who can invest
in a risk-free asset and a risky asset whose price process is governed by the Heston model …

Strategic alliances make firms' boundaries permeable to information leakages that may
benefit the competitive position of partnering firms. In this paper, we examine the …

This paper is devoted to the study of a non-zero-sum investment-reinsurance game between
two insurers with different opinions about some inside information. Each insurer is …

This paper investigates an investment–reinsurance problem incorporating information
asymmetry and random horizon. At the beginning of the transaction, the insurer owns some …

Given a general cost-reward structure, this paper proposes an integrated maintenance
scheduling model for deteriorating multi-state production systems. The paper develops …

This paper investigates an optimal investment‐reinsurance problem for an insurer who
possesses inside information regarding the future realizations of the claim process and risky …