We investigate a robust optimal portfolio and reinsurance problem under a Cramér–
Lundberg risk model for an ambiguity-averse insurer (AAI), who worries about uncertainty in …

This work develops a stochastic differential game model between two insurance companies
who adopt the optimal reinsurance strategies to reduce the risk. The surplus is modeled by a …

This paper develops a hybrid deep learning approach to find optimal reinsurance,
investment, and dividend strategies for an insurance company in a complex stochastic …

This work focuses on numerical methods for finding optimal investment, dividend payment,
and capital injection policies to maximize the present value of the difference between the …

We investigate the risk control and dividend optimization problem of an insurance group in a
general setting and propose an innovative semi-analytical approach to the problem. The …

Persistence in the literature is the perception of an inherent tradeoff between ecological
conservation and economic harvesting goals. Overexploitation may lead to resource …

This paper presents a survey on some of the recent progress on numerical solutions for
controlled switching diffusions. We begin by recalling the basics of switching diffusions and …

This work develops optimal harvest strategies for Lotka–Volterra systems so as to establish
economically, ecologically, and environmentally reasonable strategies for populations …

This work is concerned with optimal harvesting problems in random environments. In
contrast to the existing literature, the Markov chain is hidden and can only be observed in a …

This paper is devoted to numerically solving a class of optimal stopping problems for
stochastic hybrid systems involving both continuous states and discrete events. The …