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Optimal expected utility of wealth for two dependent classes of insurance business
Gosio, Cristina, (2013)
The portfolios of an insurer and a reinsurer under exponential utility function, constant rate of returns and proportional reinsurance
Ihedioha, Silas A., (2016)
Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient
Delong, Ćukasz, (2019)
Finite horizon lifecycle investment for pension funds with constant rate of return and transaction cost
Ihedioha, Silas A., (2013)
Optimal investment strategy for defined contribution pension scheme under the Heston volatility model
Okonkwo, Chidi U., (2018)