arXiv 2017-04-26 EN Optimal excess-of-loss reinsurance and investment problem for an insurer with default risk under a stochastic volatility model Yao, Nian · Yang, Zhiming
arXiv 2017-02-01 EN Existence and optimality conditions for relaxed mean-field stochastic control problems Bahlali, Khaled · Mezerdi, Meriem · Mezerdi, Brahim
arXiv 2017-02-01 EN On the relaxed mean-field stochastic control problem Bahlali, Khaled · Mezerdi, Meriem · Mezerdi, Brahim