Optimal investment for insurers

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Dividend maximization under consideration of the time value of ruin (2007, background): “For extensions to the Cramér-Lundberg model, see e.g. Hipp & Plum [13], Gaier & Grandits [8].”
Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints (2009, background): “Hipp and Plum (2000) and Schmidli (2002) solved this problem without borrowing constraints.”
Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift (2005, background): “Liu and Yang (2004) extend the work of Hipp and Plum (2000) to the case for which the riskless asset earns a positive return, as in Section 3 of this paper.”
Integrated insurance risk models with exponential Lévy investment (2008, background): “Hipp and Plum [10, 11] analyse a model, when the insurance company invests into risky assets, not necessarily financed from the risk reser.v.e.”
On minimizing the ruin probability by investment and reinsurance (2002, methodology): “The equation to solve for u small is therefore identical with the equation to solve in Hipp and Plum (2000).”
Optimal investment and reinsurance of an insurer with model uncertainty (2009, methodology): “Hipp and Plum (2000) employed the Cramér–Lundberg model to describe the risk process of an insurance company and supposed that the surplus of the insurance company is invested in a risky asset whose dynamics are governed by a Geometric Brownian Motion (GBM).”