Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model

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Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility (2018, methodology): “In addition, Yi et al. (2013) and Zheng et al. (2016) study optimal reinsurance–investment problems for ambiguityaverse insurers under stochastic volatility using the Heston’s SV model and the CEV model, respectively.”
Robust equilibrium reinsurance-investment strategy for a mean–variance insurer in a model with jumps (2016, background): “Yi et al. (2013) and Yi et al. (2015a) study the problem of robust optimal reinsurance-investment for an ambiguity-averse insurer (AAI) under the expected exponential utility maximization and mean–variance criteria, respectively.”
Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (2014, unknown): “[22](2012), Yi et al.[28](2013) and Zhao et al.”