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subject:"Versicherung"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Dionne, Georges"
~person:"Li, Zhongfei"
~person:"Nguyen, Tristan"
~type_genre:"Article in journal"
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Versicherung
Insurance
6
Reinsurance
5
Rückversicherung
5
Theorie
4
Theory
4
Portfolio selection
3
Portfolio-Management
3
Time consistency
3
Zeitkonsistenz
3
Control theory
2
Kontrolltheorie
2
Stochastic process
2
Stochastischer Prozess
2
Ambiguity-Averse Insurer
1
Incomplete market
1
Investition
1
Investment
1
Option pricing theory
1
Optionspreistheorie
1
Reinsurance and investment strategy
1
Risikomaß
1
Risikomodell
1
Risk measure
1
Risk model
1
Robust optimal control
1
Robust statistics
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Robustes Verfahren
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Stochastic volatility
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Unvollkommener Markt
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1
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Article
6
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
6
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English
6
Author
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Dionne, Georges
Li, Zhongfei
Nguyen, Tristan
Chi, Yichun
5
Zeng, Yan
5
Shi, Peng
4
Plat, Richard
3
Chen, An
2
Eling, Martin
2
Gatzert, Nadine
2
Haberman, Steven
2
Lai, Yongzeng
2
Liang, Zongxia
2
Lopez, Olivier
2
Malinovskii, Vsevolod K.
2
Palmowski, Zbigniew
2
Schmeiser, Hato
2
Shevchenko, Pavel V.
2
Asimit, Alexandru V.
1
Avram, Florin
1
Azcue, Pablo
1
Badescu, Alexandru M.
1
Berry-Stölzle, Thomas R.
1
Bhati, Deepesh
1
Bruszas, Sandy
1
Byrnes, Aaron D.
1
Byrnes, Joel
1
Cadenillas, Abel
1
Calderín-Ojeda, Enrique
1
Carson, James M.
1
Chatterjee, Indradeb
1
Chen, Shumin
1
Cheung, Ka Chun
1
Chong, W. F.
1
Collan, Mikael
1
Cox, Samuel H.
1
D' Oultremont, Louise
1
Das, S.
1
De Franco, Carmine
1
Diers, Dorothea
1
Eckert, Christian
1
Ettlin, Nicolas
1
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Insurance / Mathematics & economics
Journal of risk and uncertainty : JRU
2
Risiko-Manager
2
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
2
ZRFG : risk, fraud & governance ; Prävention, Transparenz, Organisation
2
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
2
Journal of applied finance & banking
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of productivity analysis
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Special issue on market competition, conflict and collusion
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
The review of economics and statistics
1
Versicherungswirtschaft : Magazin für Führungskräfte und Entscheider
1
WPg : Kompetenz schafft Vertrauen
1
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
1
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ECONIS (ZBW)
6
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1
Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
Zeng, Yan
;
Li, Zhongfei
;
Lai, Yongzeng
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 498-507
Persistent link: https://www.econbiz.de/10009763600
Saved in:
2
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
Saved in:
3
Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model
Li, Zhongfei
;
Zeng, Yan
;
Lai, Yongzeng
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 191-203
Persistent link: https://www.econbiz.de/10009558139
Saved in:
4
Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
Gu, Ailing
;
Guo, Xianping
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 674-684
Persistent link: https://www.econbiz.de/10009683195
Saved in:
5
Optimal time-consistent investment and reinsurance policies for mean-variance insurers
Zeng, Yan
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 145-154
Persistent link: https://www.econbiz.de/10009157423
Saved in:
6
Optimal investment-reinsurance policy for an insurance company with VaR constraint
Chen, Shumin
;
Li, Zhongfei
;
Li, Kemian
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 144-153
Persistent link: https://www.econbiz.de/10008654264
Saved in:
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