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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of financial economics"
~isPartOf:"Operations research letters"
~language:"eng"
~language:"msa"
~person:"Li, Zhongfei"
~subject:"Heuristics"
~subject:"Lagermanagement"
~subject:"Portfolio-Management"
~subject:"Risiko"
~subject:"Rückversicherung"
~subject:"Stochastic process"
~subject:"Warehouse management"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
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Heuristics
Lagermanagement
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Risiko
Rückversicherung
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Warehouse management
Theorie
15
Theory
15
Portfolio selection
12
Reinsurance
7
Insurance
6
Stochastischer Prozess
6
Versicherung
6
Altersvorsorge
5
Pension fund
5
Pensionskasse
5
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Time consistency
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4
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3
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AAM
1
Ambiguity-Averse Insurer
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Li, Zhongfei
Lim, Andrew
21
Hao, Jin-Kao
20
Liang, Zongxia
19
Young, Virginia R.
19
Gendreau, Michel
18
Wong, Hoi Ying
18
Boonen, Tim J.
16
Zeng, Yan
16
Shapiro, Alexander
15
Laporte, Gilbert
14
Shen, Yang
14
Escudero, Laureano F.
13
Koster, René de
13
Yang, Hailiang
13
Tan, Ken Seng
12
Teunter, Ruud H.
12
Weng, Chengguo
12
Zhuo, Jin
12
Burke, Edmund K.
11
Cheng, T. C. E.
11
Crainic, Teodor Gabriel
11
Goerigk, Marc
11
Kiesmüller, Gudrun
11
Liesiö, Juuso
11
Ruiz, Rubén
11
Speranza, Maria Grazia
11
Tang, Qihe
11
Archetti, Claudia
10
Boute, Robert N.
10
Cheung, Eric C. K.
10
Chi, Yichun
10
Chiu, Mei Choi
10
Hainaut, Donatien
10
Minner, Stefan
10
Salo, Ahti A.
10
Siu, Tak Kuen
10
Sörensen, Kenneth
10
Vidal, Thibaut
10
Zhu, Wenbin
10
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European journal of operational research : EJOR
Insurance / Mathematics & economics
Journal of financial economics
Operations research letters
Annals of finance
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Economic modelling
1
IMA journal of management mathematics
1
International journal of theoretical and applied finance
1
Mathematical methods of operations research
1
Quantitative finance
1
Scandinavian actuarial journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
15
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1
Portfolio choice with illiquid asset for a loss-averse pension fund investor
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 60-83
Persistent link: https://www.econbiz.de/10013534511
Saved in:
2
Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause
Bian, Lihua
;
Li, Zhongfei
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011904623
Saved in:
3
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility
Wang, Pei
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011872914
Saved in:
4
Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
;
Sun, Jingyun
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 137-150
Persistent link: https://www.econbiz.de/10011740793
Saved in:
5
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
Yao, Haixiang
;
Li, Zhongfei
;
Li, Duan
- In:
European journal of operational research : EJOR
252
(
2016
)
3
,
pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
Saved in:
6
Optimal investment strategy under time-inconsistent preferences and high-water mark contract
A, Chunxiang
;
Li, Zhongfei
;
Wang, Fan
- In:
Operations research letters
44
(
2016
)
2
,
pp. 212-218
Persistent link: https://www.econbiz.de/10011457325
Saved in:
7
Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model
Sun, Jingyun
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 158-172
Persistent link: https://www.econbiz.de/10011457232
Saved in:
8
Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model
A, Chunxiang
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 181-196
Persistent link: https://www.econbiz.de/10010515891
Saved in:
9
Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion
Li, Yongwu
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 86-97
Persistent link: https://www.econbiz.de/10009785417
Saved in:
10
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:
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