//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~language:"est"
~person:"Zeng, Yan"
~subject:"Theorie"
~type:"article"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Congress Report"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 12 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Portfolio selection
14
Portfolio-Management
14
Theory
13
Reinsurance
8
Rückversicherung
8
Insurance
6
Stochastic process
6
Stochastischer Prozess
6
Time consistency
6
Versicherung
6
Zeitkonsistenz
6
Altersvorsorge
5
Mean-variance criterion
5
Pension fund
5
Pensionskasse
5
Retirement provision
5
Risikoaversion
4
Risk aversion
4
Control theory
3
DC pension plan
3
Intertemporal choice
3
Intertemporale Entscheidung
3
Kontrolltheorie
3
Option pricing theory
3
Optionspreistheorie
3
Stochastic volatility
3
Volatility
3
Volatilität
3
Analysis
2
Backward stochastic differential equation
2
CAPM
2
Decision under uncertainty
2
Derivat
2
Derivative
2
Discounting
2
Diskontierung
2
Dividend
2
Dividende
2
Entscheidung unter Unsicherheit
2
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
Conference proceedings
Congress Report
Aufsatz in Zeitschrift
13
Language
All
English
Estonian
Author
All
Zeng, Yan
Kort, Peter M.
18
Hommes, Cars H.
17
Landsman, Zinoviy
14
Liang, Zongxia
14
Denuit, Michel
13
Cheung, Eric C. K.
12
Cheung, Ka Chun
12
Chi, Yichun
12
Dhaene, Jan
12
Gallegati, Mauro
12
Haberman, Steven
12
Li, Zhongfei
12
Tan, Ken Seng
12
Westerhoff, Frank H.
12
Young, Virginia R.
12
Brock, William A.
11
Furman, Edward
11
Landriault, David
11
Cossette, Hélène
10
Guillén, Montserrat
10
Turnovsky, Stephen J.
10
Wang, Ruodu
10
Arifovic, Jasmina
9
Cai, Jun
9
Chiarella, Carl
9
Feichtinger, Gustav
9
Loisel, Stéphane
9
Long, Ngo Van
9
Sordo, Miguel A.
9
Tang, Qihe
9
Trufin, Julien
9
Yam, Sheung Chi Phillip
9
Asimit, Alexandru V.
8
Feng, Runhuan
8
Gatzert, Nadine
8
He, Xue-zhong
8
Hu, Taizhong
8
Jørgensen, Steffen
8
Mao, Tiantian
8
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
International review of financial analysis
Journal of economic dynamics & control
Economic modelling
3
ASTIN bulletin : the journal of the International Actuarial Association
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics of operations research
1
Scandinavian actuarial journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion
Zhao, Hui
;
Shen, Yang
;
Zeng, Yan
;
Zhang, WenJun
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 159-180
Persistent link: https://www.econbiz.de/10012105537
Saved in:
3
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:
4
Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
Chen, Shumin
;
Wang, Xi
;
Deng, Yinglu
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 27-37
Persistent link: https://www.econbiz.de/10011457145
Saved in:
5
Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
Zhang, Xin
;
Meng, Hui
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 125-132
Persistent link: https://www.econbiz.de/10011457200
Saved in:
6
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:
7
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
Zeng, Yan
;
Li, Danping
;
Gu, Ailing
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 138-152
Persistent link: https://www.econbiz.de/10011442729
Saved in:
8
Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk
Wu, Huiling
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 396-408
Persistent link: https://www.econbiz.de/10011398120
Saved in:
9
Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 118-137
Persistent link: https://www.econbiz.de/10011312080
Saved in:
10
Optimal dividend strategies with time-inconsistent preferences
Chen, Shumin
;
Li, Zhongfei
;
Zeng, Yan
- In:
Journal of economic dynamics & control
46
(
2014
),
pp. 150-172
Persistent link: https://www.econbiz.de/10010474399
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->