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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of economics & business"
~language:"eng"
~person:"Li, Zhongfei"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
Insurance
6
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4
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3
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Li, Zhongfei
Mao, Tiantian
5
Cossette, Hélène
4
Marceau, Etienne
4
Wang, Ruodu
4
Yang, Fan
4
Dhaene, Jan
3
Tan, Ken Seng
3
Tang, Qihe
3
Zeng, Yan
3
Boonen, Tim J.
2
Cai, Jun
2
Chen Zhou
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Cheung, Ka Chun
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Furman, Edward
2
Guillén, Montserrat
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2
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Li, Jackie
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2
Nawrocki, David N.
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Regis, Luca
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Stadje, Mitja
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Insurance / Mathematics & economics
Journal of economics & business
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)
3
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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 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:
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