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~isPartOf:"Insurance / Mathematics & economics"
~person:"Li, Zhongfei"
~person:"Sherris, Michael"
~person:"Shubik, Martin"
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Li, Zhongfei
Sherris, Michael
Shubik, Martin
Young, Virginia R.
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Haberman, Steven
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Insurance / Mathematics & economics
Cowles Foundation Discussion Papers
226
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Insurance: Mathematics and Economics
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ECONIS (ZBW)
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OLC EcoSci
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41
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:
42
Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow
Wu, Huiling
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 371-384
Persistent link: https://www.econbiz.de/10009544166
Saved in:
43
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:
44
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:
45
Longevity risk management for life and variable annuities : the effectiveness of static hedging using longevity bonds and derivatives
Nga, Andrew
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 100-114
Persistent link: https://www.econbiz.de/10009157434
Saved in:
46
Continuous-time portfolio selection with liability: Mean–variance model and stochastic LQ approach
Xie, Shuxiang
;
Li, Zhongfei
;
Wang, Shouyang
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 943-953
Persistent link: https://www.econbiz.de/10008057659
Saved in:
47
Continuous-time portfolio selection with liability: Mean–variance model and stochastic LQ approach
Xie, Shuxiang
;
Li, Zhongfei
;
Wang, Shouyang
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 943-954
Persistent link: https://www.econbiz.de/10008893136
Saved in:
48
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:
49
Securitization, structuring and pricing of longevity risk
Wills, Samuel
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 173-185
Persistent link: https://www.econbiz.de/10003953339
Saved in:
50
Toward a theory of reinsurance and retrocession
Powers, Michael R.
;
Shubik, Martin
- In:
Insurance / Mathematics & economics
29
(
2001
)
2
,
pp. 271-290
Persistent link: https://www.econbiz.de/10006899716
Saved in:
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