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~person:"Li, Bin"
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Alpha-maxmin mean-variance criterion
1
Ambiguity-loving preferences
1
Hamilton-Jacobi-Bellman (HJB) equation
1
Legendre transform
1
Non-unique equilibrium
1
Optimal reinsurance
1
Optimal reinsurance-investment problem
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Portfolio selection
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Portfolio-Management
1
Reinsurance
1
Ruin probability
1
Rückversicherung
1
Theorie
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Theory
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Time consistency
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Time inconsistency
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Two-sided exit framework
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Zeitkonsistenz
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Li, Bin
Boonen, Tim J.
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Weng, Chengguo
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Balbás, Beatriz
6
Young, Virginia R.
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Asimit, Alexandru V.
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Balbás, Raquel
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Cai, Jun
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Heras, Antonio
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Balbás de la Corte, Alejandro
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Ghossoub, Mario
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Karageyik, Başak Bulut
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Tan, Ken Seng
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Şahin, Şule
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Badescu, Alexandru M.
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Balbas, Beatriz
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Brachetta, Matteo
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Brandtner, Mario
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Cheung, Ka Chun
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Jiang, Wenjun
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Kürsten, Wolfgang
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Lemieux, Christiane
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Li, Dongchen
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Liang, Zhibin
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Liu, Fangda
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Porth, Lysa
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Zhuang, Sheng Chao
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Zou, Bin
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Albrecher, Hansjörg
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Chi, Yichun
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Deng, Chao
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Insurance / Mathematics & economics
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Optimal
reinsurance
under the α-maxmin mean-variance criterion
Zhang, Liming
;
Li, Bin
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 225-239
Persistent link: https://www.econbiz.de/10012793925
Saved in:
2
A pair of
optimal
reinsurance
-investment strategies in the two-sided exit framework
Landriault, David
;
Li, Bin
;
Li, Danping
;
Li, Dongchen
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 284-294
Persistent link: https://www.econbiz.de/10011630846
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