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~person:"Li, Danping"
~subject:"Reinsurance"
~subject:"internal controls"
~subject:"supervisory authorities"
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Reinsurance
internal controls
supervisory authorities
Rückversicherung
7
Portfolio selection
6
Portfolio-Management
6
Theorie
6
Theory
6
Mean-variance criterion
4
Robust statistics
3
Robustes Verfahren
3
Insurance
2
Reinsurance and investment
2
Robust optimal control
2
Versicherung
2
Actuarial mathematics
1
Ambiguity
1
CAPM
1
Decision under uncertainty
1
Diffusion approximation
1
Duopol
1
Duopoly
1
Entscheidung unter Unsicherheit
1
Equilibrium reinsurance-investment strategy
1
Equilibrium strategy
1
Erwartungsnutzen
1
Excess-loss reinsurance
1
Expected utility
1
Finanzmathematik
1
Game theory
1
Inflation
1
Interest rate
1
Jump-diffusion model
1
Lévy insurance model
1
Mathematical finance
1
Mean-variance premium
1
Mean-variance premium principle
1
Probability theory
1
Proportional reinsurance
1
Random time horizon
1
Risikomodell
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Li, Danping
Tan, Ken Seng
21
Froot, Kenneth
20
Boonen, Tim J.
19
Chi, Yichun
18
Cummins, John David
16
Liang, Zhibin
15
Schmeiser, Hato
14
Weng, Chengguo
14
Zeng, Yan
12
Zhuo, Jin
12
Cai, Jun
11
Cheung, Ka Chun
11
Dionne, Georges
11
Gatzert, Nadine
11
Zhuang, Sheng Chao
11
Jiang, Wenjun
10
Loubergé, Henri
10
Shen, Yang
10
Yang, Hailiang
10
Young, Virginia R.
10
Balbás de la Corte, Alejandro
8
Balbás, Beatriz
8
Ghossoub, Mario
8
Guan, Guohui
8
Li, Zhongfei
8
McGuire, Thomas G.
8
Peng, Xingchun
8
Porth, Lysa
8
Ren, Jiandong
8
Shiu, Yung-Ming
8
Zhou, Ming
8
Brown, Jeffrey R.
7
Eling, Martin
7
Gros, Daniel
7
Gürtler, Marc
7
Heras, Antonio
7
Jarzabkowski, Paula
7
Lewis, Christopher M.
7
Liang, Zongxia
7
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Insurance / Mathematics & economics
5
IMA journal of management mathematics
1
Scandinavian actuarial journal
1
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ECONIS (ZBW)
7
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1
Stackelberg differential game for reinsurance : mean-variance framework and random horizon
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 42-55
Persistent link: https://www.econbiz.de/10013271955
Saved in:
2
Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 143-152
Persistent link: https://www.econbiz.de/10012058937
Saved in:
3
Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps
Li, Danping
;
Zeng, Yan
;
Yang, Hailiang
- In:
Scandinavian actuarial journal
(
2018
)
2
,
pp. 145-171
Persistent link: https://www.econbiz.de/10011881073
Saved in:
4
Optimality of excess-loss reinsurance under a mean-variance criterion
Li, Danping
;
Li, Dongchen
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 82-89
Persistent link: https://www.econbiz.de/10011740728
Saved in:
5
The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model
Li, Danping
;
Rong, Ximin
;
Zhao, Hui
- In:
IMA journal of management mathematics
27
(
2016
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10011567155
Saved in:
6
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:
7
Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
Li, Danping
;
Rong, Ximin
;
Zhao, Hui
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 28-44
Persistent link: https://www.econbiz.de/10011396861
Saved in:
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