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~person:"Zeng, Yan"
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Zeng, Yan
McAleer, Michael
64
Ringle, Christian M.
52
Caporale, Guglielmo Maria
50
Chang, Chia-Lin
39
Sarstedt, Marko
36
Gil-Alaña, Luis A.
29
Serletis, Apostolos
29
Kim, Hyeongwoo
27
Spagnolo, Nicola
27
Holmes, Mark J.
22
Phillips, Peter C. B.
22
Wong, Hoi Ying
21
Fabozzi, Frank J.
20
Hair, Joseph F.
20
Spagnolo, Fabio
19
Panagiotidis, Theodore
18
Wagner, Martin
18
Gupta, Rangan
17
Klein, Ingo
17
Pesaran, M. Hashem
17
Wong, Wing-Keung
17
Ferrari, Giorgio
16
Perron, Pierre
16
Kerstens, Kristiaan
15
Leung, Tim
15
Yao, Haixiang
15
Choi, Tsan-Ming
14
Dianetti, Jodi
14
Gao, Jiti
14
Li, Xun
14
Ullah, Aman
14
Wong, Wing Keung
14
Albers, Scott
13
Cui, Xiangyu
13
Nielsen, Bent
13
Otero, Jesús
13
Wolf, Michael
13
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12
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Insurance / Mathematics & economics
8
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2
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2
Insurance: Mathematics and Economics
2
Astin bulletin : the journal of the International Actuarial Association
1
Scandinavian actuarial journal
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ECONIS (ZBW)
12
RePEc
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1
Optimal investment and reinsurance strategies under 4/2 stochastic volatility model
Wang, Wenyuan
;
Muravey, Dmitry
;
Shen, Yang
;
Zeng, Yan
- In:
Scandinavian actuarial journal
2023
(
2023
)
5
,
pp. 413-449
Persistent link: https://www.econbiz.de/10014336459
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
Dynamic derivative-based investment strategy for
mean
-variance asset-liability management with stochastic volatility
Li, Danping
;
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011825217
Saved in:
4
Stochastic differential games between two insurers with generalized
mean
-variance premium principle
Chen, Shumin
;
Yang, Hailiang
;
Zeng, Yan
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 413-434
Persistent link: https://www.econbiz.de/10011875615
Saved in:
5
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:
6
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:
7
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:
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
Multi-period Markowitz's
mean
–variance portfolio selection with state-dependent exit probability
Wu, Huiling
;
Zeng, Yan
;
Yao, Haixiang
- In:
Economic Modelling
36
(
2014
)
C
,
pp. 69-78
This paper considers a multi-period
mean
–variance portfolio selection problem with uncertain time-horizon in a regime …
Persistent link: https://www.econbiz.de/10010729812
Saved in:
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