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Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers
Chen, Ping; Yam, Sheung Chi Phillip - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 871-883
Persistent link: https://www.econbiz.de/10010227791
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Markowitz’s mean-variance defined contribution pension fund management under inflation : a continuous-time model
Yao, Haixiang; Yang, Zhou; Chen, Ping - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 851-863
Persistent link: https://www.econbiz.de/10010227804
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Optimal reinsurance under dynamic VaR constraint
Zhang, Nan; Zhuo, Jin; Li, Shuanming; Chen, Ping - In: Insurance / Mathematics & economics 71 (2016), pp. 232-243
Persistent link: https://www.econbiz.de/10011630794
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Mean-variance asset-liability management under constant elasticity of variance process
Zhang, Miao; Chen, Ping - In: Insurance / Mathematics & economics 70 (2016), pp. 11-18
Persistent link: https://www.econbiz.de/10011597077