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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Landsman, Zinoviy"
~person:"Li, Danping"
~subject:"Game theory"
~subject:"Portfolio-Management"
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ECONIS (ZBW)
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1
Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component
Landsman, Zinoviy
;
Makov, Udi
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 94-98
Persistent link: https://www.econbiz.de/10009501696
Saved in:
2
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:
3
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:
4
A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures
Ignatieva, Ekaterina
;
Landsman, Zinoviy
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 437-465
Persistent link: https://www.econbiz.de/10012793936
Saved in:
5
Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
Li, Danping
;
Rong, Ximin
;
Zhao, Hui
;
Yi, Bo
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 6-20
Persistent link: https://www.econbiz.de/10011691490
Saved in:
6
Conditional tail risk measures for the skewed generalised hyperbolic family
Ignatieva, Ekaterina
;
Landsman, Zinoviy
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 98-114
Persistent link: https://www.econbiz.de/10012058838
Saved in:
7
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:
8
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:
9
A characterization of optimal portfolios under the tail mean-variance criterion
Owadally, Iqbal
;
Landsman, Zinoviy
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 213-221
Persistent link: https://www.econbiz.de/10009736114
Saved in:
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