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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:"Li, Danping"
~person:"Shen, Yang"
~subject:"Game theory"
~subject:"Portfolio-Management"
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Li, Danping
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19
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ECONIS (ZBW)
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1
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:
2
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:
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
Equilibrium investment strategy for a DC pension plan with learning about stock return predictability
Wang, Pei
;
Shen, Yang
;
Zhang, Ling
;
Kang, Yuxin
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 384-407
Persistent link: https://www.econbiz.de/10012622401
Saved in:
5
Constrained investment-reinsurance optimization with regime switching under variance premium principle
Lv, Chen
;
Qian, Linyi
;
Shen, Yang
;
Wang, Wei
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 253-267
Persistent link: https://www.econbiz.de/10011630835
Saved in:
6
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:
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
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:
9
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:
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