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Portfolio selection
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Insurance / Mathematics & economics
China economic review : an international journal
19
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World Bank E-Library Archive
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Insurance: Mathematics and Economics
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ECONIS (ZBW)
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1
The Markovian regime-switching risk model with a threshold dividend strategy
Lu, Yi
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 296-303
Persistent link: https://www.econbiz.de/10009517635
Saved in:
2
Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality
Liang, Xiaoqing
;
Tsai, Cary Chi-Liang
;
Lu, Yi
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 150-161
Persistent link: https://www.econbiz.de/10011597256
Saved in:
3
Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan
Wang, Suxin
;
Lu, Yi
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 46-62
Persistent link: https://www.econbiz.de/10012133507
Saved in:
4
Analysis of survivorship life insurance portfolios with stochastic rates of return
Chen, Li
;
Lin, Luyao
;
Lu, Yi
;
Parker, Gary
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 16-31
Persistent link: https://www.econbiz.de/10011740696
Saved in:
5
Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process
Liang, Xiaoqing
;
Lu, Yi
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 119-132
Persistent link: https://www.econbiz.de/10011783928
Saved in:
6
Optimal investment strategies and intergenerational risk sharing for target benefit pension plans
Wang, Suxin
;
Lu, Yi
;
Sanders, Barbara
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011872903
Saved in:
7
On the generalized Gerber-Shiu function for surplus processes with interest
Li, Shuanming
;
Lu, Yi
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 127-134
Persistent link: https://www.econbiz.de/10009736123
Saved in:
8
On the probability of ruin in a Markov-modulated risk model
Lu, Yi
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
37
(
2005
)
3
,
pp. 522-532
Persistent link: https://www.econbiz.de/10006874111
Saved in:
9
On the expected discounted penalty functions for two classes of risk processes
Li, Shuanming
;
Lu, Yi
- In:
Insurance / Mathematics & economics
36
(
2005
)
2
,
pp. 179-194
Persistent link: https://www.econbiz.de/10006877591
Saved in:
10
The Markovian regime-switching risk model with a threshold dividend strategy
Lu, Yi
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 296-303
Persistent link: https://www.econbiz.de/10008237872
Saved in:
1
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