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1
Dividend optimization for jump-diffusion model with solvency constraints
Li, Yongwu
;
Li, Zhongfei
;
Wang, Shouyang
;
Xu, Zuo Quan
- In:
Operations research letters
48
(
2020
)
2
,
pp. 170-175
Persistent link: https://www.econbiz.de/10012254035
Saved in:
2
A new PM2.5 concentration forecasting system based on AdaBoost-ensemble system with deep learning approach
Li, Zhongfei
;
Gan, Kai
;
Sun, Shaolong
;
Wang, Shouyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 154-175
Persistent link: https://www.econbiz.de/10013465774
Saved in:
3
Continuous-time mean-variance portfolio selection with liability and regime switching
Xie, Shuxiang
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 148-155
Persistent link: https://www.econbiz.de/10009517587
Saved in:
4
Looking for arbitrage or term structures in frictional markets
Li, Zhongfei
;
Ng, Kai-Wang
- In:
Internet and network economics : first international …
,
(pp. 612-621)
.
2005
Persistent link: https://www.econbiz.de/10003276794
Saved in:
5
Behavior patterns of investment strategies under Roy’s safety-first principle
Li, Zhongfei
;
Yao, Jing
;
Li, Duan
- In:
The quarterly review of economics and finance : journal …
50
(
2010
)
2
,
pp. 167-179
Persistent link: https://www.econbiz.de/10008688969
Saved in:
6
Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection
Li, Zhongfei
;
Ng, Kai-Wang
;
Tan, Ken Seng
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 951-966
Persistent link: https://www.econbiz.de/10003380306
Saved in:
7
Optimal investment-reinsurance policy for an insurance company with VaR constraint
Chen, Shumin
;
Li, Zhongfei
;
Li, Kemian
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 144-153
Persistent link: https://www.econbiz.de/10008654264
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8
Optimal time-consistent investment and reinsurance policies for mean-variance insurers
Zeng, Yan
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 145-154
Persistent link: https://www.econbiz.de/10009157423
Saved in:
9
Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model
Li, Zhongfei
;
Zeng, Yan
;
Lai, Yongzeng
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 191-203
Persistent link: https://www.econbiz.de/10009558139
Saved in:
10
Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model
A, Chunxiang
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 181-196
Persistent link: https://www.econbiz.de/10010515891
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