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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
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Stackelberg differential game for insurance under model ambiguity : general divergence
Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin - In: Scandinavian actuarial journal 2023 (2023) 7, pp. 735-763
Persistent link: https://www.econbiz.de/10014383896
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Maximizing expected exponential utility of consumption with a constraint on expected time in poverty
Li, Dongchen; Young, Virginia R. - In: Annals of finance 16 (2020) 1, pp. 63-99
Persistent link: https://www.econbiz.de/10012495962
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Reinsurance games with two reinsurers : tree versus chain
Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin - In: European journal of operational research : EJOR 310 (2023) 2, pp. 928-941
Persistent link: https://www.econbiz.de/10014340807
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Reinsurance games with n variance-premium reinsurers : from tree to chain
Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin - In: ASTIN bulletin : the journal of the International … 53 (2023) 3, pp. 706-728
Persistent link: https://www.econbiz.de/10014342973
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Stackelberg differential game for insurance under model ambiguity
Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin - In: Insurance / Mathematics & economics 106 (2022), pp. 128-145
Persistent link: https://www.econbiz.de/10013380498
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Stackelberg reinsurance chain under model ambiguity
Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin - In: Scandinavian actuarial journal 2024 (2024) 4, pp. 329-360
Persistent link: https://www.econbiz.de/10014520548