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Forecasting air passenger demand with a new hybrid ensemble approach

Jin, Feng; Li, Yongwu; Sun, Shaolong; Li, Hongtao - In: Journal of air transport management 83 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012170231

Optimal insurance design with a bonus

Li, Yongwu; Xu, Zuo Quan - In: Insurance / Mathematics & economics 77 (2017), pp. 111-118

Persistent link: https://www.econbiz.de/10011783925

Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion

Li, Yongwu; Li, Zhongfei - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 86-97

Persistent link: https://www.econbiz.de/10009785417

How time-inconsistent preferences influence venture capital exit decisions? : a new perspective for grandstanding

Li, Yanzhao; Guo, Ju'e; Sun, Shaolong; Li, Yongwu - In: Financial innovation : FIN 8 (2022), pp. 1-24

Considering that the assumption of time consistency does not adequately reveal the mechanisms of exit decisions of venture capital (VC), this study proposes two kinds of time-inconsistent preferences (i.e., time-flow inconsistency and time-point inconsistency) to advance research in this field....

Persistent link: https://www.econbiz.de/10012798766

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

Time-consistent investment strategy under partial information

Li, Yongwu; Qiao, Han; Wang, Shouyang; Zhang, Ling - In: Insurance / Mathematics & economics 65 (2015), pp. 187-197

Persistent link: https://www.econbiz.de/10011428653

Intensified distortion : investment decisions with endogenous contracts and time inconsistency

Liu, Yanzhao; Guo, Ju'e; Li, Yongwu; Zhang, Jinggong - In: Finance research letters 65 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10014554107