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Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers
Chen, Ping; Yam, Sheung Chi Phillip - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 871-883
Persistent link: https://www.econbiz.de/10010227791
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Generalized expected discounted penalty function at general drawdown for Lévy risk processes
Wang, Wenyuan; Chen, Ping; Li, Shuanming - In: Insurance / Mathematics & economics 91 (2020), pp. 12-25
Persistent link: https://www.econbiz.de/10012241972
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Continuous-time mean-variance optimization for defined contribution pension funds with regime-switching
Chen, Zhiping; Wang, Liyuan; Chen, Ping; Yao, Haixiang - In: International journal of theoretical and applied finance 22 (2019) 6, pp. 1-33
Persistent link: https://www.econbiz.de/10012153045
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Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes
Zhao, Yongxia; Chen, Ping; Yang, Hailiang - In: Insurance / Mathematics & economics 74 (2017), pp. 135-146
Persistent link: https://www.econbiz.de/10011712427