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Equilibrium reinsurance strategies for n insurers under a unified competition and cooperation framework
Yang, Peng; Chen, Zhiping; Cui, Xiangyu - In: Scandinavian actuarial journal 2021 (2021) 10, pp. 969-997
Persistent link: https://www.econbiz.de/10012696897
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Dynamic portfolio optimization under multi-factor model in stochastic markets
Chen, Zhiping; Song, Zhenxia - In: OR spectrum : quantitative approaches in management 34 (2012) 4, pp. 885-919
Persistent link: https://www.econbiz.de/10009631523
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Tail nonlinearly transformed risk measure and its application
Chen, Zhiping; Li Yang; Xu, Daobao; Hu, Qianhui - In: OR spectrum : quantitative approaches in management 34 (2012) 4, pp. 817-860
Persistent link: https://www.econbiz.de/10009631526
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A mental account-based portfolio selection model with an application for data with smaller dimensions
Li, Zongxin; Jiang, Hong; Chen, Zhiping; Wong, Wing Keung - In: Computers & operations research : and their … 144 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013264834
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Robust optimal reinsurance-investment strategy with price jumps and correlated claims
Chen, Zhiping; Yang, Peng - In: Insurance / Mathematics & economics 92 (2020), pp. 27-46
Persistent link: https://www.econbiz.de/10012242037
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An equitable DEA-based approach for assigning fixed resources along with targets
Lin, Ruiyue; Chen, Zhiping; Li, Zongxin - In: Journal of the Operational Research Society : OR 67 (2016) 11, pp. 1373-1381
Persistent link: https://www.econbiz.de/10011575817
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Time consistency and time consistent generalized convex multistage risk measures
Li Yang; Chen, Zhiping; Zhang, Feng - In: IMA journal of management mathematics 27 (2016) 3, pp. 419-437
Persistent link: https://www.econbiz.de/10011593272
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A directional distance based super-efficiency DEA model handling negative data
Lin, Ruiyue; Chen, Zhiping - In: Journal of the Operational Research Society : OR 68 (2017) 11, pp. 1312-1322
Persistent link: https://www.econbiz.de/10011815888
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Quantitative stability of multistage stochastic programs via calm modifications
Jiang, Jie; Chen, Zhiping - In: Operations research letters 46 (2018) 5, pp. 543-547
Persistent link: https://www.econbiz.de/10011936703
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Portfolio selection through Maslow's need hierarchy theory
Li, Zongxin; Chen, Zhiping; Hui, Yongchang - In: Applied economics 51 (2019) 4, pp. 364-372
Persistent link: https://www.econbiz.de/10012160546