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accessRights:"restricted"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Pacific-Basin finance journal"
~person:"Chen, Ping"
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Multi-period defined contribution pension funds investment management with regime-switching and mortality risk
Yao, Haixiang
;
Chen, Ping
;
Li, Xun
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 103-113
Persistent link: https://www.econbiz.de/10011630616
Saved in:
2
Optimal reinsurance under dynamic VaR constraint
Zhang, Nan
;
Zhuo, Jin
;
Li, Shuanming
;
Chen, Ping
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 232-243
Persistent link: https://www.econbiz.de/10011630794
Saved in:
3
Mean-variance asset-liability management under constant elasticity of variance process
Zhang, Miao
;
Chen, Ping
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 11-18
Persistent link: https://www.econbiz.de/10011597077
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