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accessRights:"restricted"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Pacific-Basin finance journal"
~person:"Li, Danping"
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Portfolio selection
7
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Li, Danping
Young, Virginia R.
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Liang, Zongxia
8
Zeng, Yan
7
Shen, Yang
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5
Yao, Haixiang
5
Cossette, Hélène
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Dinh Hoang Bach Phan
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3
Furman, Edward
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Gu, Ailing
3
Ko, Kuan-Cheng
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Laeven, Roger J. A.
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Insurance / Mathematics & economics
Pacific-Basin finance journal
Journal of economic dynamics & control
2
IMA journal of management mathematics
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International review of financial analysis
1
Journal of the Operational Research Society
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1
Stackelberg differential game for reinsurance : mean-variance framework and random horizon
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 42-55
Persistent link: https://www.econbiz.de/10013271955
Saved in:
2
Bowley solution of a mean-variance game in insurance
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 35-43
Persistent link: https://www.econbiz.de/10012545274
Saved in:
3
Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 143-152
Persistent link: https://www.econbiz.de/10012058937
Saved in:
4
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility
Li, Danping
;
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011825217
Saved in:
5
Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
Li, Danping
;
Rong, Ximin
;
Zhao, Hui
;
Yi, Bo
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 6-20
Persistent link: https://www.econbiz.de/10011691490
Saved in:
6
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
Saved in:
7
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
Zeng, Yan
;
Li, Danping
;
Gu, Ailing
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 138-152
Persistent link: https://www.econbiz.de/10011442729
Saved in:
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