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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of economic dynamics & control"
~person:"Diers, Dorothea"
~person:"Zeng, Yan"
~subject:"Versicherung"
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Search: "Rentenfinanzierung" OR "Rentenpolitik" OR "Rentenreform" OR "Versicherung"
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Versicherung
Insurance
7
Reinsurance
6
Rückversicherung
6
Theorie
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Theory
6
Portfolio selection
4
Portfolio-Management
4
Time consistency
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Option pricing theory
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Diers, Dorothea
Zeng, Yan
Li, Zhongfei
7
Chi, Yichun
5
Shi, Peng
4
Plat, Richard
3
Chen, An
2
Chen, Shumin
2
Eling, Martin
2
Gatzert, Nadine
2
Haberman, Steven
2
Lai, Yongzeng
2
Liang, Zongxia
2
Lopez, Olivier
2
Malinovskii, Vsevolod K.
2
Palmowski, Zbigniew
2
Schmeiser, Hato
2
Shevchenko, Pavel V.
2
Taub, Bart
2
Asimit, Alexandru V.
1
Avram, Florin
1
Azcue, Pablo
1
Badescu, Alexandru M.
1
Berry-Stölzle, Thomas R.
1
Bhati, Deepesh
1
Black, Fischer
1
Bruszas, Sandy
1
Byrnes, Aaron D.
1
Byrnes, Joel
1
Cadenillas, Abel
1
Calderín-Ojeda, Enrique
1
Carson, James M.
1
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1
Cheung, Ka Chun
1
Chong, W. F.
1
Collan, Mikael
1
Cox, Samuel H.
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D' Oultremont, Louise
1
Das, S.
1
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Insurance / Mathematics & economics
Journal of economic dynamics & control
Scandinavian actuarial journal
1
Versicherungswirtschaft : Magazin für Führungskräfte und Entscheider
1
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
1
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ECONIS (ZBW)
7
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1
Optimal dividend strategies with time-inconsistent preferences
Chen, Shumin
;
Li, Zhongfei
;
Zeng, Yan
- In:
Journal of economic dynamics & control
46
(
2014
),
pp. 150-172
Persistent link: https://www.econbiz.de/10010474399
Saved in:
2
The multi-year non-life insurance risk in the additive loss reserving model
Diers, Dorothea
;
Linde, Marc
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 590-598
Persistent link: https://www.econbiz.de/10009763579
Saved in:
3
Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
Zeng, Yan
;
Li, Zhongfei
;
Lai, Yongzeng
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 498-507
Persistent link: https://www.econbiz.de/10009763600
Saved in:
4
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
Saved in:
5
Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model
Li, Zhongfei
;
Zeng, Yan
;
Lai, Yongzeng
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 191-203
Persistent link: https://www.econbiz.de/10009558139
Saved in:
6
Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
Gu, Ailing
;
Guo, Xianping
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 674-684
Persistent link: https://www.econbiz.de/10009683195
Saved in:
7
Optimal time-consistent investment and reinsurance policies for mean-variance insurers
Zeng, Yan
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 145-154
Persistent link: https://www.econbiz.de/10009157423
Saved in:
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