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~person:"Atiya, Amir F."
~person:"Liang, Zhibin"
~subject:"Exponential utility"
~subject:"Theory"
~subject:"hurdle model"
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Atiya, Amir F.
Liang, Zhibin
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6
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2
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Optimal dynamic reinsurance with common shock dependence and state-dependent risk aversion
Zhang, Caibin
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012028852
Saved in:
2
Analytical solutions to the dynamic pricing problem for time-normalized revenue
Ibrahim, Michael Nawar
;
Atiya, Amir F.
- In:
European journal of operational research : EJOR
254
(
2016
)
2
,
pp. 632-643
Persistent link: https://www.econbiz.de/10011509014
Saved in:
3
Optimal proportional reinsurance with common shock dependence
Yuen, Kam Chuen
;
Liang, Zhibin
;
Zhou, Ming
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011396849
Saved in:
4
Optimal reinsurance and investment with unobservable claim size and intensity
Liang, Zhibin
;
Bayraktar, Erhan
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 156-166
Persistent link: https://www.econbiz.de/10010366184
Saved in:
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