//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Li, Zhongfei"
~subject:"Reinsurance"
~subject:"supervisory authorities"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Reinsurance"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Reinsurance
supervisory authorities
Rückversicherung
8
Insurance
5
Theorie
5
Theory
5
Versicherung
5
Portfolio selection
4
Portfolio-Management
4
Time consistency
4
Zeitkonsistenz
4
Stochastic process
3
Stochastischer Prozess
3
Control theory
2
Kontrolltheorie
2
Option pricing theory
2
Optionspreistheorie
2
Risikoaversion
2
Risikomodell
2
Risk aversion
2
Risk model
2
Volatility
2
Volatilität
2
Agency theory
1
Ambiguity-Averse Insurer
1
Dynamic programming
1
Dynamische Optimierung
1
Excess-of-loss reinsurance
1
Hamilton-Jacobi-Bellman equation
1
Heston’s stochastic volatility model
1
Incomplete market
1
Insurer
1
Investition
1
Investment
1
Prinzipal-Agent-Theorie
1
Reinsurance and investment strategy
1
Robust optimal control
1
Robust statistics
1
Robustes Verfahren
1
Stochastic differential delay equation
1
Stochastic volatility
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Li, Zhongfei
Tan, Ken Seng
21
Froot, Kenneth
20
Boonen, Tim J.
19
Chi, Yichun
18
Cummins, John David
16
Liang, Zhibin
16
Schmeiser, Hato
15
Weng, Chengguo
15
Cai, Jun
12
Gatzert, Nadine
12
Zeng, Yan
12
Zhuo, Jin
12
Cheung, Ka Chun
11
Dionne, Georges
11
Shen, Yang
11
Zhuang, Sheng Chao
11
Jiang, Wenjun
10
Loubergé, Henri
10
Yang, Hailiang
10
Young, Virginia R.
10
Porth, Lysa
9
Balbás de la Corte, Alejandro
8
Balbás, Beatriz
8
Ghossoub, Mario
8
Guan, Guohui
8
McGuire, Thomas G.
8
Peng, Xingchun
8
Ren, Jiandong
8
Shiu, Yung-Ming
8
Zhou, Ming
8
Brown, Jeffrey R.
7
Eling, Martin
7
Gros, Daniel
7
Gürtler, Marc
7
Heras, Antonio
7
Jarzabkowski, Paula
7
Lewis, Christopher M.
7
Li, Danping
7
Liang, Zongxia
7
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
7
Scandinavian actuarial journal
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model
Gu, Ailing
;
Chen, Shumin
;
Li, Zhongfei
;
Viens, Frederi G.
- In:
Scandinavian actuarial journal
2022
(
2022
)
9
,
pp. 749-774
Persistent link: https://www.econbiz.de/10013419039
Saved in:
2
Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model
A, Chunxiang
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 181-196
Persistent link: https://www.econbiz.de/10010515891
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 mean-variance insurers with state dependent risk aversion
Li, Yongwu
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 86-97
Persistent link: https://www.econbiz.de/10009785417
Saved in:
6
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:
7
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:
8
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->