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  • Search: person:"Li, Danping"
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Year of publication
Subject
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Portfolio selection 15 Portfolio-Management 15 Theorie 14 Theory 14 Reinsurance 8 Rückversicherung 8 Mean-variance criterion 7 Stochastic process 7 Stochastischer Prozess 7 Risiko 5 Risikomodell 5 Risk 5 Risk model 5 Altersvorsorge 4 Betriebliche Altersversorgung 4 Occupational pension plan 4 Retirement provision 4 Volatility 4 Volatilität 4 Economics of insurance 3 Game theory 3 Insurance 3 Option pricing theory 3 Optionspreistheorie 3 Spieltheorie 3 Versicherung 3 Versicherungsökonomik 3 Actuarial mathematics 2 Ambiguity 2 CAPM 2 Control theory 2 DC pension plan 2 Decision under uncertainty 2 Derivat 2 Derivative 2 Discounting 2 Diskontierung 2 Entscheidung unter Unsicherheit 2 Generationengerechtigkeit 2 Gesetzliche Rentenversicherung 2
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Online availability
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Undetermined 21 Free 2
Type of publication
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Article 22 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 21 Aufsatz in Zeitschrift 21
Language
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English 24
Author
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Li, Danping 24 Zeng, Yan 5 Lv, Chen 4 Rong, Ximin 4 Young, Virginia R. 4 Zhao, Hui 4 Landriault, David 3 Li, Bin 3 Wang, Yumin 3 Zhu, Xiaobai 3 Li, Dongchen 2 Yang, Zhou 2 Chen, Lv 1 Chen, Zheng 1 Gu, Ailing 1 Han, Xia 1 Hu, Shicheng 1 Lai, Yongzeng 1 Li, Lin 1 Liu, Guanting 1 Qian, Linyi 1 Shen, Yang 1 Wang, Yajie 1 Wu, Bing 1 Wu, Huiling 1 Xie, Lin 1 Xiong, Dewen 1 Yang, Hailiang 1 Yang, Zhixin 1 Yao, Haixiang 1 Yi, Bo 1
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Published in...
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Insurance / Mathematics & economics 10 Journal of economic dynamics & control 2 Scandinavian actuarial journal 2 ASTIN bulletin : the journal of the International Actuarial Association 1 IMA journal of management mathematics 1 Insurance : mathematics and economics 1 International review of financial analysis 1 Journal of pension economics and finance : JPEF 1 Journal of the Operational Research Society 1 Mathematical Finance 1 Mathematics of operations research 1 PHYSA-22445 1
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Source
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ECONIS (ZBW) 23 Other ZBW resources 1
Showing 1 - 10 of 24
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Optimal investment strategy for α-robust utility maximization problem
Yang, Zhou; Li, Danping; Zeng, Yan; Liu, Guanting - In: Mathematics of operations research 50 (2025) 1, pp. 606-632
Persistent link: https://www.econbiz.de/10015211757
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Equilibrium intergenerational risk-sharing design for a target benefit pension plan
Lv, Chen; Li, Danping; Wang, Yumin; Zhu, Xiaobai - In: Insurance : mathematics and economics 122 (2025), pp. 275-299
Persistent link: https://www.econbiz.de/10015432093
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Optimal VIX-linked structure for the target benefit pension plan
Lv, Chen; Li, Danping; Wang, Yumin; Zhu, Xiaobai - In: ASTIN bulletin : the journal of the International … 54 (2024) 1, pp. 75-93
Persistent link: https://www.econbiz.de/10014485596
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Optimal investment and consumption strategies for pooled annuity with partial information
Xie, Lin; Lv, Chen; Qian, Linyi; Li, Danping; Yang, Zhixin - In: Insurance / Mathematics & economics 108 (2023), pp. 129-155
Persistent link: https://www.econbiz.de/10013534515
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Optimal reinsurance contract in a Stackelberg game framework : a view of social planner
Han, Xia; Landriault, David; Li, Danping - In: Scandinavian actuarial journal 2024 (2024) 2, pp. 124-148
Persistent link: https://www.econbiz.de/10014520072
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The optimal cyclical design for a target benefit pension plan
Lv, Chen; Li, Danping; Wang, Yumin; Zhu, Xiaobai - In: Journal of pension economics and finance : JPEF 22 (2023) 3, pp. 284-303
Persistent link: https://www.econbiz.de/10014306203
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Dynamic trading with uncertain exit time and transaction costs in a general Markov market
Yao, Haixiang; Li, Danping; Wu, Huiling - In: International review of financial analysis 84 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013472813
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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
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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
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Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion
Chen, Lv; Landriault, David; Li, Bin; Li, Danping - In: Mathematical Finance 31 (2021) 2, pp. 649-682
Persistent link: https://www.econbiz.de/10012538278
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