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Search: person:"Li, Danping"
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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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21
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2
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22
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Article in journal
21
Aufsatz in Zeitschrift
21
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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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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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ECONIS (ZBW)
23
Other ZBW resources
1
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24
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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:
9
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:
10
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
Saved in:
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