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First-train timing synchronisation using multi-objective optimisation in urban transit networks
Guo, Xin; Wu, Jianjun; Zhou, Jin; Yang, Xin; Wu, … - In: International journal of production research 57 (2019) 11, pp. 3522-3537
Persistent link: https://www.econbiz.de/10012193339
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A capacity matching model in a collaborative urban public transport system : integrating passenger and freight transportation
Li, Feng; Guo, Xin; Zhou, Li; Wu, Jianjun; Li, Tongfei - In: International journal of production research 60 (2022) 20, pp. 6303-6328
Persistent link: https://www.econbiz.de/10013501043
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Portfolio choice with illiquid asset for a loss-averse pension fund investor
Chen, Zheng; Li, Zhongfei; Zeng, Yan - In: Insurance / Mathematics & economics 108 (2023), pp. 60-83
Persistent link: https://www.econbiz.de/10013534511
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Optimal commissions and subscriptions in mutual aid platforms
Zhao, Yixing; Zeng, Yan - In: ASTIN bulletin : the journal of the International … 53 (2023) 3, pp. 658-683
Persistent link: https://www.econbiz.de/10014342971
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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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Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
Zeng, Yan; Li, Danping; Gu, Ailing - In: Insurance / Mathematics & economics 66 (2016), pp. 138-152
Persistent link: https://www.econbiz.de/10011442729
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Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions
Wu, Huiling; Weng, Chengguo; Zeng, Yan - In: OR spectrum : quantitative approaches in management 40 (2018) 2, pp. 541-582
Persistent link: https://www.econbiz.de/10011868232
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Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps
Li, Danping; Zeng, Yan; Yang, Hailiang - In: Scandinavian actuarial journal (2018) 2, pp. 145-171
Persistent link: https://www.econbiz.de/10011881073
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Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
Zeng, Yan; Li, Danping; Chen, Zheng; Yang, Zhou - In: Journal of economic dynamics & control 88 (2018), pp. 70-103
Persistent link: https://www.econbiz.de/10011973926
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Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model
Chen, Shumin; Zeng, Yan; Hao, Zhifeng - In: Insurance / Mathematics & economics 74 (2017), pp. 31-45
Persistent link: https://www.econbiz.de/10011712350