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Optimal investment-reinsurance...
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1
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility
Li, Danping
;
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011825217
Saved in:
2
How do capital structure and economic regime affect fair prices of bank's equity and liabilities?
Hainaut, Donatien
;
Shen, Yang
;
Zeng, Yan
- In:
Risk management decisions and wealth management in …
,
(pp. 519-545)
.
2018
Persistent link: https://www.econbiz.de/10011871675
Saved in:
3
Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion
Zhao, Hui
;
Shen, Yang
;
Zeng, Yan
;
Zhang, WenJun
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 159-180
Persistent link: https://www.econbiz.de/10012105537
Saved in:
4
Future jobs : analyzing the impact of artificial intelligence on employment and its mechanisms
Shen, Yang
- In:
Economic change & restructuring
57
(
2024
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014491739
Saved in:
5
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
Saved in:
6
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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7
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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8
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
Saved in:
9
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
Saved in:
10
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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