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Optimal proportional reinsuran...
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1
Optimal proportional reinsurance and investment under partial information
Peng, Xingchun
;
Hu, Yijun
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 416-428
Persistent link: https://www.econbiz.de/10010195913
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2
Optimal investment, consumption and proportional reinsurance under model uncertainty
Peng, Xingchun
;
Chen, Fenge
;
Hu, Yijun
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 222-234
Persistent link: https://www.econbiz.de/10010469132
Saved in:
3
Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff
Peng, Xingchun
;
Wei, Linxiao
;
Hu, Yijun
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 78-86
Persistent link: https://www.econbiz.de/10010469175
Saved in:
4
Optimal investment and risk control for an insurer under inside information
Peng, Xingchun
;
Wang, Wenyuan
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 104-116
Persistent link: https://www.econbiz.de/10011530931
Saved in:
5
Optimal investment and risk control for an isurer with partial information in an anticipating environment
Peng, Xingchun
;
Chen, Fenge
;
Wang, Wenyuan
- In:
Scandinavian actuarial journal
(
2018
)
10
,
pp. 933-952
Persistent link: https://www.econbiz.de/10011939800
Saved in:
6
Robust optimal investment and reinsurance for an insurer with inside information
Peng, Xingchun
;
Chen, Fenge
;
Wang, Wenyuan
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 15-30
Persistent link: https://www.econbiz.de/10012482740
Saved in:
7
A non-zero-sum investment and reinsurance game between two mean-variance insurers with dynamic CVaR constraints
Peng, Xingchun
;
Wang, Yushuang
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014492018
Saved in:
8
Optimal investment, consumption and life insurance purchase with learning about return predictability
Peng, Xingchun
;
Li, Baihui
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 70-95
Persistent link: https://www.econbiz.de/10014466205
Saved in:
9
Optimal loss-carry-forward taxation for the Lévy risk model
Wang, Wenyuan
;
Hu, Yijun
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 121-130
Persistent link: https://www.econbiz.de/10009501693
Saved in:
10
Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints
Yuan, Haili
;
Hu, Yijun
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 405-409
Persistent link: https://www.econbiz.de/10009517553
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