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MODELING THE RECOVERY RATE IN...
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Jarrow, Robert A.
33
Zeng, Yan
9
Guo, Xin
5
Turnbull, Stuart M.
5
Li, Zhongfei
4
Chatterjea, Arkadev
3
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3
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Insurance / Mathematics & economics
4
Review of derivatives research
4
Journal of banking & finance
3
The journal of finance : the journal of the American Finance Association
3
Economic modelling
2
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2
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2
The journal of fixed income
2
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2
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1
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1
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1
The financial review : the official publication of the Eastern Finance Association
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OLC EcoSci
ECONIS (ZBW)
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RePEc
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9
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Credit Risk Models with Incomplete Information
Guo, Xin
;
Jarrow, Robert A.
;
Zeng, Yan
- In:
Mathematics of operations research
34
(
2009
)
2
,
pp. 320-332
Persistent link: https://www.econbiz.de/10008255209
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2
Distressed debt prices and recovery rate estimation
Guo, Xin
;
Jarrow, Robert A.
;
Lin, Haizhi
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 171-204
Persistent link: https://www.econbiz.de/10008268080
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3
Time-consistent investment and reinsurance strategies for mean–variance insurers with jumps
Zeng, Yan
;
Li, Zhongfei
;
Lai, Yongzeng
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 498-507
Persistent link: https://www.econbiz.de/10010119398
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4
Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizon
Zeng, Yan
;
Wu, Huiling
;
Lai, Yongzeng
- In:
Economic modelling
33
(
2013
),
pp. 462-470
Persistent link: https://www.econbiz.de/10010161416
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5
SPECIAL REPORT: INTELLECTUAL PROPERTY RIGHTS - Using PRC Customs to Protect IPR - New rules change old ways of working with Customs. Plus: How to Record IP Rights with PRC Customs
Stender, Neal
;
Tjoa, Laetitia
;
Wang, Yuanming
;
Zeng, Yan
- In:
The China business review : the magazine of the …
31
(
2004
)
6
,
pp. 30-33
Persistent link: https://www.econbiz.de/10007442184
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6
Policy Forum: Assessing Tax-Free Savings Accounts — Promises and Pressures
Kren, Betsy T.
;
Wong, Phillip Y.-P.
;
Shiota, Akira
; …
- In:
Canadian tax journal
57
(
2009
)
3
,
pp. 504-533
Persistent link: https://www.econbiz.de/10008342080
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7
Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model
Li, Zhongfei
;
Zeng, Yan
;
Lai, Yongzeng
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 191-204
Persistent link: https://www.econbiz.de/10009972469
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8
Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
Gu, Ailing
;
Guo, Xianping
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 674-685
Persistent link: https://www.econbiz.de/10010040309
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9
Multi-period mean–variance asset–liability management with uncontrolled cash flow and uncertain time-horizon
Yao, Haixiang
;
Zeng, Yan
;
Chen, Shumin
- In:
Economic modelling
30
(
2013
),
pp. 492-500
Persistent link: https://www.econbiz.de/10010062285
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10
Optimal time-consistent investment and reinsurance policies for mean-variance insurers
Zeng, Yan
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 145-155
Persistent link: https://www.econbiz.de/10009132989
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