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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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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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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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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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MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL
Guo, Xin; Jarrow, Robert A.; Zeng, Yan - In: Mathematical finance : an international journal of … 19 (2009) 1, pp. 73-98
Persistent link: https://www.econbiz.de/10008160563
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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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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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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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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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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