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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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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 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 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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Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions
Zhu, Quanxin; Guo, Xianping; Dai, Yonglong - In: Mathematical methods of operations research 61 (2005) 3, pp. 469-482
Persistent link: https://www.econbiz.de/10006606772
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A new strong optimality criterion for nonstationary Markov decision processes
Guo, Xianping; Shi, Peng; Zhu, Weiping - In: Mathematical methods of operations research 52 (2000) 2, pp. 287-306
Persistent link: https://www.econbiz.de/10006622515
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Nonstationary denumerable state Markov decision processes - with average variance criterion
Guo, Xianping - In: Mathematical methods of operations research 49 (1999) 1, pp. 87-96
Persistent link: https://www.econbiz.de/10006627529
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Nonhomogeneous Markov Decision Processes with Borel State Space -- The Average Criterion with Nonuniformity Bounded Rewards
Guo, Xianping; Liu, Jianyong; Liu, Ke - In: Mathematics of operations research 25 (2000) 4, pp. 667-678
Persistent link: https://www.econbiz.de/10006419005
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A mean–variance optimization problem for discounted Markov decision processes
Guo, Xianping; Ye, Liuer; Yin, George - In: European journal of operational research : EJOR 220 (2012) 2, pp. 423-430
Persistent link: https://www.econbiz.de/10009846302
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Constrained Markov decision processes with first passage criteria
Huang, Yonghui; Wei, Qingda; Guo, Xianping - 2013
Persistent link: https://www.econbiz.de/10010138600