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Pricing strategy for a two-echelon supply chain with optimized return effort level
Xie, Yue; Tai, Allen H.; Ching, Wai Ki; Siu, Tak Kuen - In: International journal of production economics 182 (2016), pp. 185-195
Persistent link: https://www.econbiz.de/10011621941
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Consumption-investment strategies with non-exponential discounting and logarithmic utility
Zhao, Qian; Shen, Yang; Wei, Jiaqin - In: European journal of operational research : EJOR 238 (2014) 3, pp. 824-835
Persistent link: https://www.econbiz.de/10010401598
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On a new paradigm of optimal reinsurance : a stochastic stackelberg differential game between an insurer and a reinsurer
Lv, Chen; Shen, Yang - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 905-960
Persistent link: https://www.econbiz.de/10011875926
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A continuous-time theory of reinsurance chains
Lv, Chen; Shen, Yang; Su, Jianxi - In: Insurance / Mathematics & economics 95 (2020), pp. 129-146
Persistent link: https://www.econbiz.de/10012419263
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Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework
Lv, Chen; Shen, Yang - In: Insurance / Mathematics & economics 88 (2019), pp. 120-137
Persistent link: https://www.econbiz.de/10012105527
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Continuous-time stochastic mutual fund management game between active and passive funds
Han, Kai; Rong, Ximin; Shen, Yang; Zhao, Hui - In: Quantitative finance 21 (2021) 10, pp. 1647-1667
Persistent link: https://www.econbiz.de/10012653705
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Life reinsurance under perfect and asymmetric information
Chen, An; Hinken, Maria; Shen, Yang - In: Scandinavian actuarial journal 2024 (2024) 7, pp. 657-679
Persistent link: https://www.econbiz.de/10015052475