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On minimizing drawdown risks of lifetime investments
Chen, Xinfu; Landriault, David; Li, Bin; Li, Dongchen - In: Insurance / Mathematics & economics 65 (2015), pp. 46-54
Persistent link: https://www.econbiz.de/10011422864
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On the analysis of deep drawdowns for the Lévy insurance risk model
Landriault, David; Li, Bin; Lkabous, Mohamed Amine - In: Insurance / Mathematics & economics 100 (2021), pp. 147-155
Persistent link: https://www.econbiz.de/10012622386
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Optimal reinsurance-investment strategy for a dynamic contagion claim model
Cao, Jingyi; Landriault, David; Li, Bin - In: Insurance / Mathematics & economics 93 (2020), pp. 206-215
Persistent link: https://www.econbiz.de/10012294125