Narrow search
Showing 1 - 4 of 4
Cover Image
Optimal reinsurance under dynamic VaR constraint
Zhang, Nan; Jin, Zhuo; Li, Shuanming; Chen, Ping - In: Insurance / Mathematics & economics 71 (2016), pp. 232-243
Persistent link: https://www.econbiz.de/10011630794
Cover Image
Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market
Liu, Guo; Jin, Zhuo; Li, Shuanming - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 508-524
Persistent link: https://www.econbiz.de/10012793950
Cover Image
Stochastic asset allocation and reinsurance game under contagious claims
Liu, Guo; Jin, Zhuo; Li, Shuanming; Zhang, Jiannan - In: Finance research letters 49 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013479221
Cover Image
Optimal risk sharing and dividend strategies under default contagion : a semi-analytical approach
Qiu, Ming; Jin, Zhuo; Li, Shuanming - In: Insurance / Mathematics & economics 113 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014466202