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Portfolio selection
Theorie
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Theory
73
Portfolio-Management
50
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36
Stochastischer Prozess
36
Option pricing theory
23
Optionspreistheorie
23
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17
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17
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16
Reinsurance
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Rückversicherung
16
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13
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Control theory
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Investition
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50
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Bayraktar, Erhan
40
Young, Virginia R.
15
Liang, Zhibin
10
Zhou, Zhou
6
Yuen, Kam Chuen
5
Zhang, Yuchong
5
Angoshtari, Bahman
4
Dolinsky, Yan
4
Han, Xia
4
Bi, Junna
3
Kim, Donghan
3
Tilva, Abhishek
3
Yu, Xiang
3
Zhang, Caibin
3
Dolinskyi, Leonid
2
Guo, Jia
2
Wang, Gu
2
Yuan, Yu
2
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1
Horst, Ulrich
1
Huang, Yu-Jui
1
Liang, Xiaoqing
1
Ludkovski, Michael
1
Sircar, Ronnie
1
Song, Qingshuo
1
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1
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Insurance / Mathematics & economics
5
Finance and stochastics
4
Finance research letters
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Mathematical methods of operations research
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematics and financial economics
2
Mathematics of operations research
2
Scandinavian actuarial journal
2
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1
European journal of operational research : EJOR
1
International journal of financial engineering
1
International journal of theoretical and applied finance
1
Mathematical methods of operations research : ZOR
1
Risks : open access journal
1
The North American journal of economics and finance : a journal of financial economics studies
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1
Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework
Yuan, Yu
;
Han, Xia
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
European journal of operational research : EJOR
311
(
2023
)
2
,
pp. 581-595
Persistent link: https://www.econbiz.de/10014336732
Saved in:
2
Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence
Bi, Junna
;
Liang, Zhibin
;
Xu, Fangjun
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 245-258
Persistent link: https://www.econbiz.de/10011597285
Saved in:
3
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
Liang, Zhibin
;
Bi, Junna
;
Yuen, Kam Chuen
;
Zhang, Caibin
- In:
Mathematical methods of operations research
84
(
2016
)
1
,
pp. 155-181
Persistent link: https://www.econbiz.de/10011673473
Saved in:
4
Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin
Liang, Xiaoqing
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 128-146
Persistent link: https://www.econbiz.de/10012242047
Saved in:
5
Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle
Han, Xia
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Scandinavian actuarial journal
2020
(
2020
)
10
,
pp. 879-903
Persistent link: https://www.econbiz.de/10012313745
Saved in:
6
Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10012116630
Saved in:
7
Optimal dynamic reinsurance with common shock dependence and state-dependent risk aversion
Zhang, Caibin
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012028852
Saved in:
8
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure
Han, Xia
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Scandinavian actuarial journal
(
2018
)
10
,
pp. 863-889
Persistent link: https://www.econbiz.de/10011939763
Saved in:
9
Optimal time-consistent reinsurance and investment strategies for a jump-diffusion financial market without cash
Zhang, Caibin
;
Liang, Zhibin
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413423
Saved in:
10
Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion
Yuan, Yu
;
Liang, Zhibin
;
Han, Xia
- In:
Mathematical methods of operations research : ZOR
96
(
2022
)
2
,
pp. 259-290
Persistent link: https://www.econbiz.de/10013455032
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