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Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework

Yang, Peng; Chen, Zhiping - In: IMA journal of management mathematics 34 (2023) 4, pp. 661-694

Persistent link: https://www.econbiz.de/10014389017

Flight to liquidity due to heterogeneity in investment horizon

Lei, Qin; Wang, Xuewu - In: China finance review international 2 (2012) 4, pp. 316-350

Persistent link: https://www.econbiz.de/10009625750

Can traders beat the market? : evidence from insider trades

Lei, Qin; Rajan, Murli; Wang, Xuewu - In: China finance review international 4 (2014) 3, pp. 243-270

Persistent link: https://www.econbiz.de/10011339016

Can Traders Beat the Market? Evidence from Insider Trades

Lei, Qin - 2014

Using the comprehensive trading data for the U.S. corporate insiders between 1993 and 2008, we document robust evidence that insiders as a whole achieve transaction prices superior to the volume-weighted average prices. This outperformance, expressed as a positive trading alpha, remains after we...

Persistent link: https://www.econbiz.de/10013070178

Robust optimal reinsurance-investment strategy with price jumps and correlated claims

Chen, Zhiping; Yang, Peng - In: Insurance / Mathematics & economics 92 (2020), pp. 27-46

Persistent link: https://www.econbiz.de/10012242037

Optimal reinsurance contract and investment strategy for multiple competitive-cooperative insurers and a reinsurer

Wang, Tao; Chen, Zhiping; Yang, Peng - In: IMA journal of management mathematics 35 (2024) 4, pp. 651-692

Persistent link: https://www.econbiz.de/10015333085