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Portfolio selection
Theorie
57
Theory
57
Portfolio-Management
43
Markov chain
20
Markov-Kette
20
Reinsurance
19
Rückversicherung
19
Mathematical programming
18
Mathematische Optimierung
18
Stochastic process
17
Stochastischer Prozess
17
Insurance
15
Versicherung
15
Decision
12
Dynamic programming
12
Entscheidung
12
Risiko
12
Risk
12
Risikoaversion
11
Risk aversion
11
Risikomodell
10
Risk model
10
Decision under uncertainty
8
Entscheidung unter Unsicherheit
8
Volatility
8
Volatilität
8
Discounting
7
Diskontierung
7
Dynamische Optimierung
7
Option pricing theory
7
Optionspreistheorie
7
Pension fund
7
Pensionskasse
7
Börsenkurs
6
Economics of insurance
6
Intertemporal choice
6
Intertemporale Entscheidung
6
Share price
6
Stochastic volatility
6
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43
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English
43
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Zeng, Yan
26
Li, Zhongfei
23
Yao, Haixiang
9
Chen, Shumin
7
Shen, Yang
7
Wu, Huiling
7
Viens, Frederi G.
6
Gu, Ailing
5
Li, Danping
4
Yi, Bo
4
Chen, Zheng
3
Lai, Yongzeng
3
Yang, Hailiang
3
Zhao, Hui
3
Kang, Zhilin
2
Law, Baron
2
Li, Duan
2
Sun, Jingyun
2
Weng, Chengguo
2
Zhang, WenJun
2
A, Chunxiang
1
Bian, Lihua
1
Chiu, Chun-Hung
1
Cui, Qinquan
1
Dai, Xin
1
Deng, Yinglu
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Hao, Zhifeng
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Ken Seng Tan
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Li, Xun
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Li, Yongwu
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Viens, Frederi
1
Wang, Fan
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Wang, Pei
1
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1
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1
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1
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1
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Insurance / Mathematics & economics
21
Economic modelling
4
Scandinavian actuarial journal
3
Economic Modelling
2
Annals of Finance
1
Annals of finance
1
Astin bulletin : the journal of the International Actuarial Association
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
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1
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1
Operations research letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
43
RePEc
3
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1
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
Zeng, Yan
;
Li, Danping
;
Gu, Ailing
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 138-152
Persistent link: https://www.econbiz.de/10011442729
Saved in:
2
Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model
Gu, Ailing
;
Chen, Shumin
;
Li, Zhongfei
;
Viens, Frederi G.
- In:
Scandinavian actuarial journal
2022
(
2022
)
9
,
pp. 749-774
Persistent link: https://www.econbiz.de/10013419039
Saved in:
3
Portfolio choice with illiquid asset for a loss-averse pension fund investor
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 60-83
Persistent link: https://www.econbiz.de/10013534511
Saved in:
4
Optimal time-consistent investment and reinsurance policies for mean-variance insurers
Zeng, Yan
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 145-154
Persistent link: https://www.econbiz.de/10009157423
Saved in:
5
Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
Zeng, Yan
;
Li, Zhongfei
;
Lai, Yongzeng
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 498-507
Persistent link: https://www.econbiz.de/10009763600
Saved in:
6
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
Saved in:
7
Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
;
Sun, Jingyun
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 137-150
Persistent link: https://www.econbiz.de/10011740793
Saved in:
8
Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model
Sun, Jingyun
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 158-172
Persistent link: https://www.econbiz.de/10011457232
Saved in:
9
Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity
Gu, Ailing
;
Viens, Frederi G.
;
Yi, Bo
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 235-249
Persistent link: https://www.econbiz.de/10011694708
Saved in:
10
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing
Gu, Ailing
;
Viens, Frederi G.
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 93-109
Persistent link: https://www.econbiz.de/10011872916
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