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Optimal investment and reinsurance for an insurer under Markov-modulated financial market
Xu, Lin; Zhang, Liming; Yao, Dingjun - In: Insurance / Mathematics & economics 74 (2017), pp. 7-19
Persistent link: https://www.econbiz.de/10011712331
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Optimal risk and dividend control problem with fixed costs and salvage value : variance premium principle
Yao, Dingjun; Yang, Hailiang; Wang, Rongming - In: Economic modelling 37 (2014), pp. 53-64
Persistent link: https://www.econbiz.de/10010416845
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Optimal dividend and reinsurance strategies with financing and liquidation value
Yao, Dingjun; Yang, Hailiang; Wang, Rongming - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 365-399
Persistent link: https://www.econbiz.de/10011576767
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Optimal reinsurance under a new design : two layers and multiple reinsurers
Yao, Dingjun; Zhu, Jinxia - In: Quantitative finance 24 (2024) 5, pp. 655-676
Persistent link: https://www.econbiz.de/10014552129
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Optimal dividend and risk control strategies for an insurer when there are multiple reinsurers with different risk attitudes
Yao, Dingjun; Zhou, Hua; Cheng, Gongpin - In: Finance research letters 69 (2024) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10015079718
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Optimal time for the excess of loss reinsurance with fixed costs
Li, Peng; Zhou, Ming; Yao, Dingjun - In: International review of economics & finance : IREF 79 (2022), pp. 466-475
Persistent link: https://www.econbiz.de/10013345742
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Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers
Wang, Hao; Wang, Rongming; Wei, Jiaqin - In: Insurance / Mathematics & economics 85 (2019), pp. 104-114
Persistent link: https://www.econbiz.de/10011990618