Narrow search
Showing 1 - 5 of 5
Cover Image
Optimal investment, consumption and proportional reinsurance under model uncertainty
Peng, Xingchun; Chen, Fenge; Hu, Yijun - In: Insurance / Mathematics & economics 59 (2014), pp. 222-234
Persistent link: https://www.econbiz.de/10010469132
Cover Image
Optimal loss-carry-forward taxation for the Lévy risk model
Wang, Wenyuan; Hu, Yijun - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 121-130
Persistent link: https://www.econbiz.de/10009501693
Cover Image
Set-valued dynamic risk measures for bounded discrete-time processes
Chen, Yanhong; Hu, Yijun - In: International journal of theoretical and applied finance 23 (2020) 3, pp. 1-42
Persistent link: https://www.econbiz.de/10012270994
Cover Image
Time consistency for set-valued dynamic risk measures for bounded discrete-time processes
Chen, Yanhong; Hu, Yijun - In: Mathematics and financial economics 12 (2018) 3, pp. 305-333
Persistent link: https://www.econbiz.de/10011963856
Cover Image
Set-valued law invariant coherent and convex risk measures
Chen, Yanhong; Hu, Yijun - In: International journal of theoretical and applied finance 22 (2019) 3, pp. 1-18
Persistent link: https://www.econbiz.de/10012019780