Narrow search
Showing 1 - 10 of 10
Cover Image
Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
Gu, Ailing; Guo, Xianping; Li, Zhongfei; Zeng, Yan - In: Insurance / Mathematics & economics 51 (2012) 3, pp. 674-684
Persistent link: https://www.econbiz.de/10009683195
Cover Image
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
Cover Image
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
Cover Image
Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model
Gu, Ailing; Viens, Frederi G.; Shen, Yang - In: Scandinavian actuarial journal 2020 (2020) 4, pp. 342-375
Persistent link: https://www.econbiz.de/10012262741
Cover Image
Stochastic differential games between two insurers with generalized mean-variance premium principle
Chen, Shumin; Yang, Hailiang; Zeng, Yan - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 413-434
Persistent link: https://www.econbiz.de/10011875615
Cover Image
Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
Zhang, Xin; Meng, Hui; Zeng, Yan - In: Insurance / Mathematics & economics 67 (2016), pp. 125-132
Persistent link: https://www.econbiz.de/10011457200
Cover Image
Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion
Zhao, Hui; Shen, Yang; Zeng, Yan; Zhang, WenJun - In: Insurance / Mathematics & economics 88 (2019), pp. 159-180
Persistent link: https://www.econbiz.de/10012105537
Cover Image
Optimal investment and reinsurance strategies under 4/2 stochastic volatility model
Wang, Wenyuan; Muravey, Dmitry; Shen, Yang; Zeng, Yan - 2023
Persistent link: https://www.econbiz.de/10014336459
Cover Image
Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion
Li, Yongwu; Li, Zhongfei - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 86-97
Persistent link: https://www.econbiz.de/10009785417
Cover Image
Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model
A, Chunxiang; Li, Zhongfei - In: Insurance / Mathematics & economics 61 (2015), pp. 181-196
Persistent link: https://www.econbiz.de/10010515891