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Stochastic process
Theorie
48
Theory
48
Portfolio selection
46
Portfolio-Management
43
Stochastischer Prozess
20
Reinsurance
16
Rückversicherung
16
Insurance
14
Versicherung
14
Risiko
13
Risk
13
Option pricing theory
12
Optionspreistheorie
12
Volatility
12
Volatilität
12
Dynamic programming
11
Mathematical programming
11
Mathematische Optimierung
11
Risikoaversion
9
Risikomodell
9
Risk aversion
9
Risk model
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Börsenkurs
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Pension fund
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Pensionskasse
8
Share price
8
Aktienmarkt
7
China
7
Decision under uncertainty
7
Entscheidung unter Unsicherheit
7
Stock market
7
Welt
7
World
7
Altersvorsorge
6
Discounting
6
Diskontierung
6
Dynamische Optimierung
6
Economics of insurance
6
Retirement provision
6
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English
20
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Zeng, Yan
10
Li, Zhongfei
7
Lai, Yongzeng
6
Li, Danping
4
Shen, Yang
4
Li, Lin
3
Viens, Frederi G.
2
Yao, Haixiang
2
Yi, Bo
2
A, Chunxiang
1
Chen, Zheng
1
Deng, Dongya
1
Feng, Jianfen
1
Gu, Ailing
1
Hou, Juyue
1
Huang, Xiaowei
1
Jia, Jiayi
1
Jian, Minjie
1
Law, Baron
1
Li, Duan
1
Li, Yongwu
1
Ma, Jingtang
1
Ma, Qinghua
1
Muravey, Dmitry
1
Tan, Vinna
1
Wang, Chunxia
1
Wang, Pei
1
Wang, Shouyang
1
Wang, Wenyuan
1
Weng, Chengguo
1
Wu, Huiling
1
Xu, Zuo Quan
1
Yang, Zhou
1
Zhang, Ling
1
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Insurance / Mathematics & economics
8
The North American journal of economics and finance : a journal of financial economics studies
2
Annals of finance
1
European journal of operational research : EJOR
1
Finance research letters
1
IMA journal of management mathematics
1
Journal of economic dynamics & control
1
Journal of the Operational Research Society
1
OR spectrum : quantitative approaches in management
1
Operations research letters
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
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ECONIS (ZBW)
20
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1
Control variate methods and applications to Asian and basket options pricing under jump-diffusion models
Lai, Yongzeng
;
Li, Zhongfei
;
Zeng, Yan
- In:
IMA journal of management mathematics
26
(
2015
)
1
,
pp. 11-37
Persistent link: https://www.econbiz.de/10011376988
Saved in:
2
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:
3
Optimal investment-reinsurance with delay for mean-variance insurers : a maximum principle approach
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 1-12
Persistent link: https://www.econbiz.de/10010402753
Saved in:
4
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
Saved in:
5
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:
6
Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 118-137
Persistent link: https://www.econbiz.de/10011312080
Saved in:
7
Dynamic portfolio selection with mispricing and model ambiguity
Yi, Bo
;
Viens, Frederi G.
;
Law, Baron
;
Li, Zhongfei
- In:
Annals of finance
11
(
2015
)
1
,
pp. 37-75
Persistent link: https://www.econbiz.de/10011376170
Saved in:
8
Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions
Wu, Huiling
;
Weng, Chengguo
;
Zeng, Yan
- In:
OR spectrum : quantitative approaches in management
40
(
2018
)
2
,
pp. 541-582
Persistent link: https://www.econbiz.de/10011868232
Saved in:
9
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
Zeng, Yan
;
Li, Danping
;
Chen, Zheng
;
Yang, Zhou
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 70-103
Persistent link: https://www.econbiz.de/10011973926
Saved in:
10
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility
Li, Danping
;
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011825217
Saved in:
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