Narrow search
Showing 1 - 10 of 22
Cover Image
Equilibrium asset pricing under the Lévy process with stochastic volatility and moment risk premiums
Ruan, Xinfeng; Zhu, Wenli; Huang, Jiexiang; Zhang, Jin E. - In: Economic modelling 54 (2016), pp. 326-338
Persistent link: https://www.econbiz.de/10011642179
Cover Image
Stochastic control with inhomogeneous regime switching : application to consumption and investment with unemployment and reemployment
Tao, Cheng; Rong, Ximin; Zhao, Hui - In: Journal of mathematical economics 107 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014366223
Cover Image
International value versus growth : evidence from stochastic dominance analysis
Abhyankar, Abhay; Ho, Keng-Yu; Zhao, Huainan - In: International journal of finance & economics : IJFE 14 (2009) 3, pp. 222-232
Persistent link: https://www.econbiz.de/10003901041
Cover Image
Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model
Zhao, Hui; Rong, Ximin; Zhao, Yonggan - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 504-514
Persistent link: https://www.econbiz.de/10010227974
Cover Image
Optimal investment problem with multiple risky assets under the constant elasticity of variance (CEV) model
Zhao, Hui; Rong, Ximin; Ma, Weiqin; Gao, Bo - In: Modern economy 3 (2012) 6, pp. 718-725
Persistent link: https://www.econbiz.de/10009720485
Cover Image
A risk model with renewal shot-noise Cox process
Dassios, Angelos; Jang, Jiwook; Zhao, Hongbiao - In: Insurance / Mathematics & economics 65 (2015), pp. 55-65
Persistent link: https://www.econbiz.de/10011422868
Cover Image
Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
Li, Danping; Rong, Ximin; Zhao, Hui - In: Insurance / Mathematics & economics 64 (2015), pp. 28-44
Persistent link: https://www.econbiz.de/10011396861
Cover Image
A generalized contagion process with an application to credit risk
Dassios, Angelos; Zhao, Hongbiao - In: International journal of theoretical and applied finance 20 (2017) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10011686792
Cover Image
Efficient simulation of clustering jumps with CIR intensity
Dassios, Angelos; Zhao, Hongbiao - In: Operations research 65 (2017) 6, pp. 1494-1515
Persistent link: https://www.econbiz.de/10011777769
Cover Image
The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model
Li, Danping; Rong, Ximin; Zhao, Hui - In: IMA journal of management mathematics 27 (2016) 2, pp. 255-280
Persistent link: https://www.econbiz.de/10011567155