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Approximating the classical risk process by stable Lévy motion
Cao, Jingyi; Young, Virginia R. - In: Scandinavian actuarial journal 2023 (2023) 7, pp. 679-707
Persistent link: https://www.econbiz.de/10014383892
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Optimal investment and risk control policies for an insurer : expected utility maximization
Zou, Bin; Cadenillas, Abel - In: Insurance / Mathematics & economics 58 (2014), pp. 57-67
Persistent link: https://www.econbiz.de/10010437631
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A mathematical analysis of technical analysis
Lorig, Matthew; Zhou, Zhou; Zou, Bin - In: Applied mathematical finance 26 (2019) 1, pp. 38-68
Persistent link: https://www.econbiz.de/10012210259
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Bond indifference prices
Lorig, Matthew; Zou, Bin - In: Quantitative finance 21 (2021) 7, pp. 1223-1233
Persistent link: https://www.econbiz.de/10012588039
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Mean-variance investment and risk control strategies : a time-consistent approach via a forward auxiliary process
Shen, Yang; Zou, Bin - In: Insurance / Mathematics & economics 97 (2021), pp. 68-80
Persistent link: https://www.econbiz.de/10012491963
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Optimal fee structure of variable annuities
Wang, Gu; Zou, Bin - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 587-601
Persistent link: https://www.econbiz.de/10012793954
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A perturbation approach to optimal investment, liability ratio, and dividend strategies
Jin, Zhuo; Xu, Zuo Quan; Zou, Bin - In: Scandinavian actuarial journal 2022 (2022) 2, pp. 165-188
Persistent link: https://www.econbiz.de/10012872656
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Optimal bookmaking
Loring, Matthew; Zhou, Zhou; Zou, Bin - In: European journal of operational research : EJOR 295 (2021) 2, pp. 560-574
Persistent link: https://www.econbiz.de/10013205968
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Purchasing casualty insurance to avoid lifetime ruin
Young, Virginia R. - In: Insurance / Mathematics & economics 77 (2017), pp. 133-142
Persistent link: https://www.econbiz.de/10011783935
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Minimizing the probability of lifetime ruin under stochastic volatility
Bayraktar, Erhan; Hu, Xueying; Young, Virginia R. - In: Insurance / Mathematics & economics 49 (2011) 2, pp. 194-206
Persistent link: https://www.econbiz.de/10009242040