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Tail nonlinearly transformed risk measure and its application

Chen, Zhiping; Li Yang; Xu, Daobao; Hu, Qianhui - In: OR spectrum : quantitative approaches in management 34 (2012) 4, pp. 817-860

Persistent link: https://www.econbiz.de/10009631526

Multi-period investment decision problem based on time consistent generalized convex risk measure and extremum scenarios

Li Yang; Chen, Zhiping; Hu, Qianhui - In: China finance review international 4 (2014) 4, pp. 360-384

Persistent link: https://www.econbiz.de/10011339001

Dynamic network DEA approach with diversification to multi-period performance evaluation of funds

Lin, Ruiyue; Chen, Zhiping; Hu, Qianhui; Li, Zongxin - In: OR spectrum : quantitative approaches in management 39 (2017) 3, pp. 821-860

Persistent link: https://www.econbiz.de/10011707238

Postoptimality for mean-risk stochastic mixed-integer programs and its application

Chen, Zhiping; Zhang, Feng; Li Yang - In: Mathematical methods of operations research 74 (2011) 3, pp. 445-465

Persistent link: https://www.econbiz.de/10009405059

Time consistency and time consistent generalized convex multistage risk measures

Li Yang; Chen, Zhiping; Zhang, Feng - In: IMA journal of management mathematics 27 (2016) 3, pp. 419-437

Persistent link: https://www.econbiz.de/10011593272

Ethnic tourism and cultural representation

Yang, Li - In: Annals of tourism research : ATR ; a social sciences journal 38 (2011) 2, pp. 561-585

Persistent link: https://www.econbiz.de/10009535331

Multiperiod consumption and portfolio decisions under the multivariate GARCH model with transaction costs and CVaR-based risk control

Chen, Zhiping - In: OR spectrum : quantitative approaches in management 27 (2005) 4, pp. 603-632

Persistent link: https://www.econbiz.de/10003025394

Optimal consumption and investment problems under GARCH with transaction costs

Chen, Zhiping; Yuen, K. C. - In: Mathematical methods of operations research 61 (2005) 2, pp. 219-237

Persistent link: https://www.econbiz.de/10002858605

Optimal Private Health Insurance Contract Towards the Joint Interests of a Policyholder and an Insurer

Yang, Peng; Chen, Zhiping - 2022

This paper investigates the optimal private health insurance contract design problem considering the joint interests of a policyholder and an insurer. They jointly determine the premium of a private health insurance. To better reflect the reality, the illness expenditure is governed by an...

Persistent link: https://www.econbiz.de/10014078276

Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework

Yang, Peng; Chen, Zhiping - In: IMA journal of management mathematics 34 (2023) 4, pp. 661-694

Persistent link: https://www.econbiz.de/10014389017

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