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Behavioral implications of sovereign ceiling doctrine for the access to credit by firms
Riaz, Yasir; Faff, Robert W.; Shehzad, Choudhry Tanveer; … - In: International review of financial analysis 90 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014468825
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Liquidation risk in the presence of Chapters 7 and 11 of the US bankruptcy code
Li, Bin; Tang, Qihe; Wang, Lihe; Zhou, Xiaowen - In: Journal of financial engineering 1 (2014) 3, pp. 1-19
Persistent link: https://www.econbiz.de/10010508024
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On minimizing drawdown risks of lifetime investments
Chen, Xinfu; Landriault, David; Li, Bin; Li, Dongchen - In: Insurance / Mathematics & economics 65 (2015), pp. 46-54
Persistent link: https://www.econbiz.de/10011422864
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Drawdown analysis for the renewal insurance risk process
Landriault, David; Li, Bin; Li, Shu - In: Scandinavian actuarial journal (2017) 3, pp. 267-285
Persistent link: https://www.econbiz.de/10011772133
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A note on the convexity of ruin probabilities
Landriault, David; Li, Bin; Loke, Sooie-Hoe; Willmot, … - In: Insurance / Mathematics & economics 74 (2017), pp. 1-6
Persistent link: https://www.econbiz.de/10011712328
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A pair of optimal reinsurance-investment strategies in the two-sided exit framework
Landriault, David; Li, Bin; Li, Danping; Li, Dongchen - In: Insurance / Mathematics & economics 71 (2016), pp. 284-294
Persistent link: https://www.econbiz.de/10011630846
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Expected utility of the drawdown-based regime-switching risk model with state-dependent termination
Landriault, David; Li, Bin; Li, Shu - In: Insurance / Mathematics & economics 79 (2018), pp. 137-147
Persistent link: https://www.econbiz.de/10011825424
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Alpha-robust mean-variance reinsurance-investment strategy
Li, Bin; Li, Danping; Xiong, Dewen - In: Journal of economic dynamics & control 70 (2016), pp. 101-123
Persistent link: https://www.econbiz.de/10011708658
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A Note on the Convexity of Ruin Probabilities
Landriault, David - 2017
Conditions for the convexity of compound geometric tails and compound geometric convolution tails are established. The results are then applied to analyze the convexity of the ruin probability and the Laplace transform of the time to ruin in the classical compound Poisson risk model with and...
Persistent link: https://www.econbiz.de/10012962574
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On the analysis of deep drawdowns for the Lévy insurance risk model
Landriault, David; Li, Bin; Lkabous, Mohamed Amine - In: Insurance / Mathematics & economics 100 (2021), pp. 147-155
Persistent link: https://www.econbiz.de/10012622386