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Optimal investment and reinsurance for an insurer under Markov-modulated financial market
Xu, Lin; Zhang, Liming; Yao, Dingjun - In: Insurance / Mathematics & economics 74 (2017), pp. 7-19
Persistent link: https://www.econbiz.de/10011712331
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Optimal risk and dividend control problem with fixed costs and salvage value : variance premium principle
Yao, Dingjun; Yang, Hailiang; Wang, Rongming - In: Economic modelling 37 (2014), pp. 53-64
Persistent link: https://www.econbiz.de/10010416845
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Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
Yao, Dingjun; Yang, Hailiang; Wang, Rongming - In: European journal of operational research : EJOR 211 (2011) 3, pp. 568-576
Persistent link: https://www.econbiz.de/10008933373
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Optimal dividend and reinsurance strategies with financing and liquidation value
Yao, Dingjun; Yang, Hailiang; Wang, Rongming - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 365-399
Persistent link: https://www.econbiz.de/10011576767
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Optimal reinsurance under a new design : two layers and multiple reinsurers
Yao, Dingjun; Zhu, Jinxia - In: Quantitative finance 24 (2024) 5, pp. 655-676
Persistent link: https://www.econbiz.de/10014552129
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Optimal dividend and risk control strategies for an insurer when there are multiple reinsurers with different risk attitudes
Yao, Dingjun; Zhou, Hua; Cheng, Gongpin - In: Finance research letters 69 (2024) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10015079718
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Time series forecasting of stock market indices based on DLWR-LSTM model
Yao, Dingjun; Yan, Kai - In: Finance research letters 68 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10015063331
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The stability of dynamic rent-seeking games
Xu, Lin; Szidarovszky, Ferenc - In: International game theory review 1 (1999) 1, pp. 87-102
Persistent link: https://www.econbiz.de/10001613818
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Carrot and stick incentive policies for climate change mitigation : a survey experiment on crowding out of public support
Ling, Maoliang; Liu, Chutian; Xu, Lin; Yang, Haimi - In: Ecological economics 223 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10015158006
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The social cost of carbon under climate volatility risk
Lin, Xu; Wijnbergen, Sweder van - 2023
Persistent link: https://www.econbiz.de/10014325501