Li, Danping; Rong, Ximin; Wang, Yajie; Zhao, Hui Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer. (English) Zbl 07596341 Commun. Stat., Theory Methods 51, No. 21, 7496-7527 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{D. Li} et al., Commun. Stat., Theory Methods 51, No. 21, 7496--7527 (2022; Zbl 07596341) Full Text: DOI
Wang, Yajie; Rong, Ximin; Zhao, Hui; Li, Danping Optimal investment problem between two insurers with value-added service. (English) Zbl 07530937 Commun. Stat., Theory Methods 50, No. 8, 1781-1806 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Wang} et al., Commun. Stat., Theory Methods 50, No. 8, 1781--1806 (2021; Zbl 07530937) Full Text: DOI
Li, Danping; Rong, Ximin; Zhao, Hui Equilibrium excess-of-loss reinsurance-investment strategy for a mean-variance insurer under stochastic volatility model. (English) Zbl 1390.91193 Commun. Stat., Theory Methods 46, No. 19, 9459-9475 (2017). MSC: 91B30 60J75 91B70 91G10 60H30 PDFBibTeX XMLCite \textit{D. Li} et al., Commun. Stat., Theory Methods 46, No. 19, 9459--9475 (2017; Zbl 1390.91193) Full Text: DOI
Li, Danping; Rong, Ximin; Zhao, Hui; Yi, Bo Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model. (English) Zbl 1394.91332 Insur. Math. Econ. 72, 6-20 (2017). MSC: 91G10 91B30 93E20 PDFBibTeX XMLCite \textit{D. Li} et al., Insur. Math. Econ. 72, 6--20 (2017; Zbl 1394.91332) Full Text: DOI
Li, Danping; Rong, Ximin; Zhao, Hui The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model. (English) Zbl 1433.91137 IMA J. Manag. Math. 27, No. 2, 255-280 (2016). MSC: 91G05 60H30 93E20 PDFBibTeX XMLCite \textit{D. Li} et al., IMA J. Manag. Math. 27, No. 2, 255--280 (2016; Zbl 1433.91137) Full Text: DOI
Li, Danping; Rong, Ximin; Zhao, Hui Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model. (English) Zbl 1371.91099 Comput. Appl. Math. 35, No. 2, 533-557 (2016). MSC: 91B30 91G10 60J75 60H30 93E20 PDFBibTeX XMLCite \textit{D. Li} et al., Comput. Appl. Math. 35, No. 2, 533--557 (2016; Zbl 1371.91099) Full Text: DOI
Li, Danping; Rong, Ximin; Zhao, Hui Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model. (English) Zbl 1414.91213 J. Syst. Sci. Complex. 29, No. 2, 428-454 (2016). MSC: 91B30 PDFBibTeX XMLCite \textit{D. Li} et al., J. Syst. Sci. Complex. 29, No. 2, 428--454 (2016; Zbl 1414.91213) Full Text: DOI
Li, Danping; Rong, Ximin; Zhao, Hui Stochastic differential game formulation on the reinsurance and investment problem. (English) Zbl 1411.91297 Int. J. Control 88, No. 9, 1861-1877 (2015). MSC: 91B30 91A15 49N70 93E20 60H10 91G60 PDFBibTeX XMLCite \textit{D. Li} et al., Int. J. Control 88, No. 9, 1861--1877 (2015; Zbl 1411.91297) Full Text: DOI
Li, Danping; Rong, Ximin; Zhao, Hui Optimal investment problem for an insurer and a reinsurer. (English) Zbl 1333.91033 J. Syst. Sci. Complex. 28, No. 6, 1326-1343 (2015). MSC: 91B30 93E20 49L20 PDFBibTeX XMLCite \textit{D. Li} et al., J. Syst. Sci. Complex. 28, No. 6, 1326--1343 (2015; Zbl 1333.91033) Full Text: DOI
Li, Danping; Rong, Ximin; Zhao, Hui Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk. (English) Zbl 1348.91161 Insur. Math. Econ. 64, 28-44 (2015). MSC: 91B30 93E20 91G10 60H30 PDFBibTeX XMLCite \textit{D. Li} et al., Insur. Math. Econ. 64, 28--44 (2015; Zbl 1348.91161) Full Text: DOI
Li, Danping; Rong, Ximin; Zhao, Hui Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model. (English) Zbl 1308.91088 J. Comput. Appl. Math. 283, 142-162 (2015). MSC: 91B30 91G10 93E20 PDFBibTeX XMLCite \textit{D. Li} et al., J. Comput. Appl. Math. 283, 142--162 (2015; Zbl 1308.91088) Full Text: DOI
Li, Danping; Rong, Ximin; Zhao, Hui Optimal reinsurance-investment problem for maximizing the product of the insurer’s and the reinsurer’s utilities under a CEV model. (English) Zbl 1291.91120 J. Comput. Appl. Math. 255, 671-683 (2014). MSC: 91B30 PDFBibTeX XMLCite \textit{D. Li} et al., J. Comput. Appl. Math. 255, 671--683 (2014; Zbl 1291.91120) Full Text: DOI