Sun, Jingyun; Li, Zhongfei; Li, Yongwu Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston’s SV model. (English) Zbl 1400.91563 Math. Probl. Eng. 2016, Article ID 2391849, 18 p. (2016). MSC: 91G10 PDFBibTeX XMLCite \textit{J. Sun} et al., Math. Probl. Eng. 2016, Article ID 2391849, 18 p. (2016; Zbl 1400.91563) Full Text: DOI
Li, Yongwu; Li, Zhongfei; Zeng, Yan Equilibrium dividend strategy with non-exponential discounting in a dual model. (English) Zbl 1335.91065 J. Optim. Theory Appl. 168, No. 2, 699-722 (2016). MSC: 91G10 93E20 91A10 60H30 PDFBibTeX XMLCite \textit{Y. Li} et al., J. Optim. Theory Appl. 168, No. 2, 699--722 (2016; Zbl 1335.91065) Full Text: DOI
Li, Yongwu; Qiao, Han; Wang, Shouyang; Zhang, Ling Time-consistent investment strategy under partial information. (English) Zbl 1348.91257 Insur. Math. Econ. 65, 187-197 (2015). MSC: 91G10 93E20 91B30 60H30 91A80 PDFBibTeX XMLCite \textit{Y. Li} et al., Insur. Math. Econ. 65, 187--197 (2015; Zbl 1348.91257) Full Text: DOI
Li, Yongwu; Li, Zhongfei Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion. (English) Zbl 1284.91249 Insur. Math. Econ. 53, No. 1, 86-97 (2013). MSC: 91B30 91G10 60J60 PDFBibTeX XMLCite \textit{Y. Li} and \textit{Z. Li}, Insur. Math. Econ. 53, No. 1, 86--97 (2013; Zbl 1284.91249) Full Text: DOI