Li, Danping; Young, Virginia R. Stackelberg differential game for reinsurance: mean-variance framework and random horizon. (English) Zbl 07487245 Insur. Math. Econ. 102, 42-55 (2022). MSC: 91G05 91A65 91A80 PDF BibTeX XML Cite \textit{D. Li} and \textit{V. R. Young}, Insur. Math. Econ. 102, 42--55 (2022; Zbl 07487245) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{Y. Wang} et al., Commun. Stat., Theory Methods 50, No. 8, 1781--1806 (2021; Zbl 07530937) Full Text: DOI OpenURL
Li, Danping; Young, Virginia R. Bowley solution of a mean-variance game in insurance. (English) Zbl 1466.91264 Insur. Math. Econ. 98, 35-43 (2021). MSC: 91G05 91A65 91A05 91A80 PDF BibTeX XML Cite \textit{D. Li} and \textit{V. R. Young}, Insur. Math. Econ. 98, 35--43 (2021; Zbl 1466.91264) Full Text: DOI OpenURL
Li, Danping; Li, Bin; Shen, Yang A dynamic pricing game for general insurance market. (English) Zbl 1457.91332 J. Comput. Appl. Math. 389, Article ID 113349, 17 p. (2021). MSC: 91G05 91A25 91A80 PDF BibTeX XML Cite \textit{D. Li} et al., J. Comput. Appl. Math. 389, Article ID 113349, 17 p. (2021; Zbl 1457.91332) Full Text: DOI OpenURL
Li, Danping; Young, Virginia R. Optimal reinsurance to minimize the discounted probability of ruin under ambiguity. (English) Zbl 1410.91274 Insur. Math. Econ. 87, 143-152 (2019). MSC: 91B30 90C15 35Q91 PDF BibTeX XML Cite \textit{D. Li} and \textit{V. R. Young}, Insur. Math. Econ. 87, 143--152 (2019; Zbl 1410.91274) Full Text: DOI OpenURL
Li, Danping; Zeng, Yan; Yang, Hailiang Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps. (English) Zbl 1416.91203 Scand. Actuar. J. 2018, No. 2, 145-171 (2018). MSC: 91B30 60J75 90C39 90C15 PDF BibTeX XML Cite \textit{D. Li} et al., Scand. Actuar. J. 2018, No. 2, 145--171 (2018; Zbl 1416.91203) Full Text: DOI OpenURL
Li, Danping; Shen, Yang; Zeng, Yan Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility. (English) Zbl 1398.91339 Insur. Math. Econ. 78, 72-86 (2018). MSC: 91B30 60H10 91G20 PDF BibTeX XML Cite \textit{D. Li} et al., Insur. Math. Econ. 78, 72--86 (2018; Zbl 1398.91339) Full Text: DOI OpenURL
Li, Danping; Li, Dongchen; Young, Virginia R. Optimality of excess-loss reinsurance under a mean-variance criterion. (English) Zbl 1394.91222 Insur. Math. Econ. 75, 82-89 (2017). MSC: 91B30 60G51 93E20 PDF BibTeX XML Cite \textit{D. Li} et al., Insur. Math. Econ. 75, 82--89 (2017; Zbl 1394.91222) Full Text: DOI arXiv OpenURL
Li, Bin; Li, Danping; Xiong, Dewen Alpha-robust mean-variance reinsurance-investment strategy. (English) Zbl 1401.91521 J. Econ. Dyn. Control 70, 101-123 (2016). MSC: 91G10 91B30 PDF BibTeX XML Cite \textit{B. Li} et al., J. Econ. Dyn. Control 70, 101--123 (2016; Zbl 1401.91521) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{D. Li} et al., Comput. Appl. Math. 35, No. 2, 533--557 (2016; Zbl 1371.91099) Full Text: DOI OpenURL
Landriault, David; Li, Bin; Li, Danping; Li, Dongchen A pair of optimal reinsurance-investment strategies in the two-sided exit framework. (English) Zbl 1371.91097 Insur. Math. Econ. 71, 284-294 (2016). MSC: 91B30 93E20 91G10 PDF BibTeX XML Cite \textit{D. Landriault} et al., Insur. Math. Econ. 71, 284--294 (2016; Zbl 1371.91097) Full Text: DOI OpenURL
Zeng, Yan; Li, Danping; Gu, Ailing Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps. (English) Zbl 1348.91192 Insur. Math. Econ. 66, 138-152 (2016). MSC: 91B30 91G10 91A80 93E20 PDF BibTeX XML Cite \textit{Y. Zeng} et al., Insur. Math. Econ. 66, 138--152 (2016; Zbl 1348.91192) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{D. Li} et al., J. Syst. Sci. Complex. 28, No. 6, 1326--1343 (2015; Zbl 1333.91033) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{D. Li} et al., Insur. Math. Econ. 64, 28--44 (2015; Zbl 1348.91161) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{D. Li} et al., J. Comput. Appl. Math. 283, 142--162 (2015; Zbl 1308.91088) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{D. Li} et al., J. Comput. Appl. Math. 255, 671--683 (2014; Zbl 1291.91120) Full Text: DOI OpenURL