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 PDF BibTeX XML Cite \textit{J. Sun} et al., Math. Probl. Eng. 2016, Article ID 2391849, 18 p. (2016; Zbl 1400.91563) Full Text: DOI OpenURL
Gu, Ailing; Li, Zhongfei Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function. (English) Zbl 1369.91086 J. Syst. Sci. Complex. 29, No. 6, 1658-1682 (2016). MSC: 91B30 60J75 91G10 PDF BibTeX XML Cite \textit{A. Gu} and \textit{Z. Li}, J. Syst. Sci. Complex. 29, No. 6, 1658--1682 (2016; Zbl 1369.91086) Full Text: DOI OpenURL
Yi, Bo; Viens, Frederi; Li, Zhongfei; Zeng, Yan Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria. (English) Zbl 1401.91208 Scand. Actuar. J. 2015, No. 8, 725-751 (2015). MSC: 91B30 93E20 60J65 PDF BibTeX XML Cite \textit{B. Yi} et al., Scand. Actuar. J. 2015, No. 8, 725--751 (2015; Zbl 1401.91208) Full Text: DOI OpenURL
A, Chunxiang; Li, Zhongfei Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston’s SV model. (English) Zbl 1314.91128 Insur. Math. Econ. 61, 181-196 (2015). MSC: 91B30 60H30 90C90 PDF BibTeX XML Cite \textit{C. A} and \textit{Z. Li}, Insur. Math. Econ. 61, 181--196 (2015; Zbl 1314.91128) Full Text: DOI OpenURL
Chen, Shumin; Li, Zhongfei; Zeng, Yan Optimal dividend strategies with time-inconsistent preferences. (English) Zbl 1402.91671 J. Econ. Dyn. Control 46, 150-172 (2014). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{S. Chen} et al., J. Econ. Dyn. Control 46, 150--172 (2014; Zbl 1402.91671) Full Text: DOI OpenURL
Yi, Bo; Li, Zhongfei; Viens, Frederi G.; Zeng, Yan Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model. (English) Zbl 1290.91103 Insur. Math. Econ. 53, No. 3, 601-614 (2013). MSC: 91B30 91B70 91G30 60J65 90C15 PDF BibTeX XML Cite \textit{B. Yi} et al., Insur. Math. Econ. 53, No. 3, 601--614 (2013; Zbl 1290.91103) Full Text: DOI Link OpenURL
Gu, Ailing; Guo, Xianping; Li, Zhongfei; Zeng, Yan Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model. (English) Zbl 1285.91057 Insur. Math. Econ. 51, No. 3, 674-684 (2012). MSC: 91B30 91G10 49L20 93E20 PDF BibTeX XML Cite \textit{A. Gu} et al., Insur. Math. Econ. 51, No. 3, 674--684 (2012; Zbl 1285.91057) Full Text: DOI OpenURL
Li, Zhongfei; Zeng, Yan; Lai, Yongzeng Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model. (English) Zbl 1284.91250 Insur. Math. Econ. 51, No. 1, 191-203 (2012). MSC: 91B30 91G10 91B70 60H30 93E20 PDF BibTeX XML Cite \textit{Z. Li} et al., Insur. Math. Econ. 51, No. 1, 191--203 (2012; Zbl 1284.91250) Full Text: DOI OpenURL
Zeng, Yan; Li, Zhongfei Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market. (English) Zbl 1237.91224 J. Syst. Sci. Complex. 24, No. 2, 317-327 (2011). MSC: 91G50 60J70 93E20 PDF BibTeX XML Cite \textit{Y. Zeng} and \textit{Z. Li}, J. Syst. Sci. Complex. 24, No. 2, 317--327 (2011; Zbl 1237.91224) Full Text: DOI OpenURL
Zeng, Yan; Li, Zhongfei Optimal time-consistent investment and reinsurance policies for mean-variance insurers. (English) Zbl 1218.91167 Insur. Math. Econ. 49, No. 1, 145-154 (2011). MSC: 91G50 91B30 93E20 PDF BibTeX XML Cite \textit{Y. Zeng} and \textit{Z. Li}, Insur. Math. Econ. 49, No. 1, 145--154 (2011; Zbl 1218.91167) Full Text: DOI OpenURL
Li, Zhongfei; Tan, Ken Seng; Yang, Hailiang Multiperiod optimal investment-consumption strategies with mortality risk and environment uncertainty. (English) Zbl 1481.91198 N. Am. Actuar. J. 12, No. 1, 47-64 (2008). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{Z. Li} et al., N. Am. Actuar. J. 12, No. 1, 47--64 (2008; Zbl 1481.91198) Full Text: DOI OpenURL