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Author ID: li.danping Recent zbMATH articles by "Li, Danping"
Published as: Li, Danping
Documents Indexed: 40 Publications since 1983
Co-Authors: 20 Co-Authors with 26 Joint Publications
1,074 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

30 Publications have been cited 341 times in 154 Documents Cited by Year
Information entropy, rough entropy and knowledge granulation in incomplete information systems. Zbl 1115.68130
Liang, J.; Shi, Z.; Li, D.; Wierman, M. J.
61
2006
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps. Zbl 1348.91192
Zeng, Yan; Li, Danping; Gu, Ailing
51
2016
Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps. Zbl 1416.91203
Li, Danping; Zeng, Yan; Yang, Hailiang
27
2018
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility. Zbl 1401.91212
Zeng, Yan; Li, Danping; Chen, Zheng; Yang, Zhou
23
2018
Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model. Zbl 1308.91088
Li, Danping; Rong, Ximin; Zhao, Hui
20
2015
Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk. Zbl 1348.91161
Li, Danping; Rong, Ximin; Zhao, Hui
17
2015
Runge-Kutta methods for the multi-pantograph delay equation. Zbl 1070.65060
Li, D.; Liu, M. Z.
17
2005
Alpha-robust mean-variance reinsurance-investment strategy. Zbl 1401.91521
Li, Bin; Li, Danping; Xiong, Dewen
15
2016
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility. Zbl 1398.91339
Li, Danping; Shen, Yang; Zeng, Yan
13
2018
Optimal reinsurance-investment problem for maximizing the product of the insurer’s and the reinsurer’s utilities under a CEV model. Zbl 1291.91120
Li, Danping; Rong, Ximin; Zhao, Hui
11
2014
Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model. Zbl 1394.91332
Li, Danping; Rong, Ximin; Zhao, Hui; Yi, Bo
11
2017
Optimality of excess-loss reinsurance under a mean-variance criterion. Zbl 1394.91222
Li, Danping; Li, Dongchen; Young, Virginia R.
10
2017
Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model. Zbl 1371.91099
Li, Danping; Rong, Ximin; Zhao, Hui
6
2016
Optimisation of traceability and operations planning: an integrated model for perishable food production. Zbl 1198.90044
Wang, X.; Li, D.; O’Brien, C.
6
2009
Double-length regressions for the Box–Cox difference model with heteroskedasticity or autocorrelation. Zbl 0963.91072
Baltagi, B. H.; Li, D.
6
2000
Equilibrium strategies for the mean-variance investment problem over a random horizon. Zbl 1416.91354
Landriault, David; Li, Bin; Li, Danping; Young, Virginia R.
6
2018
A pair of optimal reinsurance-investment strategies in the two-sided exit framework. Zbl 1371.91097
Landriault, David; Li, Bin; Li, Danping; Li, Dongchen
5
2016
Uncertainty reasoning based on cloud models in controllers. Zbl 0976.93505
Li, D.; Cheung, D.; Shi, Xuemei; Ng, V.
5
1998
Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model. Zbl 1414.91213
Li, Danping; Rong, Ximin; Zhao, Hui
4
2016
Oblique stagnation-point flow of a viscoelastic fluid with heat transfer. Zbl 1203.76066
Li, D.; Labropulu, F.; Pop, I.
4
2009
Disturbance decoupling by feedforward and preview control. Zbl 0512.93029
Imai, H.; Shinozuka, M.; Yamaki, T.; Li, D.; Kuwana, M.
4
1983
Robust optimal consumption-investment strategy with non-exponential discounting. Zbl 1438.90188
Wei, Jiaqin; Li, Danping; Zeng, Yan
3
2020
Stochastic differential game formulation on the reinsurance and investment problem. Zbl 1411.91297
Li, Danping; Rong, Ximin; Zhao, Hui
3
2015
Buckling analysis of a plate with built-in rectangular delamination by strip distributed transfer function method. Zbl 1071.74022
Li, D.; Tang, G.; Zhou, J.; Lei, Y.
3
2005
Equilibrium excess-of-loss reinsurance-investment strategy for a mean-variance insurer under stochastic volatility model. Zbl 1390.91193
Li, Danping; Rong, Ximin; Zhao, Hui
3
2017
Optimal investment problem for an insurer and a reinsurer. Zbl 1333.91033
Li, Danping; Rong, Ximin; Zhao, Hui
2
2015
Optimal reinsurance to minimize the discounted probability of ruin under ambiguity. Zbl 1410.91274
Li, Danping; Young, Virginia R.
2
2019
Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility. Zbl 1442.91082
Zhang, Ling; Li, Danping; Lai, Yongzeng
1
2020
The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model. Zbl 1433.91137
Li, Danping; Rong, Ximin; Zhao, Hui
1
2016
Bowley solution of a mean-variance game in insurance. Zbl 1466.91264
Li, Danping; Young, Virginia R.
1
2021
Bowley solution of a mean-variance game in insurance. Zbl 1466.91264
Li, Danping; Young, Virginia R.
1
2021
Robust optimal consumption-investment strategy with non-exponential discounting. Zbl 1438.90188
Wei, Jiaqin; Li, Danping; Zeng, Yan
3
2020
Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility. Zbl 1442.91082
Zhang, Ling; Li, Danping; Lai, Yongzeng
1
2020
Optimal reinsurance to minimize the discounted probability of ruin under ambiguity. Zbl 1410.91274
Li, Danping; Young, Virginia R.
2
2019
Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps. Zbl 1416.91203
Li, Danping; Zeng, Yan; Yang, Hailiang
27
2018
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility. Zbl 1401.91212
Zeng, Yan; Li, Danping; Chen, Zheng; Yang, Zhou
23
2018
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility. Zbl 1398.91339
Li, Danping; Shen, Yang; Zeng, Yan
13
2018
Equilibrium strategies for the mean-variance investment problem over a random horizon. Zbl 1416.91354
Landriault, David; Li, Bin; Li, Danping; Young, Virginia R.
6
2018
Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model. Zbl 1394.91332
Li, Danping; Rong, Ximin; Zhao, Hui; Yi, Bo
11
2017
Optimality of excess-loss reinsurance under a mean-variance criterion. Zbl 1394.91222
Li, Danping; Li, Dongchen; Young, Virginia R.
10
2017
Equilibrium excess-of-loss reinsurance-investment strategy for a mean-variance insurer under stochastic volatility model. Zbl 1390.91193
Li, Danping; Rong, Ximin; Zhao, Hui
3
2017
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps. Zbl 1348.91192
Zeng, Yan; Li, Danping; Gu, Ailing
51
2016
Alpha-robust mean-variance reinsurance-investment strategy. Zbl 1401.91521
Li, Bin; Li, Danping; Xiong, Dewen
15
2016
Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model. Zbl 1371.91099
Li, Danping; Rong, Ximin; Zhao, Hui
6
2016
A pair of optimal reinsurance-investment strategies in the two-sided exit framework. Zbl 1371.91097
Landriault, David; Li, Bin; Li, Danping; Li, Dongchen
5
2016
Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model. Zbl 1414.91213
Li, Danping; Rong, Ximin; Zhao, Hui
4
2016
The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model. Zbl 1433.91137
Li, Danping; Rong, Ximin; Zhao, Hui
1
2016
Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model. Zbl 1308.91088
Li, Danping; Rong, Ximin; Zhao, Hui
20
2015
Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk. Zbl 1348.91161
Li, Danping; Rong, Ximin; Zhao, Hui
17
2015
Stochastic differential game formulation on the reinsurance and investment problem. Zbl 1411.91297
Li, Danping; Rong, Ximin; Zhao, Hui
3
2015
Optimal investment problem for an insurer and a reinsurer. Zbl 1333.91033
Li, Danping; Rong, Ximin; Zhao, Hui
2
2015
Optimal reinsurance-investment problem for maximizing the product of the insurer’s and the reinsurer’s utilities under a CEV model. Zbl 1291.91120
Li, Danping; Rong, Ximin; Zhao, Hui
11
2014
Optimisation of traceability and operations planning: an integrated model for perishable food production. Zbl 1198.90044
Wang, X.; Li, D.; O’Brien, C.
6
2009
Oblique stagnation-point flow of a viscoelastic fluid with heat transfer. Zbl 1203.76066
Li, D.; Labropulu, F.; Pop, I.
4
2009
Information entropy, rough entropy and knowledge granulation in incomplete information systems. Zbl 1115.68130
Liang, J.; Shi, Z.; Li, D.; Wierman, M. J.
61
2006
Runge-Kutta methods for the multi-pantograph delay equation. Zbl 1070.65060
Li, D.; Liu, M. Z.
17
2005
Buckling analysis of a plate with built-in rectangular delamination by strip distributed transfer function method. Zbl 1071.74022
Li, D.; Tang, G.; Zhou, J.; Lei, Y.
3
2005
Double-length regressions for the Box–Cox difference model with heteroskedasticity or autocorrelation. Zbl 0963.91072
Baltagi, B. H.; Li, D.
6
2000
Uncertainty reasoning based on cloud models in controllers. Zbl 0976.93505
Li, D.; Cheung, D.; Shi, Xuemei; Ng, V.
5
1998
Disturbance decoupling by feedforward and preview control. Zbl 0512.93029
Imai, H.; Shinozuka, M.; Yamaki, T.; Li, D.; Kuwana, M.
4
1983
all top 5

Cited by 238 Authors

13 Li, Danping
12 Shen, Yang
10 Zeng, Yan
9 Zhao, Hui
7 Yao, Haixiang
6 Chen, Ping
6 Chen, Zhiping
6 Li, Bin
6 Li, Zhongfei
6 Rong, Ximin
6 Young, Virginia R.
5 Hu, Duni
5 Wang, Hailong
5 Yang, Peng
5 Zhang, Yan
4 Forsyth, Peter A.
4 Gu, Ailing
4 Guan, Guohui
4 Jin, Zhuo
4 Liang, Zhibin
4 Pan, Jian
4 Wang, Ning
4 Weng, Chengguo
4 Yuen, Kam Chuen
4 Zhao, Peibiao
3 Bai, Yanfei
3 Chen, Fenge
3 Chen, Lv
3 Chen, Shou
3 Dang, Duy Minh
3 Dong, Yinghui
3 Huang, Ya
3 Huang, Yujuan
3 Landriault, David
3 Peng, Xingchun
3 Siu, Tak Kuen
3 Sun, Jingyun
3 Van Staden, Pieter M.
3 Viens, Frederi G.
3 Wang, Liyuan
3 Wang, Pei
3 Wei, Jiaqin
3 Xiao, Helu
3 Yu, Wenguang
3 Zhang, Caibin
3 Zhang, Ling
3 Zhou, Jieming
3 Zhou, Zhongbao
2 Cao, Ming
2 Chang, Hao
2 Chen, Shumin
2 Cui, Chaoran
2 Gao, Rui
2 Josa-Fombellida, Ricardo
2 Kang, Zhilin
2 Li, Dongchen
2 Li, Xun
2 Liang, Xiaoqing
2 Liang, Zongxia
2 Lindensjö, Kristoffer
2 Qian, Linyi
2 Wang, Suxin
2 Wang, Wenyuan
2 Wu, Yonghong
2 Xiao, Qingxian
2 Xiong, Dewen
2 Xu, Lin
2 Yaegashi, Yuta
2 Yang, Hailiang
2 Yoshioka, Hidekazu
2 Zhang, Nan
2 Zheng, Harry H.
2 Zhou, Chao
2 Zhou, Xiangying
1 Angkola, Francisca
1 Aziz, Taha
1 Bakkaloglu, Ahmet
1 Baltas, Ioannis D.
1 Barigou, Karim
1 Beyers, Conrad F. J.
1 Bi, Junna
1 Bian, Lihua
1 Bosserhoff, Frank
1 Brachetta, Matteo
1 Cai, Jun
1 Cao, Jingyi
1 Ceci, Claudia
1 Chen, Peimin
1 Chen, Son-Nan
1 Chen, Xiaowei
1 Chen, Xu
1 Chen, Yan
1 Chen, Zheng
1 Cheng, Shuo
1 Cui, Xiangyu
1 Delong, Łukasz
1 Deng, Chao
1 Deng, Yingchun
1 Dopierala, L.
1 Fan, Kun
...and 138 more Authors
all top 5

Cited in 46 Serials

40 Insurance Mathematics & Economics
18 Journal of Computational and Applied Mathematics
13 Journal of Industrial and Management Optimization
8 Scandinavian Actuarial Journal
7 Optimization
5 Communications in Statistics. Theory and Methods
5 Mathematical Problems in Engineering
5 Discrete Dynamics in Nature and Society
4 European Journal of Operational Research
3 Operations Research Letters
3 Journal of Economic Dynamics & Control
3 Mathematical Methods of Operations Research
3 ASTIN Bulletin
2 Computers & Mathematics with Applications
2 Applied Mathematics and Optimization
2 International Journal of Theoretical and Applied Finance
1 International Journal of Control
1 Mathematical Methods in the Applied Sciences
1 Chaos, Solitons and Fractals
1 Automatica
1 Optimal Control Applications & Methods
1 Systems & Control Letters
1 Statistics & Probability Letters
1 Stochastic Analysis and Applications
1 Annals of Operations Research
1 Economics Letters
1 Japan Journal of Industrial and Applied Mathematics
1 The Annals of Applied Probability
1 Applied Mathematical Finance
1 Complexity
1 Bernoulli
1 Journal of Inequalities and Applications
1 Methodology and Computing in Applied Probability
1 Journal of Systems Science and Complexity
1 Journal of Applied Mathematics
1 Stochastic Models
1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
1 Journal of Applied Mathematics and Computing
1 Advances in Difference Equations
1 Journal of Biological Dynamics
1 Mathematics and Financial Economics
1 SIAM Journal on Financial Mathematics
1 Science China. Mathematics
1 Symmetry
1 Mathematical Control and Related Fields
1 Journal of the Operations Research Society of China

Citations by Year