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Li, Zhongfei

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Author ID: li.zhongfei Recent zbMATH articles by "Li, Zhongfei"
Published as: Li, Zhongfei; Li, Z.; Li, Zhong Fei; Li, Z. F.; Li, Zhong-Fei; Li, Zhong-fei; Li, ZH.
Documents Indexed: 164 Publications since 1989
all top 5

Co-Authors

16 single-authored
24 Wang, Shouyang
24 Zeng, Yan
10 Deng, Xiao-Tie
10 Yao, Haixiang
5 Chen, Shumin
5 Lai, Yongzeng
5 Li, Yongwu
5 Yi, Bo
4 Gu, Ailing
4 Sun, Jingyun
4 Wu, Huiling
4 Yang, Hailiang
3 Chen, Guo Qian
3 Coladas, Luis
3 Guo, Xianping
3 Kang, Zhilin
3 Li, Xun
3 Ng, Kai Wang
3 Tan, Ken Seng
3 Viens, Frederi G.
3 Wu, Zi
3 Xie, Shuxiang
3 Zhang, Ling
2 A, Chunxiang
2 Bian, Lihua
2 Cai, Maocheng
2 Ge, Hao
2 Huang, Yonghui
2 Li, Chanjuan
2 Li, Duan
2 Rong, Weidong
2 Sarker, Bhaba R.
2 Wang, Fan
2 Wang, Pei
2 Xu, Yunhui
2 Yang, Yajun
2 Zeng, Li
1 Abramov, Sergeĭ Aleksandrovich
1 Adams, Nikolaus A.
1 Albors-Riera, C.
1 Ayache, Nicholas
1 Chen, Guangya
1 Chen, Zheng
1 Clatz, O.
1 Cong, Jianfa
1 Craven, Bruce Desmond
1 Delingette, Hervé
1 Deng, Xiaothie
1 Douville, N. J.
1 Du, Weikang
1 Evans, Robin J.
1 Fu, Ke
1 Haddock, B.
1 Han, Lei
1 Hao, Zengrong
1 Holden, Arun V.
1 Hopfield, John J.
1 Hu, Qinghua
1 Ji, Changjiang
1 Jia, Jihong
1 Lai, L. Q.
1 Lanteri, Stéphane
1 Latva-aho, Matti
1 Laurière, Mathieu
1 Law, Baron
1 Li, Kemian
1 Li, Xingyi
1 Li, Youtang
1 Li, Zhongxiang
1 Liu, Jingjun
1 Ma, Qinghua
1 Melek, William W.
1 Mertz, Laurent
1 Nishida, Daishiro
1 Orchard, Clive H.
1 Reinoso, B.
1 Sermesant, Maxime
1 Shao, Ling
1 Shen, Shuguang
1 Suo, M. Q.
1 Thouless, M. D.
1 Tomkins, R. James
1 Wang, Luya
1 Wittenmark, Björn
1 Wu, Xianping
1 Wylie, Jonathan J.
1 Xu, Luoyu Roy
1 Xu, Zuoquan
1 Yi, Jianxin
1 Yi, Lan
1 Zeng, Yanshan
1 Zhang, Henggui
1 Zhang, Weiwei
1 Zhang, Yi
1 Zhu, Shushang
all top 5

Serials

14 Insurance Mathematics & Economics
13 Journal of Inner Mongolia University
11 Journal of Systems Science and Mathematical Sciences
7 Journal of Industrial and Management Optimization
5 Optimization
4 Journal of Optimization Theory and Applications
4 Acta Scientiarum Naturalium Universitatis Sunyatseni
4 Journal of Systems Science and Complexity
3 Journal of Mathematical Analysis and Applications
3 Automatica
3 Operations Research Letters
3 Mathematical Problems in Engineering
3 Communications in Nonlinear Science and Numerical Simulation
3 Dynamics of Continuous, Discrete & Impulsive Systems. Series B. Applications & Algorithms
2 Acta Mechanica
2 Bulletin of the Australian Mathematical Society
2 International Journal of Systems Science
2 Journal of the Operational Research Society
2 Mechanics Research Communications
2 Theoretical Computer Science
2 Acta Mathematicae Applicatae Sinica
2 Mathematics in Practice and Theory
2 IEEE Transactions on Signal Processing
2 European Journal of Operational Research
2 Mathematical Methods of Operations Research
2 Quantitative Finance
2 OR Transactions
2 Operations Research Transactions
1 Archives of Mechanics
1 Biological Cybernetics
1 International Journal of Control
1 Journal of Computational Physics
1 Journal of Fluid Mechanics
1 Journal of the Mechanics and Physics of Solids
1 Physics Letters. A
1 Theory of Probability and its Applications
1 Applied Mathematics and Computation
1 Meccanica
1 Topology and its Applications
1 Acta Mathematica Hungarica
1 International Journal of Production Research
1 Acta Mathematicae Applicatae Sinica. English Series
1 Finite Elements in Analysis and Design
1 Chinese Journal of Applied Probability and Statistics
1 Computers & Operations Research
1 Journal of Qufu Normal University. Natural Science
1 Asia-Pacific Journal of Operational Research
1 Journal of Economic Dynamics & Control
1 Journal of Theoretical Probability
1 Applied Mathematics Letters
1 Annals of Operations Research
1 International Journal of Foundations of Computer Science
1 Annals of Physics
1 Applied Mathematical Modelling
1 Archive of Applied Mechanics
1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
1 Journal of Mathematical Sciences (New York)
1 Top
1 Complexity
1 Journal of Geodesy
1 International Journal of Computational Fluid Dynamics
1 International Journal of Theoretical and Applied Finance
1 European Journal of Mechanics. B. Fluids
1 Applied Stochastic Models in Business and Industry
1 Progress in Natural Science
1 Control Theory & Applications
1 The ANZIAM Journal
1 Scandinavian Actuarial Journal
1 International Journal of Applied Mechanics and Engineering
1 Nonlinear Dynamics and Systems Theory
1 IMA Journal of Management Mathematics
1 Journal of Software
1 Control and Intelligent Systems
1 International Journal of Fracture
1 SIAM Journal on Financial Mathematics
1 Annals of Finance
1 AMM. Applied Mathematics and Mechanics. (English Edition)
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys

Publications by Year

Citations contained in zbMATH Open

96 Publications have been cited 1,059 times in 493 Documents Cited by Year
Optimal time-consistent investment and reinsurance policies for mean-variance insurers. Zbl 1218.91167
Zeng, Yan; Li, Zhongfei
86
2011
Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model. Zbl 1284.91250
Li, Zhongfei; Zeng, Yan; Lai, Yongzeng
60
2012
Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model. Zbl 1290.91103
Yi, Bo; Li, Zhongfei; Viens, Frederi G.; Zeng, Yan
59
2013
Benson proper efficiency in the vector optimization of set-valued maps. Zbl 0913.90235
Li, Z. F.
56
1998
Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps. Zbl 1284.91282
Zeng, Yan; Li, Zhongfei; Lai, Yongzeng
50
2013
Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model. Zbl 1285.91057
Gu, Ailing; Guo, Xianping; Li, Zhongfei; Zeng, Yan
48
2012
Optimal investment-reinsurance policy for an insurance company with VaR constraint. Zbl 1231.91155
Chen, Shumin; Li, Zhongfei; Li, Kemian
40
2010
Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach. Zbl 1141.91474
Xie, Shuxiang; Li, Zhongfei; Wang, Shouyang
36
2008
A minimax portfolio selection strategy with equilibrium. Zbl 1066.91039
Deng, Xiao-Tie; Li, Zhong-Fei; Wang, Shou-Yang
34
2005
Lagrangian multipliers, saddle points, and duality in vector optimization of set-valued maps. Zbl 0893.90150
Li, Zhongfei; Chen, Guangya
32
1997
Lagrange multipliers and saddle points in multiobjective programming. Zbl 0823.90107
Li, Z. F.; Wang, S. Y.
32
1994
Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion. Zbl 1284.91249
Li, Yongwu; Li, Zhongfei
30
2013
Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria. Zbl 1401.91208
Yi, Bo; Viens, Frederi; Li, Zhongfei; Zeng, Yan
26
2015
Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers. Zbl 1269.90085
Zeng, Yan; Li, Zhongfei; Liu, Jingjun
25
2010
Optimal dividend strategies with time-inconsistent preferences. Zbl 1402.91671
Chen, Shumin; Li, Zhongfei; Zeng, Yan
22
2014
Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow. Zbl 1237.91210
Wu, Huiling; Li, Zhongfei
22
2012
\(\varepsilon\)-approximate solutions in multiobjective optimization. Zbl 0916.90242
Li, Zhongfei; Wang, Shouyang
21
1998
Modeling the olfactory bulb and its neural oscillatory processings. Zbl 0675.92005
Li, Z.; Hopfield, J. J.
17
1989
Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model. Zbl 1348.91261
Sun, Jingyun; Li, Zhongfei; Zeng, Yan
17
2016
Scalarization and Lagrange duality in multiobjective optimization. Zbl 0817.90100
Wang, S.; Li, Z.
16
1992
Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon. Zbl 1231.91415
Wu, Huiling; Li, Zhongfei
16
2011
Multi-period portfolio selection for asset-liability management with uncertain investment horizon. Zbl 1160.90544
Yi, Lan; Li, Zhongfei; Li, Duan
14
2008
Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market. Zbl 1237.91224
Zeng, Yan; Li, Zhongfei
14
2011
Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston’s SV model. Zbl 1314.91128
A, Chunxiang; Li, Zhongfei
13
2015
Mean-CVaR portfolio selection: a nonparametric estimation framework. Zbl 1349.91323
Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng
13
2013
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability. Zbl 1346.91224
Yao, Haixiang; Li, Zhongfei; Li, Duan
12
2016
Optimality conditions for multiobjective and nonsmooth minimisation in abstract spaces. Zbl 0827.90121
Coladas, L.; Li, Z.; Wang, S.
11
1994
A linear programming algorithm for optimal portfolio selection with transaction costs. Zbl 1080.93573
Li, Zhong-Fei; Wang, Shou-Yang; Deng, Xiao-Tie
11
2000
Multi-period portfolio optimization for asset-liability management with bankrupt control. Zbl 1279.91146
Li, Chanjuan; Li, Zhongfei
11
2012
Optimal reinsurance-investment strategies for insurers under mean-car criteria. Zbl 1292.91099
Zeng, Yan; Li, Zhongfei
11
2012
Connectedness of super efficient sets in vector optimization of set-valued maps. Zbl 0928.90081
Li, Zhong-Fei; Wang, Shou-Yang
9
1998
Multi-scale analysis for environmental dispersion in wetland flow. Zbl 1419.76624
Wu, Zi; Li, Z.; Chen, G. Q.
9
2011
A type of minimax inequality for vector-valued mappings. Zbl 0913.90275
Li, Z. F.; Wang, S. Y.
9
1998
Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk. Zbl 1394.91203
Chen, Zheng; Li, Zhongfei; Zeng, Yan; Sun, Jingyun
9
2017
Ore polynomial rings in one variable in computer algebra. Zbl 1127.16302
Abramov, S. A.; Le, H. Q.; Li, Z.
8
2005
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility. Zbl 1402.91217
Wang, Pei; Li, Zhongfei
8
2018
Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate. Zbl 1317.90248
Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng
7
2016
Dynamic portfolio selection with mispricing and model ambiguity. Zbl 1311.91176
Yi, Bo; Viens, Frederi; Law, Baron; Li, Zhongfei
6
2015
Dynamic coupling switching control incorporating support vector machines for wheeled mobile manipulators with hybrid joints. Zbl 1191.93105
Li, Z.; Kang, Y.
6
2010
Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated. Zbl 1264.91121
Zhang, Ling; Li, Zhongfei
6
2012
Minimum risk probability for finite horizon semi-Markov decision processes. Zbl 1267.90169
Huang, Yonghui; Guo, Xianping; Li, Zhongfei
6
2013
Paréto equilibria in multicriteria metagames. Zbl 0853.90129
Wang, Shou Yang; Li, Zhong Fei
5
1995
Multi-period mean variance portfolio selection under incomplete information. Zbl 1420.91437
Zhang, Ling; Li, Zhongfei; Xu, Yunhui; Li, Yongwu
5
2016
Optimal dividend strategy for a general diffusion process with time-inconsistent preferences and ruin penalty. Zbl 1408.91227
Chen, Shumin; Li, Zhongfei; Zeng, Yan
5
2018
Two types of duality in multiobjective fractional programming. Zbl 0874.90168
Coladas, L.; Li, Z.; Wang, S.
4
1996
Minimum-variance control of linear time-varying systems. Zbl 0885.93056
Li, Z.; Evans, R. J.
4
1997
Computational complexity of arbitrage in frictional security market. Zbl 1066.91560
Deng, Xiaotie; Li, Zhongfei; Wang, Shouyang
4
2002
\(\epsilon \)-conjugate maps and \(\epsilon \)-conjugate duality in vector optimization with set-valued maps. Zbl 1152.90593
Jia, Ji-Hong; Li, Zhong-Fei
4
2008
Environmental dispersion in a tidal flow through a depth-dominated wetland. Zbl 1417.76020
Wu, Zi; Zeng, L.; Chen, G. Q.; Li, Z.; Shao, Ling; Wang, P.; Jiang, Z.
4
2012
Equilibrium dividend strategy with non-exponential discounting in a dual model. Zbl 1335.91065
Li, Yongwu; Li, Zhongfei; Zeng, Yan
4
2016
Hyperbolicity of links in thickened surfaces. Zbl 1412.57002
Adams, C.; Albors-Riera, C.; Haddock, B.; Li, Z.; Nishida, D.; Reinoso, B.; Wang, Luya
4
2019
Complete stability of large order statistics. Zbl 0714.62043
Li, Z. F.; Tomkins, R. J.
3
1991
On computation of arbitrage for markets with friction. Zbl 1087.91508
Deng, Xiaotie; Li, Zhongfei; Wang, Shouyang
3
2000
Job routing and operations scheduling: a network-based virtual cell formation approach. Zbl 1131.90344
Sarker, B. R.; Li, Z.
3
2001
Mean-variance portfolio optimization under stochastic income and uncertain exit time. Zbl 1184.93121
Li, Zhongfei; Xie, Shuxiang
3
2010
Minimum variance prediction for linear time-varying systems. Zbl 0879.93048
Li, Z.; Evans, R. J.; Wittenmark, B.
3
1997
Flow distribution and environmental dispersivity in a tidal wetland channel of rectangular cross-section. Zbl 1316.76124
Zeng, L.; Chen, G. Q.; Wu, Z.; Li, Z.; Wu, Y. H.; Ji, P.
3
2012
Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause. Zbl 1416.91159
Bian, Lihua; Li, Zhongfei; Yao, Haixiang
3
2018
Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston’s SV model. Zbl 1400.91563
Sun, Jingyun; Li, Zhongfei; Li, Yongwu
3
2016
Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets. Zbl 1278.91155
Zeng, Yan; Li, Zhongfei; Wu, Huiling
3
2013
Hydroelastic waves propagating in an ice-covered channel. Zbl 1460.86048
Ren, K.; Wu, G. X.; Li, Z. F.
3
2020
Optimal portfolio selection of assets with transaction costs and no short sales. Zbl 1018.91024
Li, Zhong-Fei; Li, Zhong-Xiang; Wang, Shou-Yang; Deng, Xiao-Tie
2
2001
Torsional rigidity of reinforced concrete bars with arbitrary sectional shape. Zbl 1103.74356
Li, Z.; Ko, J. M.; Ni, Y. Q.
2
2000
A polychromatic sets approach to the conceptual design of machine tools. Zbl 1068.90076
Xu, L.; Li, Z.; Li, S.; Tang, F.
2
2005
A generally applicable approximate solution for mixed mode crack-inclusion interaction. Zbl 1103.74051
Li, Z.; Sheng, Q.; Sun, J.
2
2006
Continuous-time optimal portfolio selection with liability. Zbl 1150.91398
Xie, Shuxiang; Li, Zhongfei
2
2007
An approximate solution of the interaction between an edge dislocation and an inclusion of arbitrary shape. Zbl 1192.74063
Shi, J.; Li, Z.
2
2006
The brittle fracture criterion based on the maximum tensile stress on the surface of blunt crack tip. Zbl 1192.74325
Li, Z.; Ji, Changjiang; Li, Youtang; Xu, Luoyu Roy
2
2007
The shielding effects of the crack-tip plastic zone. Zbl 1273.74526
Zhu, P.; Yang, L.; Li, Z.; Sun, J.
2
2010
Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces. Zbl 1408.90310
Huang, Yonghui; Li, Zhongfei; Guo, Xianping
2
2014
Large amplitude motions of a submerged circular cylinder in water with an ice cover. Zbl 1408.76079
Li, Z. F.; Shi, Y. Y.; Wu, G. X.
2
2017
Optimal investment strategy under time-inconsistent preferences and high-water mark contract. Zbl 1408.91188
A, Chunxiang; Li, Zhongfei; Wang, Fan
2
2016
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution. Zbl 1388.91139
Kang, Zhilin; Li, Zhongfei
2
2018
A hybrid method for linearized wave radiation and diffraction problem by a three dimensional floating structure in a polynya. Zbl 1436.65152
Li, Z. F.; Shi, Y. Y.; Wu, G. X.
2
2020
Benson proper efficiency of vector optimization of set-valued maps. Zbl 0958.90074
Li, Zhongfei
1
1998
Measuring matrix-based cell formation with alternative routings. Zbl 1140.90381
Sarker, B. R.; Li, Z.
1
1998
Global efficiency in multiobjective programming. Zbl 0955.90122
Wang, Shouyang; Li, Zhongfei; Craven, B. D.
1
1999
A minimax inequality for vector-valued mappings. Zbl 0978.90104
Li, Z. F.; Wang, S. Y.
1
1999
A closed-form solution to a dynamic portfolio optimization problem. Zbl 1127.91026
Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang
1
2005
Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection. Zbl 1138.91460
Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang
1
2006
Optimal dynamic portfolio selection with earnings-at-risk. Zbl 1148.91019
Li, Z. F.; Yang, H.; Deng, X. T.
1
2007
Optimal investment with noise trading risk. Zbl 1175.91166
Xu, Yunhui; Li, Zhongfei; Tan, Ken Seng
1
2008
Necessary conditions of the optimal multi-period proportional reinsurance strategy. Zbl 1199.91087
Li, Zhongfei; Cong, Jianfa
1
2008
Collective buckling of nonuniform nanobeams interacting through an elastic substrate. Zbl 1268.74024
Li, Z.; Feng, K.; Yang, J. S.; Tan, L.; Lin, H.
1
2010
Portfolio model and its explicit expressions of portfolio efficient frontier with minimum investment proportion constraint. Zbl 1212.91102
Yao, Haixiang; Li, Zhongfei
1
2009
Transient flow around an impulsively started cylinder using a dynamic mesh method. Zbl 1184.76758
Wang, L. Q.; Li, Z. F.; Wu, D. Z.; Hao, Z. R.
1
2007
Nonblind and semiblind space-frequency multiuser detection for multirate MC-CDMA systems. Zbl 1374.94667
Li, Z.; Latva-Aho, M.
1
2006
Periodic cracking of films supported on compliant substrates. Zbl 1270.74182
Thouless, M. D.; Li, Z.; Douville, N. J.; Takayama, S.
1
2011
Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs. Zbl 1317.90314
Chen, Shu-min; Li, Zhong-fei
1
2015
The premium of dynamic trading in a discrete-time setting. Zbl 1400.91571
Yao, Haixiang; Li, Zhongfei; Li, Xingyi
1
2016
Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function. Zbl 1369.91086
Gu, Ailing; Li, Zhongfei
1
2016
Error formulas for ideal interpolation. Zbl 1399.41003
Gong, Y. H.; Jiang, X.; Li, Z.; Zhang, S. G.
1
2016
An optimal investment strategy under Ornstein-Uhlenbeck model for a DC pension plan. Zbl 1299.91119
Gu, Ailing; Li, Zhongfei; Zeng, Yan
1
2013
Data-driven robust mean-CVaR portfolio selection under distribution ambiguity. Zbl 1407.91225
Kang, Zhilin; Li, Xun; Li, Zhongfei; Zhu, Shushang
1
2019
Finding the shortest path with vertex constraint over large graphs. Zbl 1420.05171
Yang, Yajun; Li, Zhongfei; Wang, Xin; Hu, Qinghua
1
2019
No existence of the geometric potential for a Dirac fermion on a two-dimensional curved surface of revolution. Zbl 1448.81317
Yang, Z. Q.; Zhou, X. Y.; Li, Z.; Du, W. K.; Liu, Q. H.
1
2020
Hydroelastic waves propagating in an ice-covered channel. Zbl 1460.86048
Ren, K.; Wu, G. X.; Li, Z. F.
3
2020
A hybrid method for linearized wave radiation and diffraction problem by a three dimensional floating structure in a polynya. Zbl 1436.65152
Li, Z. F.; Shi, Y. Y.; Wu, G. X.
2
2020
No existence of the geometric potential for a Dirac fermion on a two-dimensional curved surface of revolution. Zbl 1448.81317
Yang, Z. Q.; Zhou, X. Y.; Li, Z.; Du, W. K.; Liu, Q. H.
1
2020
Hyperbolicity of links in thickened surfaces. Zbl 1412.57002
Adams, C.; Albors-Riera, C.; Haddock, B.; Li, Z.; Nishida, D.; Reinoso, B.; Wang, Luya
4
2019
Data-driven robust mean-CVaR portfolio selection under distribution ambiguity. Zbl 1407.91225
Kang, Zhilin; Li, Xun; Li, Zhongfei; Zhu, Shushang
1
2019
Finding the shortest path with vertex constraint over large graphs. Zbl 1420.05171
Yang, Yajun; Li, Zhongfei; Wang, Xin; Hu, Qinghua
1
2019
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility. Zbl 1402.91217
Wang, Pei; Li, Zhongfei
8
2018
Optimal dividend strategy for a general diffusion process with time-inconsistent preferences and ruin penalty. Zbl 1408.91227
Chen, Shumin; Li, Zhongfei; Zeng, Yan
5
2018
Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause. Zbl 1416.91159
Bian, Lihua; Li, Zhongfei; Yao, Haixiang
3
2018
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution. Zbl 1388.91139
Kang, Zhilin; Li, Zhongfei
2
2018
Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk. Zbl 1394.91203
Chen, Zheng; Li, Zhongfei; Zeng, Yan; Sun, Jingyun
9
2017
Large amplitude motions of a submerged circular cylinder in water with an ice cover. Zbl 1408.76079
Li, Z. F.; Shi, Y. Y.; Wu, G. X.
2
2017
Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model. Zbl 1348.91261
Sun, Jingyun; Li, Zhongfei; Zeng, Yan
17
2016
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability. Zbl 1346.91224
Yao, Haixiang; Li, Zhongfei; Li, Duan
12
2016
Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate. Zbl 1317.90248
Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng
7
2016
Multi-period mean variance portfolio selection under incomplete information. Zbl 1420.91437
Zhang, Ling; Li, Zhongfei; Xu, Yunhui; Li, Yongwu
5
2016
Equilibrium dividend strategy with non-exponential discounting in a dual model. Zbl 1335.91065
Li, Yongwu; Li, Zhongfei; Zeng, Yan
4
2016
Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston’s SV model. Zbl 1400.91563
Sun, Jingyun; Li, Zhongfei; Li, Yongwu
3
2016
Optimal investment strategy under time-inconsistent preferences and high-water mark contract. Zbl 1408.91188
A, Chunxiang; Li, Zhongfei; Wang, Fan
2
2016
The premium of dynamic trading in a discrete-time setting. Zbl 1400.91571
Yao, Haixiang; Li, Zhongfei; Li, Xingyi
1
2016
Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function. Zbl 1369.91086
Gu, Ailing; Li, Zhongfei
1
2016
Error formulas for ideal interpolation. Zbl 1399.41003
Gong, Y. H.; Jiang, X.; Li, Z.; Zhang, S. G.
1
2016
Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria. Zbl 1401.91208
Yi, Bo; Viens, Frederi; Li, Zhongfei; Zeng, Yan
26
2015
Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston’s SV model. Zbl 1314.91128
A, Chunxiang; Li, Zhongfei
13
2015
Dynamic portfolio selection with mispricing and model ambiguity. Zbl 1311.91176
Yi, Bo; Viens, Frederi; Law, Baron; Li, Zhongfei
6
2015
Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs. Zbl 1317.90314
Chen, Shu-min; Li, Zhong-fei
1
2015
Optimal dividend strategies with time-inconsistent preferences. Zbl 1402.91671
Chen, Shumin; Li, Zhongfei; Zeng, Yan
22
2014
Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces. Zbl 1408.90310
Huang, Yonghui; Li, Zhongfei; Guo, Xianping
2
2014
Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model. Zbl 1290.91103
Yi, Bo; Li, Zhongfei; Viens, Frederi G.; Zeng, Yan
59
2013
Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps. Zbl 1284.91282
Zeng, Yan; Li, Zhongfei; Lai, Yongzeng
50
2013
Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion. Zbl 1284.91249
Li, Yongwu; Li, Zhongfei
30
2013
Mean-CVaR portfolio selection: a nonparametric estimation framework. Zbl 1349.91323
Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng
13
2013
Minimum risk probability for finite horizon semi-Markov decision processes. Zbl 1267.90169
Huang, Yonghui; Guo, Xianping; Li, Zhongfei
6
2013
Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets. Zbl 1278.91155
Zeng, Yan; Li, Zhongfei; Wu, Huiling
3
2013
An optimal investment strategy under Ornstein-Uhlenbeck model for a DC pension plan. Zbl 1299.91119
Gu, Ailing; Li, Zhongfei; Zeng, Yan
1
2013
Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model. Zbl 1284.91250
Li, Zhongfei; Zeng, Yan; Lai, Yongzeng
60
2012
Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model. Zbl 1285.91057
Gu, Ailing; Guo, Xianping; Li, Zhongfei; Zeng, Yan
48
2012
Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow. Zbl 1237.91210
Wu, Huiling; Li, Zhongfei
22
2012
Multi-period portfolio optimization for asset-liability management with bankrupt control. Zbl 1279.91146
Li, Chanjuan; Li, Zhongfei
11
2012
Optimal reinsurance-investment strategies for insurers under mean-car criteria. Zbl 1292.91099
Zeng, Yan; Li, Zhongfei
11
2012
Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated. Zbl 1264.91121
Zhang, Ling; Li, Zhongfei
6
2012
Environmental dispersion in a tidal flow through a depth-dominated wetland. Zbl 1417.76020
Wu, Zi; Zeng, L.; Chen, G. Q.; Li, Z.; Shao, Ling; Wang, P.; Jiang, Z.
4
2012
Flow distribution and environmental dispersivity in a tidal wetland channel of rectangular cross-section. Zbl 1316.76124
Zeng, L.; Chen, G. Q.; Wu, Z.; Li, Z.; Wu, Y. H.; Ji, P.
3
2012
Optimal time-consistent investment and reinsurance policies for mean-variance insurers. Zbl 1218.91167
Zeng, Yan; Li, Zhongfei
86
2011
Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon. Zbl 1231.91415
Wu, Huiling; Li, Zhongfei
16
2011
Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market. Zbl 1237.91224
Zeng, Yan; Li, Zhongfei
14
2011
Multi-scale analysis for environmental dispersion in wetland flow. Zbl 1419.76624
Wu, Zi; Li, Z.; Chen, G. Q.
9
2011
Periodic cracking of films supported on compliant substrates. Zbl 1270.74182
Thouless, M. D.; Li, Z.; Douville, N. J.; Takayama, S.
1
2011
Optimal investment-reinsurance policy for an insurance company with VaR constraint. Zbl 1231.91155
Chen, Shumin; Li, Zhongfei; Li, Kemian
40
2010
Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers. Zbl 1269.90085
Zeng, Yan; Li, Zhongfei; Liu, Jingjun
25
2010
Dynamic coupling switching control incorporating support vector machines for wheeled mobile manipulators with hybrid joints. Zbl 1191.93105
Li, Z.; Kang, Y.
6
2010
Mean-variance portfolio optimization under stochastic income and uncertain exit time. Zbl 1184.93121
Li, Zhongfei; Xie, Shuxiang
3
2010
The shielding effects of the crack-tip plastic zone. Zbl 1273.74526
Zhu, P.; Yang, L.; Li, Z.; Sun, J.
2
2010
Collective buckling of nonuniform nanobeams interacting through an elastic substrate. Zbl 1268.74024
Li, Z.; Feng, K.; Yang, J. S.; Tan, L.; Lin, H.
1
2010
Portfolio model and its explicit expressions of portfolio efficient frontier with minimum investment proportion constraint. Zbl 1212.91102
Yao, Haixiang; Li, Zhongfei
1
2009
Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach. Zbl 1141.91474
Xie, Shuxiang; Li, Zhongfei; Wang, Shouyang
36
2008
Multi-period portfolio selection for asset-liability management with uncertain investment horizon. Zbl 1160.90544
Yi, Lan; Li, Zhongfei; Li, Duan
14
2008
\(\epsilon \)-conjugate maps and \(\epsilon \)-conjugate duality in vector optimization with set-valued maps. Zbl 1152.90593
Jia, Ji-Hong; Li, Zhong-Fei
4
2008
Optimal investment with noise trading risk. Zbl 1175.91166
Xu, Yunhui; Li, Zhongfei; Tan, Ken Seng
1
2008
Necessary conditions of the optimal multi-period proportional reinsurance strategy. Zbl 1199.91087
Li, Zhongfei; Cong, Jianfa
1
2008
Continuous-time optimal portfolio selection with liability. Zbl 1150.91398
Xie, Shuxiang; Li, Zhongfei
2
2007
The brittle fracture criterion based on the maximum tensile stress on the surface of blunt crack tip. Zbl 1192.74325
Li, Z.; Ji, Changjiang; Li, Youtang; Xu, Luoyu Roy
2
2007
Optimal dynamic portfolio selection with earnings-at-risk. Zbl 1148.91019
Li, Z. F.; Yang, H.; Deng, X. T.
1
2007
Transient flow around an impulsively started cylinder using a dynamic mesh method. Zbl 1184.76758
Wang, L. Q.; Li, Z. F.; Wu, D. Z.; Hao, Z. R.
1
2007
A generally applicable approximate solution for mixed mode crack-inclusion interaction. Zbl 1103.74051
Li, Z.; Sheng, Q.; Sun, J.
2
2006
An approximate solution of the interaction between an edge dislocation and an inclusion of arbitrary shape. Zbl 1192.74063
Shi, J.; Li, Z.
2
2006
Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection. Zbl 1138.91460
Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang
1
2006
Nonblind and semiblind space-frequency multiuser detection for multirate MC-CDMA systems. Zbl 1374.94667
Li, Z.; Latva-Aho, M.
1
2006
A minimax portfolio selection strategy with equilibrium. Zbl 1066.91039
Deng, Xiao-Tie; Li, Zhong-Fei; Wang, Shou-Yang
34
2005
Ore polynomial rings in one variable in computer algebra. Zbl 1127.16302
Abramov, S. A.; Le, H. Q.; Li, Z.
8
2005
A polychromatic sets approach to the conceptual design of machine tools. Zbl 1068.90076
Xu, L.; Li, Z.; Li, S.; Tang, F.
2
2005
A closed-form solution to a dynamic portfolio optimization problem. Zbl 1127.91026
Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang
1
2005
Computational complexity of arbitrage in frictional security market. Zbl 1066.91560
Deng, Xiaotie; Li, Zhongfei; Wang, Shouyang
4
2002
Job routing and operations scheduling: a network-based virtual cell formation approach. Zbl 1131.90344
Sarker, B. R.; Li, Z.
3
2001
Optimal portfolio selection of assets with transaction costs and no short sales. Zbl 1018.91024
Li, Zhong-Fei; Li, Zhong-Xiang; Wang, Shou-Yang; Deng, Xiao-Tie
2
2001
A linear programming algorithm for optimal portfolio selection with transaction costs. Zbl 1080.93573
Li, Zhong-Fei; Wang, Shou-Yang; Deng, Xiao-Tie
11
2000
On computation of arbitrage for markets with friction. Zbl 1087.91508
Deng, Xiaotie; Li, Zhongfei; Wang, Shouyang
3
2000
Torsional rigidity of reinforced concrete bars with arbitrary sectional shape. Zbl 1103.74356
Li, Z.; Ko, J. M.; Ni, Y. Q.
2
2000
Global efficiency in multiobjective programming. Zbl 0955.90122
Wang, Shouyang; Li, Zhongfei; Craven, B. D.
1
1999
A minimax inequality for vector-valued mappings. Zbl 0978.90104
Li, Z. F.; Wang, S. Y.
1
1999
Benson proper efficiency in the vector optimization of set-valued maps. Zbl 0913.90235
Li, Z. F.
56
1998
\(\varepsilon\)-approximate solutions in multiobjective optimization. Zbl 0916.90242
Li, Zhongfei; Wang, Shouyang
21
1998
Connectedness of super efficient sets in vector optimization of set-valued maps. Zbl 0928.90081
Li, Zhong-Fei; Wang, Shou-Yang
9
1998
A type of minimax inequality for vector-valued mappings. Zbl 0913.90275
Li, Z. F.; Wang, S. Y.
9
1998
Benson proper efficiency of vector optimization of set-valued maps. Zbl 0958.90074
Li, Zhongfei
1
1998
Measuring matrix-based cell formation with alternative routings. Zbl 1140.90381
Sarker, B. R.; Li, Z.
1
1998
Lagrangian multipliers, saddle points, and duality in vector optimization of set-valued maps. Zbl 0893.90150
Li, Zhongfei; Chen, Guangya
32
1997
Minimum-variance control of linear time-varying systems. Zbl 0885.93056
Li, Z.; Evans, R. J.
4
1997
Minimum variance prediction for linear time-varying systems. Zbl 0879.93048
Li, Z.; Evans, R. J.; Wittenmark, B.
3
1997
Two types of duality in multiobjective fractional programming. Zbl 0874.90168
Coladas, L.; Li, Z.; Wang, S.
4
1996
Paréto equilibria in multicriteria metagames. Zbl 0853.90129
Wang, Shou Yang; Li, Zhong Fei
5
1995
Lagrange multipliers and saddle points in multiobjective programming. Zbl 0823.90107
Li, Z. F.; Wang, S. Y.
32
1994
Optimality conditions for multiobjective and nonsmooth minimisation in abstract spaces. Zbl 0827.90121
Coladas, L.; Li, Z.; Wang, S.
11
1994
Scalarization and Lagrange duality in multiobjective optimization. Zbl 0817.90100
Wang, S.; Li, Z.
16
1992
Complete stability of large order statistics. Zbl 0714.62043
Li, Z. F.; Tomkins, R. J.
3
1991
Modeling the olfactory bulb and its neural oscillatory processings. Zbl 0675.92005
Li, Z.; Hopfield, J. J.
17
1989
all top 5

Cited by 614 Authors

38 Li, Zhongfei
28 Zeng, Yan
20 Li, Danping
19 Rong, Ximin
17 Zhao, Hui
15 Shen, Yang
14 Yao, Haixiang
11 Wang, Shouyang
10 Novo-Sanjurjo, Vicente
9 Chen, Ping
9 Guan, Guohui
9 Jin, Zhuo
9 Liang, Zongxia
9 Wu, Huiling
8 Huang, Xiaoxia
8 Zhang, Ling
7 Gu, Ailing
7 Wong, Hoi Ying
6 Chen, Zhiping
6 Dang, Duy Minh
6 Forsyth, Peter A.
6 Guo, Xianping
6 Gutiérrez, César
6 Lai, Yongzeng
6 Li, Xun
6 Mehra, Aparna
6 Sun, Zhongyang
6 Viens, Frederi G.
6 Weng, Chengguo
6 Yang, Xinmin
6 Yi, Bo
6 Zhou, Jieming
5 Chen, Shou
5 Chen, Shumin
5 Ding, Xie Ping
5 Hu, Duni
5 Huang, Nan-Jing
5 Khorram, Esmaile
5 Li, Bin
5 Li, Duan
5 Peng, Xingchun
5 Sun, Jingyun
5 Teo, Kok Lay
5 Wang, Hailong
5 Yang, Peng
5 Young, Virginia R.
5 Yu, Guolin
5 Zhang, Xin
5 Zhang, Yan
4 Adán, Miguel
4 Chang, Hao
4 Chen, Lv
4 Cui, Xiangyu
4 Deng, Chao
4 Guo, Junyi
4 Huang, Ya
4 Jiménez, Bienvenido
4 Li, Xiang
4 Li, Yongwu
4 Liang, Zhibin
4 Pan, Jian
4 Pun, Chi Seng
4 Qian, Linyi
4 Van Staden, Pieter M.
4 Wang, Ning
4 Xiao, Helu
4 Xu, Lin
4 Yang, Hailiang
4 Yao, Dingjun
4 Yao, Jen-Chih
4 Yuen, Kam Chuen
4 Zhang, Nan
4 Zhou, Zhongbao
3 A, Chunxiang
3 Ansari, Qamrul Hasan
3 Bhatia, Davinder
3 Bi, Junna
3 Cai, Jun
3 Chen, Fenge
3 Chen, Peimin
3 Delong, Łukasz
3 Deng, Xiao-Tie
3 Dong, Yinghui
3 Du, Ziping
3 Gong, Xunhua
3 Kang, Zhilin
3 Landriault, David
3 Li, Shengjie
3 Li, Shuanming
3 Lindensjö, Kristoffer
3 Liu, Yongjun
3 Meng, Hui
3 Sach, Pham Huu
3 Siu, Tak Kuen
3 Sun, Yufei
3 Wang, Guojing
3 Wang, Liyuan
3 Wang, Pei
3 Wang, Qilin
3 Wang, Suxin
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Cited in 113 Serials

91 Insurance Mathematics & Economics
27 Journal of Optimization Theory and Applications
26 European Journal of Operational Research
25 Journal of Industrial and Management Optimization
23 Journal of Computational and Applied Mathematics
22 Mathematical Problems in Engineering
17 Optimization
12 Journal of Mathematical Analysis and Applications
11 Journal of Systems Science and Complexity
10 Scandinavian Actuarial Journal
8 Operations Research Letters
8 Abstract and Applied Analysis
7 Annals of Operations Research
7 Mathematical Methods of Operations Research
7 Discrete Dynamics in Nature and Society
6 Acta Mathematicae Applicatae Sinica. English Series
5 Computers & Mathematics with Applications
5 International Journal of Control
5 Journal of Economic Dynamics & Control
5 Journal of Global Optimization
5 Soft Computing
5 Quantitative Finance
4 Applied Mathematics and Optimization
4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
4 Numerical Functional Analysis and Optimization
4 Methodology and Computing in Applied Probability
4 SIAM Journal on Financial Mathematics
4 Annals of Finance
4 Mathematical Control and Related Fields
3 Applied Mathematics and Computation
3 Automatica
3 Information Sciences
3 Communications in Statistics. Theory and Methods
3 Optimization Methods & Software
3 Journal of Inequalities and Applications
3 International Journal of Theoretical and Applied Finance
3 The ANZIAM Journal
2 International Journal of General Systems
2 International Journal of Systems Science
2 Chaos, Solitons and Fractals
2 Optimal Control Applications & Methods
2 Statistics & Probability Letters
2 Applied Mathematics and Mechanics. (English Edition)
2 Computers & Operations Research
2 Asia-Pacific Journal of Operational Research
2 Automation and Remote Control
2 Applied Mathematics. Series B (English Edition)
2 Computational and Applied Mathematics
2 Top
2 Complexity
2 Positivity
2 RAIRO. Operations Research
2 ASTIN Bulletin
2 Journal of Applied Mathematics and Computing
2 Fuzzy Optimization and Decision Making
2 Fixed Point Theory and Applications
2 Mathematics and Financial Economics
2 Journal of Nonlinear Science and Applications
2 Science China. Mathematics
2 Numerical Algebra, Control and Optimization
2 Journal of the Operations Research Society of China
2 Journal of Dynamics and Games
2 Journal of Function Spaces
1 Bulletin of the Australian Mathematical Society
1 Fuzzy Sets and Systems
1 Numerische Mathematik
1 Opsearch
1 SIAM Journal on Control and Optimization
1 Theoretical Computer Science
1 Theory and Decision
1 Systems & Control Letters
1 Bulletin of the Korean Mathematical Society
1 Stochastic Analysis and Applications
1 Numerical Methods for Partial Differential Equations
1 Applied Mathematics Letters
1 Mathematical and Computer Modelling
1 Economics Letters
1 The Annals of Applied Probability
1 Discrete Event Dynamic Systems
1 Applied Mathematical Modelling
1 International Journal of Computer Mathematics
1 Stochastic Processes and their Applications
1 Computational Optimization and Applications
1 Computational Economics
1 Filomat
1 INFORMS Journal on Computing
1 Finance and Stochastics
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 Journal of Shanghai University
1 Journal of Applied Mathematics
1 Stochastic Models
1 Sādhanā
1 OR Spectrum
1 North American Actuarial Journal
1 Asia-Pacific Financial Markets
1 Advances in Difference Equations
1 Iranian Journal of Fuzzy Systems
1 Journal of Biological Dynamics
1 Optimization Letters
1 Nonlinear Analysis. Hybrid Systems
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