| Robust equilibrium reinsurance-investment strategy for a mean–variance insurer in a model with jumps Y Zeng, D Li, A Gu Insurance: Mathematics and Economics 66, 138-152, 2016 | 127 | 2016 |
| Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps D Li, Y Zeng, H Yang Scandinavian Actuarial Journal 2018 (2), 145-171, 2018 | 88 | 2018 |
| Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility Y Zeng, D Li, Z Chen, Z Yang Journal of Economic Dynamics and Control 88, 70-103, 2018 | 75 | 2018 |
| Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model D Li, X Rong, H Zhao, B Yi Insurance: Mathematics and Economics 72, 6-20, 2017 | 74 | 2017 |
| Dynamic derivative-based investment strategy for mean–variance asset–liability management with stochastic volatility D Li, Y Shen, Y Zeng Insurance: Mathematics and Economics 78, 72-86, 2018 | 72 | 2018 |
| Time-consistent reinsurance–investment strategy for an insurer and a reinsurer with mean–variance criterion under the CEV model D Li, X Rong, H Zhao Journal of Computational and Applied Mathematics 283, 142-162, 2015 | 72 | 2015 |
| Time-consistent reinsurance–investment strategy for a mean–variance insurer under stochastic interest rate model and inflation risk D Li, X Rong, H Zhao Insurance: Mathematics and Economics 64, 28-44, 2015 | 45 | 2015 |
| Optimal reinsurance–investment problem for maximizing the product of the insurer’s and the reinsurer’s utilities under a CEV model D Li, X Rong, H Zhao Journal of Computational and Applied Mathematics 255, 671-683, 2014 | 42 | 2014 |
| Equilibrium strategies for the mean-variance investment problem over a random horizon D Landriault, B Li, D Li, VR Young SIAM Journal on Financial Mathematics 9 (3), 1046-1073, 2018 | 37 | 2018 |
| Alpha-robust mean-variance reinsurance-investment strategy B Li, D Li, D Xiong Journal of Economic Dynamics and Control 70, 101-123, 2016 | 37 | 2016 |
| Optimality of excess-loss reinsurance under a mean–variance criterion D Li, D Li, VR Young Insurance: Mathematics and Economics 75, 82-89, 2017 | 33 | 2017 |
| Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model D Li, X Rong, H Zhao Computational and Applied Mathematics 35 (2), 533-557, 2016 | 30 | 2016 |
| Optimal investment problem with taxes, dividends and transaction costs under the constant elasticity of variance (CEV) model D Li, X Rong, H Zhao WSEAS Transactions on Mathematics 12 (3), 243-245, 2013 | 29 | 2013 |
| Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility L Zhang, D Li, Y Lai Journal of Computational and Applied Mathematics 368, 112536, 2020 | 23 | 2020 |
| Stackelberg differential game for reinsurance: Mean-variance framework and random horizon D Li, VR Young Insurance: Mathematics and Economics 102, 42-55, 2022 | 22 | 2022 |
| Optimal reinsurance to minimize the discounted probability of ruin under ambiguity D Li, VR Young Insurance: Mathematics and Economics 87, 143-152, 2019 | 22 | 2019 |
| The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model D Li, X Rong, H Zhao IMA Journal of Management Mathematics 27 (2), 255-280, 2016 | 21 | 2016 |
| Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model D Li, X Rong, H Zhao Journal of Systems Science and complexity 29 (2), 428-454, 2016 | 21 | 2016 |
| Equilibrium excess-of-loss reinsurance–investment strategy for a mean–variance insurer under stochastic volatility model D Li, X Rong, H Zhao Communications in Statistics-Theory and Methods 46 (19), 9459-9475, 2017 | 16 | 2017 |
| The spillage effect of the transfer behavior of coal resource-exhausted enterprises and science and technology projects C Li, D Li, M Dong Resources Policy 62, 385-396, 2019 | 14 | 2019 |
