On minimizing drawdown risks of lifetime investments X Chen, D Landriault, B Li, D Li Insurance: Mathematics and Economics 65, 46-54, 2015 | 38 | 2015 |
Optimality of excess-loss reinsurance under a mean–variance criterion D Li, D Li, VR Young Insurance: Mathematics and Economics 75, 82-89, 2017 | 35 | 2017 |
Stackelberg differential game for insurance under model ambiguity J Cao, D Li, VR Young, B Zou Insurance: Mathematics and Economics 106, 128-145, 2022 | 20 | 2022 |
Reinsurance games with two reinsurers: Tree versus chain J Cao, D Li, VR Young, B Zou European Journal of Operational Research 310 (2), 928 - 941, 2023 | 12 | 2023 |
A pair of optimal reinsurance–investment strategies in the two-sided exit framework D Landriault, B Li, D Li, D Li Insurance: Mathematics and Economics 71, 284-294, 2016 | 12 | 2016 |
High‐water mark fee structure in variable annuities D Landriault, B Li, D Li, Y Wang Journal of Risk and Insurance 88 (4), 1057-1094, 2021 | 11 | 2021 |
Stackelberg differential game for insurance under model ambiguity: general divergence J Cao, D Li, VR Young, B Zou Scandinavian Actuarial Journal 2023(7), 735-763, 2023 | 7 | 2023 |
Stackelberg reinsurance chain under model ambiguity J Cao, D Li, VR Young, B Zou Scandinavian Actuarial Journal 2024 (4), 329 - 360, 2024 | 5 | 2024 |
Equilibrium reporting strategy: Two rate classes and full insurance J Cao, D Li, VR Young, B Zou Journal of Risk and Insurance, 2023 | 2 | 2023 |
Optimal Insurance to Maximize Exponential Utility when Premium is Computed by a Convex Functional J Cao, D Li, VR Young, B Zou SIAM Journal on Financial Mathematics 15 (1), SC15-SC27, 2024 | 1 | 2024 |
Strategic Underreporting and Optimal Deductible Insurance J Cao, D Li, VR Young, B Zou ASTIN Bulletin, 2024 | 1 | 2024 |
Reinsurance games with n variance-premium reinsurers: from tree to chain J Cao, D Li, VR Young, B Zou ASTIN Bulletin 53 (3), 706-728, 2023 | 1 | 2023 |
Optimal Loss Reporting in Continuous Time with Full Insurance J Cao, D Li, VR Young, B Zou Available at SSRN 4836749, 2024 | | 2024 |
Equilibrium Loss Reporting for a Risk-Averse Insured of Deductible Insurance J Cao, D Li, VR Young, B Zou Available at SSRN 4549720, 2023 | | 2023 |
Maximizing expected exponential utility of consumption with a constraint on expected time in poverty D Li, VR Young Annals of Finance 16, 63-99, 2020 | | 2020 |
On Some Stochastic Optimal Control Problems in Actuarial Mathematics D Li University of Waterloo, 2017 | | 2017 |