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Dongchen Li
标题
引用次数
引用次数
年份
On minimizing drawdown risks of lifetime investments
X Chen, D Landriault, B Li, D Li
Insurance: Mathematics and Economics 65, 46-54, 2015
382015
Optimality of excess-loss reinsurance under a mean–variance criterion
D Li, D Li, VR Young
Insurance: Mathematics and Economics 75, 82-89, 2017
352017
Stackelberg differential game for insurance under model ambiguity
J Cao, D Li, VR Young, B Zou
Insurance: Mathematics and Economics 106, 128-145, 2022
202022
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
122023
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
122016
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
112021
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
72023
Stackelberg reinsurance chain under model ambiguity
J Cao, D Li, VR Young, B Zou
Scandinavian Actuarial Journal 2024 (4), 329 - 360, 2024
52024
Equilibrium reporting strategy: Two rate classes and full insurance
J Cao, D Li, VR Young, B Zou
Journal of Risk and Insurance, 2023
22023
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
12024
Strategic Underreporting and Optimal Deductible Insurance
J Cao, D Li, VR Young, B Zou
ASTIN Bulletin, 2024
12024
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
12023
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
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