Danping Li

Danping Li

Tianjin University - Tianjin / China
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 755411
天津大学
person_outline Danping Li's MOST POPULAR ARTICLES
1-) Robust equilibrium reinsurance-investment strategy for a mean–variance insurer in a model with jumpsY Zeng, D Li, A GuInsurance: Mathematics and Economics 66, 138-152, 20161072016
2-) Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumpsD Li, Y Zeng, H YangScandinavian Actuarial Journal 2018 (2), 145-171, 2018652018
3-) Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatilityY Zeng, D Li, Z Chen, Z YangJournal of Economic Dynamics and Control 88, 70-103, 2018752018
4-) Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV modelD Li, X Rong, H Zhao, B YiInsurance: Mathematics and Economics 72, 6-20, 2017772017
5-) Time-consistent reinsurance–investment strategy for an insurer and a reinsurer with mean–variance criterion under the CEV modelD Li, X Rong, H ZhaoJournal of Computational and Applied Mathematics 283, 142-162, 2015742015