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内部出版物
在“
Elsevier电子期刊
”中,
命中:
6
条,耗时:0.1439308 秒
1.
Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
作者:
Shumin Chen
a
;
chenshumin1@g
mail
.com"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
;
Xi Wang
b
;
lnswx@
mail
.
sysu
.edu.cn"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
;
Yinglu Deng
c
;
dengyl@sem.tsinghua.edu.cn"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
;
Yan Zeng
b
;
zengy
36@
mail
.
sysu
.edu.cn"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
关键词:
Optimal dividend-financing strategy
;
Time preference
;
Quasi-hyperbolic discount function
;
Time-inconsistent
;
Dual risk model
刊名:Insurance: Mathematics and Economics
出版年:2016
2.
Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model
作者:
Jingyun Sun
a
;
sunjy13@lzu.edu.cn"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
;
Zhongfei Li
b
;
lnslzf@
mail
.
sysu
.edu.cn"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
;
Yan Zeng
c
;
zengy
36@
mail
.
sysu
.edu.cn"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
关键词:
Defined contribution pension plan
;
Precommitment strategy
;
Equilibrium strategy
;
Mean&ndash
;
variance criterion
;
Jump&ndash
;
diffusion process
刊名:Insurance: Mathematics and Economics
出版年:2016
3.
Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security
作者:
Hui Zhao
a
;
zhaohuimath@tju.edu.cn"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
;
Yang Shen
b
;
skyshen87@g
mail
.com"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
;
Yan Zeng
c
;
zengy
36@
mail
.
sysu
.edu.cn"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
关键词:
Defaultable bond
;
Time-consistent strategy
;
Investment and reinsurance
;
Mean-variance criterion
;
Insurer
刊名:Journal of Mathematical Analysis and Applications
出版年:2016
4.
Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
作者:
Xin Zhang
a
;
x.zhang.seu@fox
mail
.com"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
;
Hui Meng
b
;
menghuidragon@126.com"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
;
Yan Zeng
c
;
zengy
36@
mail
.
sysu
.edu.cn"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
关键词:
C61
;
G11
;
G22
刊名:Insurance: Mathematics and Economics
出版年:2016
5.
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
作者:
Yan Zeng
a
;
zengy
36@
mail
.
sysu
.edu.cn"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
;
Danping Li
b
;
lidanping@tju.edu.cn"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
;
Ailing Gu
c
;
ailing727@sohu.com"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
关键词:
C61
;
G11
;
G22
刊名:Insurance: Mathematics and Economics
出版年:2016
6.
Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk
作者:
Huiling Wu
a
;
sunnyling168@hot
mail
.com"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
;
Yan Zeng
b
;
zengy
36@
mail
.
sysu
.edu.cn"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
关键词:
Defined-contribution pension scheme
;
Equilibrium investment strategy
;
Mortality risk
;
Generalized mean&ndash
;
variance criterion
;
Time-inconsistency
刊名:Insurance: Mathematics and Economics
出版年:2015
1
按检索点细分(6)
作者(6)
按出版年细分(6)
2016年(5)
2015年(1)
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