Yanfei Bai

MaRDI QIDQ2031382zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A Stackelberg reinsurance-investment game with derivatives trading Boundary Value Problems	2023-06-27	Paper
Numerical pricing of exchange option with stock liquidity under Bayesian statistical method Communications in Statistics: Theory and Methods	2022-06-01	Paper
Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns Communications in Statistics: Theory and Methods	2022-05-18	Paper
A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market Mathematical Methods of Operations Research	2022-02-11	Paper
A Stackelberg reinsurance-investment game with asymmetric information and delay Optimization	2021-11-23	Paper
A hybrid stochastic differential reinsurance and investment game with bounded memory European Journal of Operational Research	2021-11-09	Paper
A non-zero-sum reinsurance-investment game with delay and asymmetric information Journal of Industrial and Management Optimization	2021-06-09	Paper
Optimal dividend and capital injection problem in a BMAP model	2017-01-06	Paper

Research outcomes over time

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