Lv Chen

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
Optimal individual health insurance strategy combined investment, consumption, income and public insurance Journal of Industrial and Management Optimization	2026-03-06	Paper
Equilibrium reinsurance strategy and mean residual life function Acta Mathematicae Applicatae Sinica. English Series	2024-07-02	Paper
Optimal VIX-linked structure for the target benefit pension plan ASTIN Bulletin	2024-04-30	Paper
Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion Mathematical Finance	2023-09-28	Paper
Practical multi-party quantum homomorphic encryption Theoretical Computer Science	2023-08-18	Paper
Optimal investment strategy for an insurer with partial information in capital and insurance markets Journal of Industrial and Management Optimization	2023-03-29	Paper
Optimal investment and consumption strategies for pooled annuity with partial information Insurance Mathematics & Economics	2023-02-03	Paper
A continuous-time theory of reinsurance chains Insurance Mathematics & Economics	2020-11-19	Paper
Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework Insurance Mathematics & Economics	2019-09-19	Paper
On a new paradigm of optimal reinsurance: a stochastic Stackelberg differential game between an insurer and a reinsurer ASTIN Bulletin	2018-06-06	Paper
Optimal reinsurance and investment strategy with two piece utility function Journal of Industrial and Management Optimization	2017-06-12	Paper
Constrained investment-reinsurance optimization with regime switching under variance premium principle Insurance Mathematics & Economics	2016-12-14	Paper

Research outcomes over time

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