X.-F. Li

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
Uncertain generalized mean reversion interest rate risk model with applications to financial instruments Journal of Industrial and Management Optimization	2026-02-23	Paper
Mean-variance asset-liability management: from surplus optimization to liability-driven investment Journal of Industrial and Management Optimization	2026-02-23	Paper
Heterogeneous reinsurance premiums under a trilateral stochastic differential game Stochastic Models	2025-10-24	Paper
Direct-store-delivery strategy of a supply chain considering corporate social responsibility and pre-sales service under demand uncertainty Journal of Industrial and Management Optimization	2024-05-14	Paper
Asset-liability management with state-dependent utility in the regime-switching market Stochastic Models	2023-08-10	Paper
Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model Stochastic Models	2022-04-22	Paper
The optimal investment, liability and dividends in insurance Journal of the Operations Research Society of China	2021-11-05	Paper
Barrier options pricing with joint distribution of Gaussian process and its maximum International Journal of Theoretical and Applied Finance	2017-10-13	Paper
A note on uncertain sequence International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems	2015-11-04	Paper
Critical load for buckling of non-prismatic columns under self-weight and tip force Mechanics Research Communications	2013-09-13	Paper

Research outcomes over time

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