Fenge Chen

Available identifiers

zbMath Open chen.fengeMaRDI QIDQ2514621

List of research outcomes

Publication	Date of Publication	Type
A non-zero-sum stochastic differential game between two mean-variance insurers with inside information	2023-03-29	Paper
DETERMINISTIC INVESTMENT STRATEGY IN A DC PENSION PLAN WITH INFLATION RISK UNDER MEAN-VARIANCE CRITERION	2022-11-22	Paper
Optimal deterministic reinsurance and investment for an insurer under mean–variance criterion	2022-05-23	Paper
Risk minimization for an insurer with investment and reinsurance via g-expectation	2022-05-20	Paper
Mean-variance asset–liability management with partial information and uncertain time horizon	2021-08-19	Paper
Robust optimal investment and reinsurance for an insurer with inside information	2021-03-17	Paper
Optimal investment and risk control for an insurer with partial information in an anticipating environment	2018-12-14	Paper
Optimal investment, consumption and proportional reinsurance under model uncertainty	2015-02-03	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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