Lihua Bai

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Reinforcement Learning for optimal dividend problem under diffusion model	2023-09-18	Paper
Optimal pairs trading of mean-reverting processes over multiple assets	2023-07-26	Paper
Optimal proportional reinsurance and pairs trading under exponential utility criterion for the insurer	2022-11-14	Paper
Channel-based coherence of quantum states	2022-09-26	Paper
Functional‐coefficient regression models with GARCH errors	2022-08-02	Paper
Minimizing ruin probability under the Sparre Anderson model	2022-05-30	Paper
Optimal dividend and reinsurance problem for an insurance\\ company with dependent risks	2022-03-21	Paper
Dynamic stochastic cooperative reinsurance strategy in a\\ continuous time model	2022-03-21	Paper
The optimal time to merge for two insurance companies	2022-03-21	Paper
Optimal Investment and Dividend Strategy under Renewal Risk Model	2022-01-07	Paper
https://portal.mardi4nfdi.de/entity/Q3308029	2020-08-12	Paper
Minimizing the Ruin Probability under the Sparre Andersen Model	2020-04-17	Paper
Optimal singular dividend problem under the Sparre Andersen model	2020-02-26	Paper
On Optimal Dividend and Investment Strategy under Renewal Risk Models	2019-08-30	Paper
Optimal dividend and investment problems under Sparre Andersen model	2018-03-08	Paper
Minimizing expected time to reach a given capital level before ruin	2017-10-20	Paper
Optimal control with restrictions for a diffusion risk model under constant interest force	2016-03-08	Paper
Stochastic differential equations driven by fractional Brownian motion and Poisson point process	2015-05-19	Paper
OPTIMAL TIME-CONSISTENT PORTFOLIO AND CONTRIBUTION SELECTION FOR DEFINED BENEFIT PENSION SCHEMES UNDER MEAN–VARIANCE CRITERION	2014-11-12	Paper
Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting	2014-06-23	Paper
Optimal investment with a value-at-risk constraint	2014-05-16	Paper
Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints	2012-11-15	Paper
On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs	2012-10-26	Paper
Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer	2011-11-17	Paper
Optimal investment and proportional reinsurance with constrained control variables	2011-11-17	Paper
Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes	2011-03-21	Paper
Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection	2011-02-25	Paper
Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes	2011-02-22	Paper
Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes	2010-12-20	Paper
Dynamic mean-variance problem with constrained risk control for the insurers	2009-03-25	Paper
DYNAMIC MEAN-VARIANCE OPTIMIZATION UNDER CLASSICAL RISK MODEL WITH FRACTIONAL BROWNIAN MOTION PERTURBATION	2009-02-26	Paper
https://portal.mardi4nfdi.de/entity/Q3599299	2009-02-03	Paper
Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint	2008-06-25	Paper
Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach	2008-03-14	Paper
https://portal.mardi4nfdi.de/entity/Q2748761	2001-10-21	Paper
https://portal.mardi4nfdi.de/entity/Q4525843	2001-08-19	Paper
https://portal.mardi4nfdi.de/entity/Q4391848	1998-09-30	Paper
https://portal.mardi4nfdi.de/entity/Q4388480	1998-05-07	Paper

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