Yongwu 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
Optimal Liquidity and Risk Management: The Use of CAT Bonds North American Actuarial Journal	2025-10-14	Paper
Equilibrium investment strategy with learning about equity return Journal of Systems Science and Complexity	2025-07-30	Paper
Robust Risk Control with Reinsurance and CAT Bonds North American Actuarial Journal	2025-04-07	Paper
The value of blockchain technology in supply chains with capital constraints: from the perspective of demand volatility International Transactions in Operational Research	2024-06-25	Paper
A new hybrid optimization ensemble learning approach for carbon price forecasting Applied Mathematical Modelling	2021-11-17	Paper
A simple survey for supply chain finance risk management with applications of blockchain Stochastic Models in Reliability, Network Security and System Safety	2020-08-10	Paper
Dividend optimization for jump-diffusion model with solvency constraints Operations Research Letters	2020-04-07	Paper
Multi-period mean variance portfolio selection under incomplete information Applied Stochastic Models in Business and Industry	2019-02-08	Paper
Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model Mathematical Problems in Engineering	2018-10-12	Paper
Optimal insurance design with a bonus Insurance Mathematics & Economics	2017-11-23	Paper
Equilibrium dividend strategy with non-exponential discounting in a dual model Journal of Optimization Theory and Applications	2016-04-22	Paper
Time-consistent investment strategy under partial information Insurance Mathematics & Economics	2015-12-14	Paper
Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion Insurance Mathematics & Economics	2014-04-15	Paper

Research outcomes over time

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