Bin Li

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion	2023-09-28	Paper
Optimal Stopping for Exponential Lévy Models with Weighted Discounting	2023-08-15	Paper
Bridging the first and last passage times for Lévy models	2023-02-23	Paper
Robust utility maximization with extremely ambiguity-loving and ambiguity-aversion preferences	2022-06-30	Paper
General drawdown of general tax model in a time-homogeneous Markov framework	2021-12-01	Paper
On the analysis of deep drawdowns for the Lévy insurance risk model	2021-10-19	Paper
A dynamic pricing game for general insurance market	2021-02-11	Paper
On occupation times in the red of Lévy risk models	2020-08-03	Paper
Optimal reinsurance-investment strategy for a dynamic contagion claim model	2020-08-03	Paper
On the distribution of classic and some exotic ruin times	2019-11-28	Paper
Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization	2019-07-26	Paper
Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon	2018-10-31	Paper
Poissonian potential measures for Lévy risk models	2018-10-19	Paper
A temporal approach to the Parisian risk model	2018-09-26	Paper
A unified approach for drawdown (drawup) of time-homogeneous Markov processes	2018-09-26	Paper
Alpha-robust mean-variance reinsurance-investment strategy	2018-08-10	Paper
Drawdown analysis for the renewal insurance risk process	2018-07-13	Paper
Expected utility of the drawdown-based regime-switching risk model with state-dependent termination	2018-04-12	Paper
A note on the convexity of ruin probabilities	2017-05-24	Paper
On magnitude, asymptotics and duration of drawdowns for Lévy models	2017-01-11	Paper
A pair of optimal reinsurance-investment strategies in the two-sided exit framework	2016-12-14	Paper
On minimizing drawdown risks of lifetime investments	2015-12-14	Paper
On the Frequency of Drawdowns for Brownian Motion Processes	2015-05-29	Paper
Analysis of a drawdown-based regime-switching Lévy insurance model	2015-03-13	Paper
The Joint Laplace Transforms for Diffusion Occupation Times	2014-01-31	Paper
A Time-Homogeneous Diffusion Model with Tax	2013-04-25	Paper

Research outcomes over time

This page was built for person: Bin Li