Bin Li

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Person:502878

Available identifiers

zbMath Open li.binMaRDI QIDQ502878

List of research outcomes





PublicationDate of PublicationType
Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion2023-09-28Paper
Optimal Stopping for Exponential Lévy Models with Weighted Discounting2023-08-15Paper
Bridging the first and last passage times for Lévy models2023-02-23Paper
Robust utility maximization with extremely ambiguity-loving and ambiguity-aversion preferences2022-06-30Paper
General drawdown of general tax model in a time-homogeneous Markov framework2021-12-01Paper
On the analysis of deep drawdowns for the Lévy insurance risk model2021-10-19Paper
A dynamic pricing game for general insurance market2021-02-11Paper
On occupation times in the red of Lévy risk models2020-08-03Paper
Optimal reinsurance-investment strategy for a dynamic contagion claim model2020-08-03Paper
On the distribution of classic and some exotic ruin times2019-11-28Paper
Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization2019-07-26Paper
Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon2018-10-31Paper
Poissonian potential measures for Lévy risk models2018-10-19Paper
A temporal approach to the Parisian risk model2018-09-26Paper
A unified approach for drawdown (drawup) of time-homogeneous Markov processes2018-09-26Paper
Alpha-robust mean-variance reinsurance-investment strategy2018-08-10Paper
Drawdown analysis for the renewal insurance risk process2018-07-13Paper
Expected utility of the drawdown-based regime-switching risk model with state-dependent termination2018-04-12Paper
A note on the convexity of ruin probabilities2017-05-24Paper
On magnitude, asymptotics and duration of drawdowns for Lévy models2017-01-11Paper
A pair of optimal reinsurance-investment strategies in the two-sided exit framework2016-12-14Paper
On minimizing drawdown risks of lifetime investments2015-12-14Paper
On the Frequency of Drawdowns for Brownian Motion Processes2015-05-29Paper
Analysis of a drawdown-based regime-switching Lévy insurance model2015-03-13Paper
The Joint Laplace Transforms for Diffusion Occupation Times2014-01-31Paper
A Time-Homogeneous Diffusion Model with Tax2013-04-25Paper

Research outcomes over time

This page was built for person: Bin Li