Xingchun Peng

Available identifiers

zbMath Open peng.xingchunMaRDI QIDQ517214

List of research outcomes

Publication	Date of Publication	Type
Alpha-robust mean-variance reinsurance and investment strategies with transaction costs	2024-12-16	Paper
Mean-variance asset-liability management with inside information	2024-08-14	Paper
Equilibrium investment-reinsurance strategy under information asymmetry and random horizon	2024-05-03	Paper
Optimal investment, consumption and life insurance purchase with learning about return predictability	2024-02-13	Paper
Time consistent investment strategy of DC pension with premium return clause under partial information	2024-01-23	Paper
Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching	2023-06-22	Paper
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
Expected utility maximization for an insurer with investment and risk control under inside information	2022-05-30	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
A note on joint occupation times of spectrally negative Lévy risk processes with tax	2018-06-21	Paper
Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information	2017-04-04	Paper
Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching	2017-03-23	Paper
Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures	2016-12-22	Paper
Optimal investment and risk control for an insurer under inside information	2016-11-21	Paper
On the Markov-dependent risk model with tax	2016-01-15	Paper
Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff	2015-02-03	Paper
Optimal investment, consumption and proportional reinsurance under model uncertainty	2015-02-03	Paper
Optimal proportional reinsurance and investment under partial information	2015-01-28	Paper

Research outcomes over time

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