Qing-bin Meng

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
On the dividends of the risk model with Markovian barrier Communications in Statistics: Theory and Methods	2022-05-18	Paper
Optimal dividend and risk control policies in the presence of a fixed transaction cost Journal of Computational and Applied Mathematics	2021-02-03	Paper
Behavioral mean-variance portfolio selection European Journal of Operational Research	2018-07-25	Paper
On optimal proportional reinsurance and investment in a hidden Markov financial market Acta Mathematicae Applicatae Sinica. English Series	2017-04-21	Paper
Optimal investment with transaction costs and dividends for an insurer RAIRO - Operations Research	2017-01-12	Paper
Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer Annals of Operations Research	2014-05-08	Paper
Portfolio selection in the enlarged Markovian regime-switching market SIAM Journal on Control and Optimization	2010-10-20	Paper
The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times Applied Mathematics and Computation	2010-04-14	Paper
On a risk model with dependence between claim sizes and claim intervals Statistics & Probability Letters	2008-09-29	Paper

Research outcomes over time

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