Dongchen Li

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Strategic underreporting and optimal deductible insurance	2025-01-22	Paper
Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain	2024-07-09	Paper
Persistence of heterodimensional cycles	2024-05-13	Paper
Short communication: optimal insurance to maximize exponential utility when premium is computed by a convex functional	2024-05-06	Paper
Stackelberg reinsurance chain under model ambiguity	2024-04-10	Paper
Stackelberg differential game for insurance under model ambiguity: general divergence	2023-07-12	Paper
Reinsurance games with two reinsurers: tree versus chain	2023-07-11	Paper
Universal bifurcation patterns in the unfolding of a pair of homoclinic tangencies	2022-12-07	Paper
Stackelberg differential game for insurance under model ambiguity	2022-09-14	Paper
Robust heterodimensional cycles in two-parameter unfolding of homoclinic tangencies	2022-03-26	Paper
Maximizing expected exponential utility of consumption with a constraint on expected time in poverty	2020-04-20	Paper
Persistent heterodimensional cycles in periodic perturbations of Lorenz-like attractors	2020-01-27	Paper
Optimality of excess-loss reinsurance under a mean-variance criterion	2017-07-17	Paper
Existence of heterodimensional cycles near shilnikov loops in systems with a \(\mathbb{Z}_2\) symmetry	2017-05-03	Paper
Homoclinic bifurcations that give rise to heterodimensional cycles near a saddle-focus equilibrium	2017-02-03	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
Persistence of Heterodimensional Cycles	N/A	Paper
Blender-producing mechanisms and a dichotomy for local dynamics for heterodimensional cycles	N/A	Paper

Research outcomes over time

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