Mi Chen

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion	2024-02-13	Paper
On a doubly reflected risk process with running maximum dependent reflecting barriers	2022-12-09	Paper
Randomized dividends in a discrete risk model with time-correlated claims	2022-08-18	Paper
Optimal dividends and reinsurance with capital injection under thinning dependence	2022-08-01	Paper
A discrete-time risk model with Poisson ARCH claim-number process	2022-05-18	Paper
Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process	2022-05-18	Paper
On the evaluation of risk models with bivariate integer-valued time series	2021-12-09	Paper
Optimal investment and reinsurance with premium control	2021-11-12	Paper
The expected penalty function in a discrete Markov-modulated risk model	2021-09-29	Paper
Optimal reinsurance and dividends with transaction costs and taxes under thinning structure	2021-05-28	Paper
Darboux transformations, higher-order rational solitons and rogue wave solutions for a \((2+1)\)-dimensional nonlinear Schrödinger equation	2021-01-13	Paper
On a discrete Markov-modulated risk model with random premium income and delayed claims	2020-11-04	Paper
Randomized dividends in a discrete time risk model	2019-06-21	Paper
Risk aggregation based on the Poisson INAR(1) process with periodic structure	2019-02-22	Paper
Survival probabilities in a discrete semi-Markov risk model	2018-06-22	Paper
On the expected penalty functions in a discrete semi-Markov risk model	2017-07-14	Paper
On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends	2016-12-28	Paper
Optimal dividend and reinsurance in the presence of two reinsurers	2016-08-11	Paper
A note on the problem of maximizing the adjustment coefficient	2016-01-15	Paper
Optimal investment and proportional reinsurance under exponential premium calculation	2015-06-29	Paper
Fault tolerance and diagnosability of burnt pancake networks under the comparison model	2015-04-29	Paper
Expected discounted dividends in a discrete semi-Markov risk model	2014-08-05	Paper
Optimal dividend and equity issuance problem with proportional and fixed transaction costs	2014-04-25	Paper
Optimal dividend problem with a nonlinear regular-singular stochastic control	2014-04-04	Paper
https://portal.mardi4nfdi.de/entity/Q3404623	2010-02-12	Paper
The moment generating function for occupation measure of additive Brownian motion	2008-04-04	Paper

Research outcomes over time

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