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
https://portal.mardi4nfdi.de/entity/Q5096721	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
https://portal.mardi4nfdi.de/entity/Q3380825	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
https://portal.mardi4nfdi.de/entity/Q5381515	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
https://portal.mardi4nfdi.de/entity/Q5276456	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
https://portal.mardi4nfdi.de/entity/Q3463035	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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