The following pages link to Fenge Chen (Q2514621):
Displayed 8 items.
- Optimal investment, consumption and proportional reinsurance under model uncertainty (Q2514622) (← links)
- Robust optimal investment and reinsurance for an insurer with inside information (Q2656984) (← links)
- A non-zero-sum stochastic differential game between two mean-variance insurers with inside information (Q2691503) (← links)
- Optimal investment and risk control for an insurer with partial information in an anticipating environment (Q4562057) (← links)
- Mean-variance asset–liability management with partial information and uncertain time horizon (Q5009160) (← links)
- DETERMINISTIC INVESTMENT STRATEGY IN A DC PENSION PLAN WITH INFLATION RISK UNDER MEAN-VARIANCE CRITERION (Q5051165) (← links)
- Risk minimization for an insurer with investment and reinsurance via <i>g</i>-expectation (Q5077872) (← links)
- Optimal deterministic reinsurance and investment for an insurer under mean–variance criterion (Q5078527) (← links)