The following pages link to Lihua Bai (Q253083):
Displayed 38 items.
- Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085) (← links)
- Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection (Q625791) (← links)
- Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer (Q646755) (← links)
- On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs (Q713215) (← links)
- Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint (Q931183) (← links)
- Dynamic mean-variance problem with constrained risk control for the insurers (Q1006562) (← links)
- Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
- Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints (Q1761455) (← links)
- Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting (Q2015632) (← links)
- Optimal proportional reinsurance and pairs trading under exponential utility criterion for the insurer (Q2097469) (← links)
- Optimal singular dividend problem under the Sparre Andersen model (Q2302759) (← links)
- Stochastic differential equations driven by fractional Brownian motion and Poisson point process (Q2345122) (← links)
- Minimizing expected time to reach a given capital level before ruin (Q2411162) (← links)
- Optimal investment with a value-at-risk constraint (Q2450805) (← links)
- Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach (Q2477578) (← links)
- (Q2748761) (← links)
- OPTIMAL TIME-CONSISTENT PORTFOLIO AND CONTRIBUTION SELECTION FOR DEFINED BENEFIT PENSION SCHEMES UNDER MEAN–VARIANCE CRITERION (Q2929387) (← links)
- Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes (Q3064017) (← links)
- Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes (Q3077749) (← links)
- Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes (Q3083252) (← links)
- Optimal investment and proportional reinsurance with constrained control variables (Q3098479) (← links)
- (Q3308029) (← links)
- (Q3599299) (← links)
- DYNAMIC MEAN-VARIANCE OPTIMIZATION UNDER CLASSICAL RISK MODEL WITH FRACTIONAL BROWNIAN MOTION PERTURBATION (Q3606614) (← links)
- (Q4388480) (← links)
- (Q4391848) (← links)
- (Q4525843) (← links)
- Optimal Investment and Dividend Strategy under Renewal Risk Model (Q5020735) (← links)
- Optimal dividend and reinsurance problem for an insurance\\ company with dependent risks (Q5063729) (← links)
- Dynamic stochastic cooperative reinsurance strategy in a\\ continuous time model (Q5063827) (← links)
- The optimal time to merge for two insurance companies (Q5064002) (← links)
- Minimizing ruin probability under the Sparre Anderson model (Q5079885) (← links)
- Functional‐coefficient regression models with GARCH errors (Q5094258) (← links)
- Channel-based coherence of quantum states (Q5868968) (← links)
- Optimal pairs trading of mean-reverting processes over multiple assets (Q6164088) (← links)
- On Optimal Dividend and Investment Strategy under Renewal Risk Models (Q6324421) (← links)
- Minimizing the Ruin Probability under the Sparre Andersen Model (Q6338889) (← links)
- Reinforcement Learning for optimal dividend problem under diffusion model (Q6451684) (← links)