IDEAS home Printed from https://ideas.repec.org/f/phe651.html
   My authors  Follow this author

Lin He

Personal Details

First Name:Lin
Middle Name:
Last Name:He
Suffix:
RePEc Short-ID:phe651
[This author has chosen not to make the email address public]

Affiliation

School of Finance
Renmin University of China

Beijing, China
http://sf.ruc.edu.cn/
RePEc:edi:sfruccn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Zongxia Liang & Lin He & Jiaoling Wu, 2010. "Optimal Dividend and reinsurance strategy of a Property Insurance Company under Catastrophe Risk," Papers 1009.1269, arXiv.org.

Articles

  1. He, Lin & Liang, Zongxia, 2015. "Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 227-234.
  2. He, Lin & Liang, Zongxia, 2013. "Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 404-410.
  3. He, Lin & Liang, Zongxia, 2013. "Optimal investment strategy for the DC plan with the return of premiums clauses in a mean–variance framework," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 643-649.
  4. He, Lin & Liang, Zongxia, 2009. "Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs," Insurance: Mathematics and Economics, Elsevier, vol. 44(1), pages 88-94, February.
  5. He, Lin & Liang, Zongxia, 2008. "Optimal financing and dividend control of the insurance company with proportional reinsurance policy," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 976-983, June.
  6. He, Lin & Hou, Ping & Liang, Zongxia, 2008. "Optimal control of the insurance company with proportional reinsurance policy under solvency constraints," Insurance: Mathematics and Economics, Elsevier, vol. 43(3), pages 474-479, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Zongxia Liang & Lin He & Jiaoling Wu, 2010. "Optimal Dividend and reinsurance strategy of a Property Insurance Company under Catastrophe Risk," Papers 1009.1269, arXiv.org.

    Cited by:

    1. Thilini Mahanama & Abootaleb Shirvani & Svetlozar Rachev, 2022. "A Natural Disasters Index," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 24(2), pages 263-284, April.
    2. Thilini V. Mahanama & Abootaleb Shirvani, 2020. "A Natural Disasters Index," Papers 2008.03672, arXiv.org.

Articles

  1. He, Lin & Liang, Zongxia, 2015. "Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 227-234.

    Cited by:

    1. Zhiping Chen & Liyuan Wang & Ping Chen & Haixiang Yao, 2019. "Continuous-Time Mean–Variance Optimization For Defined Contribution Pension Funds With Regime-Switching," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(06), pages 1-33, September.
    2. Wang, Suxin & Lu, Yi & Sanders, Barbara, 2018. "Optimal investment strategies and intergenerational risk sharing for target benefit pension plans," Insurance: Mathematics and Economics, Elsevier, vol. 80(C), pages 1-14.
    3. Yao, Haixiang & Chen, Ping & Li, Xun, 2016. "Multi-period defined contribution pension funds investment management with regime-switching and mortality risk," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 103-113.
    4. Ankush Agarwal & Christian-Oliver Ewald & Yongjie Wang, 2019. "Hedging longevity risk in defined contribution pension schemes," Papers 1904.10229, arXiv.org, revised May 2020.
    5. Ankush Agarwal & Christian-Oliver Ewald & Yongjie Wang, 2020. "Sharing of longevity basis risk in pension schemes with income-drawdown guarantees," Working Papers 2020_18, Business School - Economics, University of Glasgow.
    6. He, Lin & Liang, Zongxia & Yuan, Fengyi, 2020. "Optimal DB-PAYGO pension management towards a habitual contribution rate," Insurance: Mathematics and Economics, Elsevier, vol. 94(C), pages 125-141.
    7. He, Lin & Liang, Zongxia & Wang, Sheng, 2022. "Dynamic optimal adjustment policies of hybrid pension plans," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 46-68.

  2. He, Lin & Liang, Zongxia, 2013. "Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 404-410.

    Cited by:

    1. Wang, Suxin & Lu, Yi & Sanders, Barbara, 2018. "Optimal investment strategies and intergenerational risk sharing for target benefit pension plans," Insurance: Mathematics and Economics, Elsevier, vol. 80(C), pages 1-14.
    2. Jung-Bin Su, 2020. "The Implementation of Asset Allocation Approaches: Theory and Evidence," Sustainability, MDPI, vol. 12(17), pages 1-28, September.
    3. Lin He & Zongxia Liang & Zhaojie Ren & Yilun Song, 2023. "Optimal Mix Among PAYGO, EET and Individual Savings," Papers 2302.09218, arXiv.org.
    4. Han, Nan-Wei & Hung, Mao-Wei, 2015. "The investment management for a downside-protected equity-linked annuity under interest rate risk," Finance Research Letters, Elsevier, vol. 13(C), pages 113-124.
    5. Thomas Bernhardt & Catherine Donnelly, 2020. "Quantifying the trade-off between income stability and the number of members in a pooled annuity fund," Papers 2010.16009, arXiv.org.
    6. He, Lin & Liang, Zongxia, 2015. "Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 227-234.
    7. Liang, Zongxia & Ma, Ming, 2015. "Optimal dynamic asset allocation of pension fund in mortality and salary risks framework," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 151-161.
    8. Ankush Agarwal & Christian-Oliver Ewald & Yongjie Wang, 2020. "Sharing of longevity basis risk in pension schemes with income-drawdown guarantees," Working Papers 2020_18, Business School - Economics, University of Glasgow.
    9. He, Lin & Liang, Zongxia, 2013. "Optimal investment strategy for the DC plan with the return of premiums clauses in a mean–variance framework," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 643-649.
    10. Sun, Jingyun & Li, Zhongfei & Zeng, Yan, 2016. "Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump–diffusion model," Insurance: Mathematics and Economics, Elsevier, vol. 67(C), pages 158-172.
    11. Guan, Guohui & Liang, Zongxia, 2015. "Mean–variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 99-109.
    12. Liang, Zongxia & Sheng, Wenlong, 2016. "Valuing inflation-linked death benefits under a stochastic volatility framework," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 45-58.
    13. He, Lin & Liang, Zongxia & Wang, Sheng, 2022. "Dynamic optimal adjustment policies of hybrid pension plans," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 46-68.

  3. He, Lin & Liang, Zongxia, 2013. "Optimal investment strategy for the DC plan with the return of premiums clauses in a mean–variance framework," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 643-649.

    Cited by:

    1. Calisto Guambe & Rodwell Kufakunesu & Gusti Van Zyl & Conrad Beyers, 2018. "Optimal asset allocation for a DC plan with partial information under inflation and mortality risks," Papers 1808.06337, arXiv.org, revised Aug 2018.
    2. Wang, Pei & Shen, Yang & Zhang, Ling & Kang, Yuxin, 2021. "Equilibrium investment strategy for a DC pension plan with learning about stock return predictability," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 384-407.
    3. Li, Danping & Rong, Ximin & Zhao, Hui & Yi, Bo, 2017. "Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 6-20.
    4. Bian, Lihua & Li, Zhongfei & Yao, Haixiang, 2018. "Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause," Insurance: Mathematics and Economics, Elsevier, vol. 81(C), pages 78-94.
    5. Wu, Huiling & Zeng, Yan, 2015. "Equilibrium investment strategy for defined-contribution pension schemes with generalized mean–variance criterion and mortality risk," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 396-408.
    6. Zeng, Yan & Li, Danping & Chen, Zheng & Yang, Zhou, 2018. "Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 88(C), pages 70-103.
    7. Christensen, Sören & Lindensjö, Kristoffer, 2020. "On time-inconsistent stopping problems and mixed strategy stopping times," Stochastic Processes and their Applications, Elsevier, vol. 130(5), pages 2886-2917.
    8. Menoncin, Francesco & Vigna, Elena, 2017. "Mean–variance target-based optimisation for defined contribution pension schemes in a stochastic framework," Insurance: Mathematics and Economics, Elsevier, vol. 76(C), pages 172-184.
    9. He, Lin & Liang, Zongxia, 2015. "Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 227-234.
    10. Liang, Zongxia & Ma, Ming, 2015. "Optimal dynamic asset allocation of pension fund in mortality and salary risks framework," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 151-161.
    11. Henrique Ferreira Morici & Elena Vigna, 2023. "Optimal additional voluntary contribution in DC pension schemes to manage inadequacy risk," Carlo Alberto Notebooks 699 JEL Classification: C, Collegio Carlo Alberto.
    12. Ankush Agarwal & Christian-Oliver Ewald & Yongjie Wang, 2020. "Sharing of longevity basis risk in pension schemes with income-drawdown guarantees," Working Papers 2020_18, Business School - Economics, University of Glasgow.
    13. Li, Yuying & Forsyth, Peter A., 2019. "A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 189-204.
    14. Soren Christensen & Kristoffer Lindensjo, 2019. "Time-inconsistent stopping, myopic adjustment & equilibrium stability: with a mean-variance application," Papers 1909.11921, arXiv.org, revised Jan 2020.
    15. Wu, Huiling & Zhang, Ling & Chen, Hua, 2015. "Nash equilibrium strategies for a defined contribution pension management," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 202-214.
    16. Zhang, Ling & Zhang, Hao & Yao, Haixiang, 2018. "Optimal investment management for a defined contribution pension fund under imperfect information," Insurance: Mathematics and Economics, Elsevier, vol. 79(C), pages 210-224.
    17. Sun, Jingyun & Li, Zhongfei & Zeng, Yan, 2016. "Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump–diffusion model," Insurance: Mathematics and Economics, Elsevier, vol. 67(C), pages 158-172.
    18. Guan, Guohui & Liang, Zongxia, 2015. "Mean–variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 99-109.
    19. Liang, Zongxia & Sheng, Wenlong, 2016. "Valuing inflation-linked death benefits under a stochastic volatility framework," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 45-58.
    20. Zilan Liu & Huanying Zhang & Yijun Wang & Ya Huang, 2024. "Optimal Investment for Defined-Contribution Pension Plans with the Return of Premium Clause under Partial Information," Mathematics, MDPI, vol. 12(13), pages 1-22, July.

  4. He, Lin & Liang, Zongxia, 2009. "Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs," Insurance: Mathematics and Economics, Elsevier, vol. 44(1), pages 88-94, February.

    Cited by:

    1. Zhu, Jinxia & Yang, Hailiang, 2016. "Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 259-271.
    2. Yangmin Zhong & Huaping Huang, 2023. "Cash Flow Optimization on Insurance: An Application of Fixed-Point Theory," Mathematics, MDPI, vol. 11(4), pages 1-12, February.
    3. Meng, Hui & Siu, Tak Kuen, 2011. "On optimal reinsurance, dividend and reinvestment strategies," Economic Modelling, Elsevier, vol. 28(1), pages 211-218.
    4. Guan, Huiqi & Liang, Zongxia, 2014. "Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs," Insurance: Mathematics and Economics, Elsevier, vol. 54(C), pages 109-122.
    5. Zongxia Liang & Bin Sun, 2010. "Optimal control of a big financial company with debt liability under bankrupt probability constraints," Papers 1007.5376, arXiv.org, revised Aug 2010.
    6. Masaaki Kijima & Akihisa Tamura, 2014. "Buhlmann’s Economic Premium Principle in The Presence of Transaction Costs," KIER Working Papers 893, Kyoto University, Institute of Economic Research.
    7. Liang, Zongxia & Huang, Jianping, 2011. "Optimal dividend and investing control of an insurance company with higher solvency constraints," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 501-511.
    8. Zongxia Liang & Lin He & Jiaoling Wu, 2010. "Optimal Dividend and reinsurance strategy of a Property Insurance Company under Catastrophe Risk," Papers 1009.1269, arXiv.org.
    9. Peng, Xiaofan & Chen, Mi & Guo, Junyi, 2012. "Optimal dividend and equity issuance problem with proportional and fixed transaction costs," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 576-585.
    10. He, Lin & Liang, Zongxia, 2013. "Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 404-410.
    11. Tan, Ken Seng & Wei, Pengyu & Wei, Wei & Zhuang, Sheng Chao, 2020. "Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle," European Journal of Operational Research, Elsevier, vol. 282(1), pages 345-362.
    12. Zhang, Jiannan & Chen, Ping & Jin, Zhuo & Li, Shuanming, 2021. "On a class of non-zero-sum stochastic differential dividend games with regime switching," Applied Mathematics and Computation, Elsevier, vol. 397(C).
    13. Kristoffer Lindensjo & Filip Lindskog, 2019. "Optimal dividends and capital injection under dividend restrictions," Papers 1902.06294, arXiv.org.
    14. Yao, Dingjun & Yang, Hailiang & Wang, Rongming, 2011. "Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs," European Journal of Operational Research, Elsevier, vol. 211(3), pages 568-576, June.
    15. Guan, Guohui & Liang, Zongxia, 2016. "Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 224-237.
    16. Cheng, Gongpin & Zhao, Yongxia, 2016. "Optimal risk and dividend strategies with transaction costs and terminal value," Economic Modelling, Elsevier, vol. 54(C), pages 522-536.
    17. Xue, Xiaole & Wei, Pengyu & Weng, Chengguo, 2019. "Derivatives trading for insurers," Insurance: Mathematics and Economics, Elsevier, vol. 84(C), pages 40-53.
    18. Zhu, Jinxia & Chen, Feng, 2013. "Dividend optimization for regime-switching general diffusions," Insurance: Mathematics and Economics, Elsevier, vol. 53(2), pages 439-456.
    19. Kristoffer Lindensjö & Filip Lindskog, 2020. "Optimal dividends and capital injection under dividend restrictions," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 92(3), pages 461-487, December.
    20. He, Lin & Liang, Zongxia, 2013. "Optimal investment strategy for the DC plan with the return of premiums clauses in a mean–variance framework," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 643-649.
    21. Yao, Dingjun & Yang, Hailiang & Wang, Rongming, 2014. "Optimal risk and dividend control problem with fixed costs and salvage value: Variance premium principle," Economic Modelling, Elsevier, vol. 37(C), pages 53-64.
    22. Chen, Mi & Peng, Xiaofan & Guo, Junyi, 2013. "Optimal dividend problem with a nonlinear regular-singular stochastic control," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 448-456.
    23. Guan, Guohui & Liang, Zongxia, 2014. "Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 105-115.
    24. Liu, Wei & Hu, Yijun, 2014. "Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 121-130.
    25. Chuancun Yin & Kam Chuen Yuen, 2014. "Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs," Papers 1409.0407, arXiv.org.

  5. He, Lin & Liang, Zongxia, 2008. "Optimal financing and dividend control of the insurance company with proportional reinsurance policy," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 976-983, June.

    Cited by:

    1. Zhu, Jinxia & Yang, Hailiang, 2016. "Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 259-271.
    2. Meng, Hui & Siu, Tak Kuen, 2011. "On optimal reinsurance, dividend and reinvestment strategies," Economic Modelling, Elsevier, vol. 28(1), pages 211-218.
    3. Guan, Huiqi & Liang, Zongxia, 2014. "Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs," Insurance: Mathematics and Economics, Elsevier, vol. 54(C), pages 109-122.
    4. Sheng Delei, 2016. "Explicit Solution of the Optimal Reinsurance-Investment Problem with Promotion Budget," Journal of Systems Science and Information, De Gruyter, vol. 4(2), pages 131-148, April.
    5. Zongxia Liang & Bin Sun, 2010. "Optimal control of a big financial company with debt liability under bankrupt probability constraints," Papers 1007.5376, arXiv.org, revised Aug 2010.
    6. Yiqing Chen & Jiajun Liu & Yang Yang, 2023. "Ruin under Light-Tailed or Moderately Heavy-Tailed Insurance Risks Interplayed with Financial Risks," Methodology and Computing in Applied Probability, Springer, vol. 25(1), pages 1-26, March.
    7. Liang, Zongxia & Huang, Jianping, 2011. "Optimal dividend and investing control of an insurance company with higher solvency constraints," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 501-511.
    8. Jinxia Zhu & Hailiang Yang, 2015. "Optimal financing and dividend distribution in a general diffusion model with regime switching," Papers 1506.08360, arXiv.org.
    9. Zongxia Liang & Lin He & Jiaoling Wu, 2010. "Optimal Dividend and reinsurance strategy of a Property Insurance Company under Catastrophe Risk," Papers 1009.1269, arXiv.org.
    10. Zhu, Jinxia & Chen, Feng, 2015. "Dividend optimization under reserve constraints for the Cramér–Lundberg model compounded by force of interest," Economic Modelling, Elsevier, vol. 46(C), pages 142-156.
    11. He, Lin & Liang, Zongxia, 2013. "Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 404-410.
    12. Kristoffer Lindensjo & Filip Lindskog, 2019. "Optimal dividends and capital injection under dividend restrictions," Papers 1902.06294, arXiv.org.
    13. Chonghu Guan & Zuo Quan Xu & Rui Zhou, 2020. "Dynamic optimal reinsurance and dividend-payout in finite time horizon," Papers 2008.00391, arXiv.org, revised Jun 2022.
    14. Ernst, Philip A. & Imerman, Michael B. & Shepp, Larry & Zhou, Quan, 2022. "Fiscal stimulus as an optimal control problem," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 1091-1108.
    15. Guan, Guohui & Liang, Zongxia & Feng, Jian, 2018. "Time-consistent proportional reinsurance and investment strategies under ambiguous environment," Insurance: Mathematics and Economics, Elsevier, vol. 83(C), pages 122-133.
    16. Hongshuai Dai & Zaiming Liu & Nana Luan, 2010. "Optimal dividend strategies in a dual model with capital injections," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 72(1), pages 129-143, August.
    17. Kristoffer Lindensjö & Filip Lindskog, 2020. "Optimal dividends and capital injection under dividend restrictions," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 92(3), pages 461-487, December.
    18. Zhou, Ming & Yuen, Kam C., 2012. "Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle," Economic Modelling, Elsevier, vol. 29(2), pages 198-207.
    19. He, Lin & Liang, Zongxia, 2013. "Optimal investment strategy for the DC plan with the return of premiums clauses in a mean–variance framework," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 643-649.
    20. Chen, Mi & Peng, Xiaofan & Guo, Junyi, 2013. "Optimal dividend problem with a nonlinear regular-singular stochastic control," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 448-456.
    21. Xiaoxiao Zheng & Xin Zhang, 2014. "Optimal investment-reinsurance policy under a long-term perspective," Papers 1406.7604, arXiv.org.
    22. Liu, Wei & Hu, Yijun, 2014. "Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 121-130.
    23. He, Lin & Hou, Ping & Liang, Zongxia, 2008. "Optimal control of the insurance company with proportional reinsurance policy under solvency constraints," Insurance: Mathematics and Economics, Elsevier, vol. 43(3), pages 474-479, December.

  6. He, Lin & Hou, Ping & Liang, Zongxia, 2008. "Optimal control of the insurance company with proportional reinsurance policy under solvency constraints," Insurance: Mathematics and Economics, Elsevier, vol. 43(3), pages 474-479, December.

    Cited by:

    1. Zongxia Liang & Bin Sun, 2010. "Optimal control of a big financial company with debt liability under bankrupt probability constraints," Papers 1007.5376, arXiv.org, revised Aug 2010.
    2. Yiqing Chen & Jiajun Liu & Yang Yang, 2023. "Ruin under Light-Tailed or Moderately Heavy-Tailed Insurance Risks Interplayed with Financial Risks," Methodology and Computing in Applied Probability, Springer, vol. 25(1), pages 1-26, March.
    3. Liang, Zongxia & Huang, Jianping, 2011. "Optimal dividend and investing control of an insurance company with higher solvency constraints," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 501-511.
    4. Zongxia Liang & Lin He & Jiaoling Wu, 2010. "Optimal Dividend and reinsurance strategy of a Property Insurance Company under Catastrophe Risk," Papers 1009.1269, arXiv.org.
    5. Zhu, Jinxia & Chen, Feng, 2015. "Dividend optimization under reserve constraints for the Cramér–Lundberg model compounded by force of interest," Economic Modelling, Elsevier, vol. 46(C), pages 142-156.
    6. Kristoffer Lindensjo & Filip Lindskog, 2019. "Optimal dividends and capital injection under dividend restrictions," Papers 1902.06294, arXiv.org.
    7. Chonghu Guan & Zuo Quan Xu & Rui Zhou, 2020. "Dynamic optimal reinsurance and dividend-payout in finite time horizon," Papers 2008.00391, arXiv.org, revised Jun 2022.
    8. Ernst, Philip A. & Imerman, Michael B. & Shepp, Larry & Zhou, Quan, 2022. "Fiscal stimulus as an optimal control problem," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 1091-1108.
    9. Guan, Guohui & Liang, Zongxia & Feng, Jian, 2018. "Time-consistent proportional reinsurance and investment strategies under ambiguous environment," Insurance: Mathematics and Economics, Elsevier, vol. 83(C), pages 122-133.
    10. Kristoffer Lindensjö & Filip Lindskog, 2020. "Optimal dividends and capital injection under dividend restrictions," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 92(3), pages 461-487, December.
    11. Zhou, Ming & Yuen, Kam C., 2012. "Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle," Economic Modelling, Elsevier, vol. 29(2), pages 198-207.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IAS: Insurance Economics (1) 2010-09-18
  2. NEP-RMG: Risk Management (1) 2010-09-18

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Lin He should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.