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  1.  

    Backward stochastic Volterra integral equations on Markov chains

    Wei, Jiaqin | British Library Online Contents | 2018
  2.  

    Mean–variance portfolio selection under a non-Markovian regime-switching model

    Wang, Tianxiao / Wei, Jiaqin | British Library Online Contents | 2019
  3.  

    Time-consistent mean–variance asset–liability management with random coefficients

    Wei, Jiaqin / Wang, Tianxiao | British Library Online Contents | 2017
  4.  

    Optimal investment-consumption-insurance with random parameters

    Shen, Yang / Wei, Jiaqin | Taylor & Francis Verlag | 2016
  5.  

    Optimal investment-consumption-insurance with random parameters

    Shen, Yang / Wei, Jiaqin | British Library Online Contents | 2016
  6.  

    Time-consistent investment-proportional reinsurance strategy with random coefficients for mean–variance insurers

    Wang, Hao / Wang, Rongming / Wei, Jiaqin | British Library Online Contents | 2019
  7.  

    Optimal investment and dividend payment strategies with debt management and reinsurance

    Zhao, Qian / Jin, Zhuo / Wei, Jiaqin | British Library Online Contents | 2018
  8.  

    Exponential utility maximization for an insurer with time-inconsistent preferences

    Zhao, Qian / Wang, Rongming / Wei, Jiaqin | Elsevier | 2016
  9.  

    Optimal debt ratio and dividend strategies for an insurer under a regime-switching model

    Zhao, Qian / Jin, Zhuo / Wei, Jiaqin | Taylor & Francis Verlag | 2018
  10.  

    Portfolio selection with regime-switching and state-dependent preferences

    Wei, Jiaqin / Shen, Yang / Zhao, Qian | Elsevier | 2019
  11.  

    Exponential utility maximization for an insurer with time-inconsistent preferences

    Zhao, Qian / Wang, Rongming / Wei, Jiaqin | British Library Online Contents | 2016
  12.  

    Minimization of risks in defined benefit pension plan with time‐inconsistent preferences

    Zhao, Qian / Wang, Rongming / Wei, Jiaqin | Online Contents | 2016
  13.  

    Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan

    Zhao, Qian / Wang, Rongmin / Wei, Jiaqin | British Library Online Contents | 2016
  14.  

    On dividend strategies with non-exponential discounting

    Zhao, Qian / Wei, Jiaqin / Wang, Rongming | Online Contents | 2014
  15.  

    Portfolio optimization in a regime-switching market with derivatives

    Fu, Jun / Wei, Jiaqin / Yang, Hailiang | Online Contents | 2014
  16.  

    On dividend strategies with non-exponential discounting

    Zhao, Qian / Wei, Jiaqin / Wang, Rongming | Elsevier | 2014
  17.  

    Mean-Variance Asset-Liability Management with State-Dependent Risk Aversion

    Zhao, Qian / Wei, Jiaqin / Wang, Rongming | arXiv | 2013

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