Skip to main content Skip to local navigation
Home » Publications

Publications

  • (2020). Optimal reinsurance-investment strategy for a dynamic contagion claim model. Insurance: Mathematics and Economics93, 206-215 (with Bin Li and David Landriault).
  • (2022). Stackelberg differential game for insurance under model ambiguity. Insurance: Mathematics and Economics106, 128-145 (with Dongchen Li, Virginia R. Young and Bin Zou).
  • (2022). Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity. Scandinavian Actuarial Journal (with Virginia R. Young).
  • (2022). Approximating the classical risk process by stable Lévy motion. Scandinavian Actuarial Journal (with Virginia R. Young).
  • (2022). Stackelberg Differential Game for Insurance under Model Ambiguity: General Divergence. Scandinavian Actuarial Journal (with Dongchen Li, Virginia R. Young and Bin Zou).
  • (2023). Reinsurance Games with Two Reinsurers: Tree Versus Chain. European Journal of Operational Research (with Dongchen Li, Virginia R. Young and Bin Zou).