| Optimal time-consistent investment and reinsurance policies for mean-variance insurers Y Zeng, Z Li Insurance: Mathematics and Economics 49 (1), 145-154, 2011 | 248 | 2011 |
| Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model Z Li, Y Zeng, Y Lai Insurance: Mathematics and Economics 51 (1), 191-203, 2012 | 167 | 2012 |
| Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model B Yi, Z Li, F Viens, Y Zeng Insurance: Mathematics and Economics 53 (3), 601–614, 2013 | 160 | 2013 |
| Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model A Gu, X Guo, Z Li, Y Zeng Insurance: Mathematics and Economics 51 (3), 674-684, 2012 | 140 | 2012 |
| Robust equilibrium reinsurance-investment strategy for a mean–variance insurer in a model with jumps Y Zeng, D Li, A Gu Insurance: Mathematics and Economics 66, 138-152, 2016 | 124 | 2016 |
| Time-consistent investment and reinsurance strategies for mean–variance insurers with jumps Y Zeng, Z Li, Y Lai Insurance: Mathematics and Economics 52 (3), 498-507, 2013 | 119 | 2013 |
| Optimal investment–reinsurance strategy for mean–variance insurers with square-root factor process Y Shen, Y Zeng Insurance: Mathematics and Economics, 118-137, 2015 | 116 | 2015 |
| Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps D Li, Y Zeng, H Yang Scandinavian Actuarial Journal 2018 (2), 145-171, 2018 | 91 | 2018 |
| Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk Z Chen, Z Li, Y Zeng, J Sun Insurance: Mathematics and Economics 75, 137-150, 2017 | 85 | 2017 |
| Optimal investment–reinsurance with delay for mean–variance insurers: A maximum principle approach Y Shen, Y Zeng Insurance: Mathematics and Economics 57, 1-12, 2014 | 80 | 2014 |
| Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility Y Zeng, D Li, Z Chen, Z Yang Journal of Economic Dynamics and Control 88, 70-103, 2018 | 78 | 2018 |
| Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria B Yi, F Viens, Z Li, Y Zeng Scandinavian Actuarial Journal 2015 (8), 725-751, 2015 | 78 | 2015 |
| Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security H Zhao, Y Shen, Y Zeng Journal of Mathematical Analysis and Applications 437 (2), 1036-1057, 2016 | 76 | 2016 |
| Dynamic derivative-based investment strategy for mean–variance asset–liability management with stochastic volatility D Li, Y Shen, Y Zeng Insurance: Mathematics and Economics 78, 72-86, 2018 | 71 | 2018 |
| Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump–diffusion model J Sun, Z Li, Y Zeng Insurance: Mathematics and Economics 67, 158-172, 2016 | 68 | 2016 |
| Optimal dividend strategies with time-inconsistent preferences S Chen, Z Li, Y Zeng Journal of Economic Dynamics and Control 46, 150-172, 2014 | 66 | 2014 |
| Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling X Zhang, H Meng, Y Zeng Insurance: Mathematics and Economics 67, 125–132, 2016 | 65 | 2016 |
| Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market Y Zeng, Z Li Journal of Systems Science and Complexity 24 (2), 317-327, 2011 | 65 | 2011 |
| Equilibrium investment strategy for defined-contribution pension schemes with generalized mean–variance criterion and mortality risk H Wu, Y Zeng Insurance: Mathematics and Economics 64, 396-408, 2015 | 61 | 2015 |
| Multi-period mean–variance asset–liability management with uncontrolled cash flow and uncertain time-horizon H Yao, Y Zeng, S Chen Economic Modelling 30, 492-500, 2013 | 47 | 2013 |
Z.F. Li (李仲飞)Professor, Sun Yat-sen Business School, Sun Yat-sen Univeristy在 mail.sysu.edu.cn 的电子邮件经过验证
