92, Weijin Road
Nankai District
Tianjin, Tianjin 300072
China
Tianjin University
Investment-reinsurance problem; Mean-variance analysis; Time-consistent strategy; Constant elasticity of variance model
Defaultable bond; Time-consistent strategy; Investment and Reinsurance; Mean-variance criterion; Insurer
Optimal service; Insurance and investment; Mean-variance criterion; Equilibrium strategy
DB pension plan, Multi-cohorts structure, Smooth ambiguity utility, Time-consistent strategy, Equilibrium control law
Excess-of-loss reinsurance; Credit default swap; Mean-variance criterion; Model uncertainty; Robust equilibrium strategy
Benefit adjustment, Collective DC pension plan, Longevity trend, Investment, CEV model
Collective DC pension plan, Multi-cohorts structure, Smooth ambiguity utility, Time-consistent strategy, Equilibrium control law
re-ordering strategy, the e-commerce platform, inventory pledge financing
unemployment and reemployment, inhomogeneous regime switching, optimal investment and consumption, stochastic optimal control, semi-martingale