Yongwu Li

Beijing University of Technology

100 Ping Le Yuan

Chaoyang District

Beijing, Beijing 100124

China

SCHOLARLY PAPERS

3

DOWNLOADS

233

TOTAL CITATIONS

0

Scholarly Papers (3)

1.

Optimal Liquidity and Risk Management: The Use of Cat Bonds

Number of pages: 26 Posted: 23 Sep 2023
Yongwu Li and Pengyu Wei
Beijing University of Technology and Nanyang Technological University (NTU)
Downloads 113 (521,661)

Abstract:

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Reinsurance, Catastrophe bonds, Dividend, Risk management

2.

Robust Risk Control With Reinsurance and CAT Bonds

Number of pages: 34 Posted: 26 Oct 2023
Yongwu Li and Pengyu Wei
Beijing University of Technology and Nanyang Technological University (NTU)
Downloads 91 (606,299)

Abstract:

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Reinsurance, Catastrophe bonds, Ruin probability, Model uncertainty, Robust control

3.

Intensified Distortion: Investment Decisions with Endogenous Contracts and Time Inconsistency

Number of pages: 10 Posted: 20 Mar 2024
Xi'an Jiaotong University (XJTU) - School of Management, Xi'an Jiaotong University (XJTU) - School of Management, Beijing University of Technology and Nanyang Business School, Nanyang Technological University
Downloads 29 (1,034,682)

Abstract:

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investment, Real options, Endogenous contracts, Time inconsistency