C. A

Finance · 2015

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 13 citations into it
• Demography — 12 citations into it
• Economics and Econometrics — 12 citations into it

Whom C. A trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Zhongfei Li
2. Yan Zeng

Papers from C. A's perspective

Ordered by how strongly the researchers C. A trusts endorse each paper. Same corpus, a different order for every researcher.

1. Optimal investment-reinsurance policy for an insurance company with VaR constraint
2. Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints
3. Portfolio Selection in Stochastic Environments
4. A solution approach to valuation with unhedgeable risks (Finance and Stochastics)
5. Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model
6. Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
7. Robust Portfolio Rules and Asset Pricing
8. On reinsurance and investment for large insurance portfolios
9. Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
10. Optimal investment for an insurer with exponential utility preference

Their papers

• Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston’s SV model (2015) — 66 citations