Hui Meng
Management Science and Operations Research · 2011–2016
A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 39 citations into it
- Demography — 34 citations into it; #2,721 of 4,236 by trust here, #3,835 by citations
- Finance — 22 citations into it; #8,034 of 10,518 by trust here, #10,047 by citations
Whom Hui Meng trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Hui Meng overall
Papers from Hui Meng's perspective
Ordered by how strongly the researchers Hui Meng trusts endorse each paper. Same corpus, a different order for every researcher.
- Optimal reinsurance under mean-variance premium principles
- Mean-Variance Optimal Reinsurance Arrangements
- Optimal non-proportional reinsurance control
- Optimal Reinsurance Arrangements Under Tail Risk Measures
- Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process
- Optimal investment for insurer with jump-diffusion risk process
- Handbook of Mathematical Functions With Formulas, Graphs and Mathematical Tables (National Bureau of Standards Applied Mathematics Series No. 55)
- Controlled Markov processes and viscosity solutions
- Valuing Equity-Indexed Annuities
- Ruin probabilities (Advanced Series on Statistical Science & Applied Probability)
Their papers
- A reinsurance game between two insurance companies with nonlinear risk processes (2015) — 53 citations
- Optimal investment and reinsurance strategies for insurers with generalized mean–variance premium principle and no-short selling (2016) — 76 citations
- On optimal reinsurance, dividend and reinvestment strategies (2011) — 46 citations