Lihua Bai
Demography · 2008–2013
A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 10 researchers here, as inferred from the citation graph.
Subfields
- Demography — 20 citations into it; #761 of 4,236 by trust here, #1,045 by citations
- Management Science and Operations Research — 16 citations into it; #3,009 of 11,946 by trust here, #3,357 by citations
- Economics and Econometrics — 11 citations into it; #6,718 of 23,481 by trust here, #9,444 by citations
- Finance — 6 citations into it
Whom Lihua Bai trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Hanspeter Schmidli
- Junyi Guo
- Wendell H. Fleming
- Hailiang Yang
- Xin Zhang
- M. Milevsky
- Kam Chuen Yuen
- David Promislow
- H. M. Soner
Who trusts Lihua Bai overall
- Yan Zeng
- Zhongfei Li
- Zhibin Liang
- Xiang Lin
- Junyi Guo
- Ailing Gu
- Chi Seng Pun
- Kam Chuen Yuen
- Yongwu Li
- Guohui Guan
Papers from Lihua Bai's perspective
Ordered by how strongly the researchers Lihua Bai trusts endorse each paper. Same corpus, a different order for every researcher.
- Optimal Proportional Reinsurance Policies in a Dynamic Setting
- Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
- On reinsurance and investment for large insurance portfolios
- Optimal investment for insurers
- Optimization-Theory And Applications
- Mathematical Theory of Optimal Processes
- Stochastic control for optimal new business
- Stochastic processes in insurance and finance
- Optimal dividend strategies in a Cramér–Lundberg model with capital injections
- Power tailed ruin probabilities in the presence of risky investments
Their papers
- Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint (2008) — 245 citations
- Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting (2013) — 91 citations
- Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection (2010) — 49 citations