Zhongfei Li
Southwest Forestry University(CN)
Publications by Year
Research Areas
Stochastic processes and financial applications, Risk and Portfolio Optimization, Insurance, Mortality, Demography, Risk Management, Financial Markets and Investment Strategies, Economic theories and models
Most-Cited Works
- → ESG disclosure and corporate financial irregularities – Evidence from Chinese listed firms(2021)270 cited
- → Optimal time-consistent investment and reinsurance policies for mean-variance insurers(2011)220 cited
- → Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model(2011)156 cited
- → Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model(2013)155 cited
- → Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model(2012)117 cited
- → A minimax portfolio selection strategy with equilibrium(2004)113 cited
- → Time-consistent investment and reinsurance strategies for mean–variance insurers with jumps(2013)106 cited
- → Continuous-time portfolio selection with liability: Mean–variance model and stochastic LQ approach(2007)100 cited
- → Fractional investigation of bank data with fractal-fractional Caputo derivative(2019)93 cited
- → Optimal investment–reinsurance policy for an insurance company with VaR constraint(2010)90 cited