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Disambiguation of "Li, Zhongfei"

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Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty.

, , and . SIAM J. Financial Math., 9 (1): 274-314 (2018)

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Li Li

Li Li

Li Li

Li Li

Li Li

 

Other publications of authors with the same name

Mean-CVaR portfolio selection: A nonparametric estimation framework., , and . Comput. Oper. Res., 40 (4): 1014-1022 (2013)Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability., , and . Eur. J. Oper. Res., 252 (3): 837-851 (2016)Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty., , and . SIAM J. Financial Math., 9 (1): 274-314 (2018)Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function., and . J. Systems Science & Complexity, 29 (6): 1658-1682 (2016)Domain Adaptation Learning Based on Structural Similarity Weighted Mean Discrepancy for Credit Risk Classification., , and . IEEE Intell. Syst., 35 (3): 41-51 (2020)An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution., and . Math. Methods Oper. Res., 87 (2): 169-195 (2018)On Computation of Arbitrage for Markets with Friction., , and . COCOON, volume 1858 of Lecture Notes in Computer Science, page 310-319. Springer, (2000)Finding the Shortest Path with Vertex Constraint over Large Graphs., , , and . Complex., (2019)Looking for Arbitrage or Term Structures in Frictional Markets., and . WINE, volume 3828 of Lecture Notes in Computer Science, page 612-621. Springer, (2005)Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon., and . J. Systems Science & Complexity, 24 (1): 140-155 (2011)