Concepedia
Statistics
Publications
4
Citations
84
H-Index
Active since
2012
Affiliations
Sun Yat-sen University(Current)
Guangdong University of Technology
Shumin Chen is an author at Sun Yat-sen University specializing in business, finance, and asset pricing.
Top concepts
FinanceBusinessEconomicsManagementAsset PricingAccountingOperations ResearchFinancial EngineeringQuantitative ManagementInsurance
Publications per year
2012–2022
Multi-period mean–variance asset–liability management with uncontrolled cash flow and uncertain time-horizon
Haixiang Yao, Yan Zeng, Shumin Chen · Economic Modelling · 2012 · 30 citations
Financial Risk Management, Uncontrolled Cash Flow, Accounting +10
Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty
Shumin Chen, Zhongfei Li, Yan Zeng · SIAM Journal on Financial Mathematics · 2018 · 22 citations
Optimal Dividend Strategy, Financial Mathematics, Operations Research +19
Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
Shumin Chen, Xi Wang, Yinglu Deng et al. · Insurance Mathematics and Economics · 2015 · 20 citations
Payout Policy, Economics, Financial Economics +9
Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model
Ailing Gu, Shumin Chen, Zhongfei Li et al. · Scandinavian Actuarial Journal · 2022 · 12 citations
Game Theory, Reinsurance, Reinsurance Contracts +23
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