Concepedia

Ailing Gu

AG

6

Publications

413

Citations

6

H-Index

2012

Active since

Affiliations

Guangdong University of Technology(Current)

Michigan State University

Sun Yat-sen University

Ailing Gu is an author at Guangdong University of Technology specializing in insurance, finance, and business.

Top concepts

FinanceInsuranceBusinessManagementAsset PricingRisk ManagementEconomicsInsurance LawFinancial Risk ManagementInsurance Markets

Publications per year

2012–2022

6

Publications

6

Robust equilibrium reinsurance-investment strategy for a mean–variance insurer in a model with jumps

Yan Zeng, Danping Li, Ailing Gu · Insurance Mathematics and Economics · 2015 · 147 citations

Economics, Financial Economics, Asset Pricing +6

Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model

Ailing Gu, Xianping Guo, Zhongfei Li et al. · Insurance Mathematics and Economics · 2012 · 116 citations

Portfolio Optimization, Optimal Control, Cev Model +9

Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing

Ailing Gu, Frédéri Viens, Haixiang Yao · Insurance Mathematics and Economics · 2018 · 54 citations

Portfolio Optimization, Asset Pricing, Mean Reversion +7

Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model

Ailing Gu, Frédéri Viens, Yang Shen · Scandinavian Actuarial Journal · 2019 · 44 citations

Exponential Distribution, Financial Mathematics, Asset Pricing +18

Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity

Ailing Gu, Frédéri Viens, Bo Yi · Insurance Mathematics and Economics · 2016 · 40 citations

Asset Pricing, Financial Risk Management, Risk Management +9

Rows per page

1–5 of 6