Concepedia
Statistics
Publications
24
Citations
804
H-Index
18
Active since
2013
Affiliations
East China Normal University(Current)
Tianjin University
University of Waterloo
Hunan University of Science and Technology
University of Michigan
Danping Li is an author at East China Normal University specializing in business, insurance, and insurance economics.
Publications per year
2013–2023
Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps
Danping Li, Yan Zeng, Hailiang Yang · Scandinavian Actuarial Journal · 2017 · 104 citations
Business, Economics, Insurance +15
Time-consistent reinsurance–investment strategy for an insurer and a reinsurer with mean–variance criterion under the CEV model
Danping Li, Ximin Rong, Hui Zhao · Journal of Computational and Applied Mathematics · 2015 · 69 citations
Business, Insurance, Risk Management +16
Dynamic derivative-based investment strategy for mean–variance asset–liability management with stochastic volatility
Danping Li, Yang Shen, Yan Zeng · Insurance Mathematics and Economics · 2017 · 69 citations
Management, Finance, Financial Management +14
Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
Danping Li, Ximin Rong, Hui Zhao et al. · Insurance Mathematics and Economics · 2016 · 67 citations
Business, Economics, Finance +17
Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon
David Landriault, Bin Li, Danping Li et al. · SIAM Journal on Financial Mathematics · 2018 · 45 citations
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