Ping Chen

Markowitz’s mean–variance defined contribution pension fund management under inflation: A continuous-time model

Haixiang Yao, Zhou Yang, Ping Chen · Insurance Mathematics and Economics · 2013 · 63 citations

Economics, Markowitz ’, Fund Management +7

Optimal Dividends and Capital Injections in the Dual Model with a Random Time Horizon

Yongxia Zhao, Rongming Wang, Dingjun Yao et al. · Journal of Optimization Theory and Applications · 2014 · 32 citations

Economics, Portfolio Optimization, Financial Economics +13

Optimal reinsurance under dynamic VaR constraint

Nan Zhang, Zhuo Jin, Shuanming Li et al. · Insurance Mathematics and Economics · 2016 · 21 citations · Full text

Mathematical Programming, Engineering, Risk Management +5

Generalized expected discounted penalty function at general drawdown for Lévy risk processes

Wenyuan Wang, Ping Chen, Shuanming Li · Insurance Mathematics and Economics · 2020 · 17 citations

Option Pricing, Asset Pricing, General Drawdown +8

Open-loop equilibrium strategy for mean–variance asset–liability management portfolio selection problem with debt ratio

Jiannan Zhang, Ping Chen, Zhuo Jin et al. · Journal of Computational and Applied Mathematics · 2020 · 16 citations

Portfolio Optimization, Asset Pricing, Portfolio Selection +9