Concepedia

Lihua Bai

LB

6

Publications

417

Citations

6

H-Index

2007

Active since

Affiliations

Nankai University(Current)

Lihua Bai is an author at Nankai University specializing in management, portfolio optimization, and finance.

Top concepts

FinanceManagementPortfolio OptimizationBusinessEconomicsInsuranceAsset PricingRisk ManagementRisk-averse OptimizationFinancial Risk

Publications per year

2007–2014

6

Publications

6

Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint

Lihua Bai, Junyi Guo · Insurance Mathematics and Economics · 2007 · 235 citations

Optimal Proportional Reinsurance, Economics, Portfolio Optimization +11

Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting

Lihua Bai, Jun Cai, Ming Zhou · Insurance Mathematics and Economics · 2013 · 82 citations

Portfolio Optimization, Engineering, Dynamic Setting +11

Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection

Lihua Bai, Junyi Guo · Science China Mathematics · 2010 · 47 citations

Portfolio Optimization, Asset Pricing, Portfolio Selection +6

Optimal investment and proportional reinsurance with constrained control variables

Zhibin Liang, Lihua Bai, Junyi Guo · Optimal Control Applications and Methods · 2010 · 25 citations

Mathematical Programming, Economics, Portfolio Optimization +12

Optimal investment with a value-at-risk constraint

Jingzhen Liu, Lihua Bai, Ka Fai Cedric Yiu · Journal of Industrial and Management Optimization · 2012 · 15 citations

Mathematical Programming, Economics, Portfolio Optimization +13

Rows per page

1–5 of 6