Lihua Bai

Dynamic mean-variance problem with constrained risk control for the insurers

Lihua Bai, Huayue Zhang · Mathematical Methods of Operations Research · 2008 · 133 citations

Risk Management, Mathematical Control Theory, Stochastic Control +3

Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes

Lihua Bai, Junyi Guo, Huayue Zhang · Quantitative Finance · 2009 · 36 citations

Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes

Lihua Bai, Junyi Guo · Scandinavian Actuarial Journal · 2008 · 34 citations

Economics, Asset Pricing, Financial Risk Management +15

Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes

Lihua Bai, Jostein Paulsen · SIAM Journal on Control and Optimization · 2010 · 34 citations

Mathematical Programming, Diffusion Processes, Game Theory +23

Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints

Lihua Bai, Martin Hunting, Jostein Paulsen · Finance and Stochastics · 2012 · 19 citations

Mathematical Programming, Payout Policy, Economics +14