学术成果
[1] Lv Chen, Yang Shen* (2019). Stochastic Stackelberg differential reinsurance games under time-inconsistent mean–variance framework. Insurance: Mathematics and Economics, 88, 120-137.
[2] Lv Chen, Yang Shen* (2018). On a new paradigm of optimal reinsurance: A stochastic Stackelberg differential game between an insurer and a reinsurer. ASTIN Bulletin, 48(2), 905-960.
[3] Linyi Qian, Lyu Chen*, Zhuo Jin, Rongming Wang (2018). Optimal liability ratio and dividend payment strategies under catastrophic risk. Journal of Industrial and Management Optimization, 14(4), 1443-1461.
[4] Lv Chen*, Hailiang Yang (2017). Optimal reinsurance and investment strategy with two piece utility function. Journal of Industrial and Management Optimization, 13(2), 737-755.
[5] Lv Chen, Linyi Qian, Yang Shen*, Wei Wang (2016). Constrained investment–reinsurance optimization with regime switching under variance premium principle. Insurance: Mathematics and Economics, 71,253-267.
