Peng, Xingchun; Chen, Fenge Deterministic investment strategy in a DC pension plan with inflation risk under mean-variance criterion. (English) Zbl 1505.91338 Probab. Eng. Inf. Sci. 36, No. 1, 201-216 (2022). MSC: 91G05 60H07 PDFBibTeX XMLCite \textit{X. Peng} and \textit{F. Chen}, Probab. Eng. Inf. Sci. 36, No. 1, 201--216 (2022; Zbl 1505.91338) Full Text: DOI
Chen, Fenge; Li, Bing; Peng, Xingchun Portfolio selection and risk control for an insurer with uncertain time horizon and partial information in an anticipating environment. (English) Zbl 1492.91278 Methodol. Comput. Appl. Probab. 24, No. 2, 635-659 (2022). MSC: 91G05 91G10 93E20 60H07 60H30 PDFBibTeX XMLCite \textit{F. Chen} et al., Methodol. Comput. Appl. Probab. 24, No. 2, 635--659 (2022; Zbl 1492.91278) Full Text: DOI
Chen, Fenge; Peng, Xingchun Optimal deterministic reinsurance and investment for an insurer under mean-variance criterion. (English) Zbl 07530971 Commun. Stat., Theory Methods 50, No. 13, 3123-3136 (2021). MSC: 97M30 91G80 93E20 60H30 62-XX PDFBibTeX XMLCite \textit{F. Chen} and \textit{X. Peng}, Commun. Stat., Theory Methods 50, No. 13, 3123--3136 (2021; Zbl 07530971) Full Text: DOI
Peng, Xingchun; Chen, Fenge Mean-variance asset-liability management with partial information and uncertain time horizon. (English) Zbl 1471.91550 Optimization 70, No. 7, 1609-1636 (2021). MSC: 91G15 93E20 60H30 PDFBibTeX XMLCite \textit{X. Peng} and \textit{F. Chen}, Optimization 70, No. 7, 1609--1636 (2021; Zbl 1471.91550) Full Text: DOI
Chen, Fenge; Peng, Xingchun; Wang, Wenyuan Risk minimization for an insurer with investment and reinsurance via \(g\)-expectation. (English) Zbl 07529835 Commun. Stat., Theory Methods 48, No. 20, 5012-5035 (2019). MSC: 97M30 91G80 93E20 60H30 62-XX PDFBibTeX XMLCite \textit{F. Chen} et al., Commun. Stat., Theory Methods 48, No. 20, 5012--5035 (2019; Zbl 07529835) Full Text: DOI
Peng, Xingchun; Chen, Fenge; Wang, Wenyuan Optimal investment and risk control for an insurer with partial information in an anticipating environment. (English) Zbl 1418.91255 Scand. Actuar. J. 2018, No. 10, 933-952 (2018). MSC: 91B30 91G10 60H07 60G51 PDFBibTeX XMLCite \textit{X. Peng} et al., Scand. Actuar. J. 2018, No. 10, 933--952 (2018; Zbl 1418.91255) Full Text: DOI
Peng, Xingchun; Chen, Fenge; Hu, Yijun Optimal investment, consumption and proportional reinsurance under model uncertainty. (English) Zbl 1306.91131 Insur. Math. Econ. 59, 222-234 (2014). MSC: 91G10 91B30 60H30 60H07 91A80 91A23 91A15 93E20 PDFBibTeX XMLCite \textit{X. Peng} et al., Insur. Math. Econ. 59, 222--234 (2014; Zbl 1306.91131) Full Text: DOI
Peng, Xingchun; Wei, Linxiao; Hu, Yijun Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff. (English) Zbl 1306.91084 Insur. Math. Econ. 59, 78-86 (2014). MSC: 91B30 91G10 60H30 60H07 PDFBibTeX XMLCite \textit{X. Peng} et al., Insur. Math. Econ. 59, 78--86 (2014; Zbl 1306.91084) Full Text: DOI
Peng, Xingchun; Hu, Yijun Optimal proportional reinsurance and investment under partial information. (English) Zbl 1304.91127 Insur. Math. Econ. 53, No. 2, 416-428 (2013). MSC: 91B30 60J70 60H30 60H07 60G51 91G10 PDFBibTeX XMLCite \textit{X. Peng} and \textit{Y. Hu}, Insur. Math. Econ. 53, No. 2, 416--428 (2013; Zbl 1304.91127) Full Text: DOI