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Author ID: gu.ailing Recent zbMATH articles by "Gu, Ailing"
Published as: Gu, Ailing
Documents Indexed: 12 Publications since 2004
Co-Authors: 12 Co-Authors with 11 Joint Publications
319 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

8 Publications have been cited 156 times in 117 Documents Cited by Year
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps. Zbl 1348.91192
Zeng, Yan; Li, Danping; Gu, Ailing
58
2016
Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model. Zbl 1285.91057
Gu, Ailing; Guo, Xianping; Li, Zhongfei; Zeng, Yan
53
2012
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing. Zbl 1402.91196
Gu, Ailing; Viens, Frederi G.; Yao, Haixiang
21
2018
Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity. Zbl 1394.91216
Gu, Ailing; Viens, Frederi G.; Yi, Bo
15
2017
Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model. Zbl 1447.91139
Gu, Ailing; Viens, Frederi G.; Shen, Yang
5
2020
Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function. Zbl 1369.91086
Gu, Ailing; Li, Zhongfei
2
2016
Optimal investment and reinsurance for insurers with uncertain time-horizon. Zbl 1407.91137
Gu, Ailing; Yi, Bo; Ye, Dezhu
1
2014
An optimal investment strategy under Ornstein-Uhlenbeck model for a DC pension plan. Zbl 1299.91119
Gu, Ailing; Li, Zhongfei; Zeng, Yan
1
2013
Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model. Zbl 1447.91139
Gu, Ailing; Viens, Frederi G.; Shen, Yang
5
2020
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing. Zbl 1402.91196
Gu, Ailing; Viens, Frederi G.; Yao, Haixiang
21
2018
Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity. Zbl 1394.91216
Gu, Ailing; Viens, Frederi G.; Yi, Bo
15
2017
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps. Zbl 1348.91192
Zeng, Yan; Li, Danping; Gu, Ailing
58
2016
Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function. Zbl 1369.91086
Gu, Ailing; Li, Zhongfei
2
2016
Optimal investment and reinsurance for insurers with uncertain time-horizon. Zbl 1407.91137
Gu, Ailing; Yi, Bo; Ye, Dezhu
1
2014
An optimal investment strategy under Ornstein-Uhlenbeck model for a DC pension plan. Zbl 1299.91119
Gu, Ailing; Li, Zhongfei; Zeng, Yan
1
2013
Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model. Zbl 1285.91057
Gu, Ailing; Guo, Xianping; Li, Zhongfei; Zeng, Yan
53
2012
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Cited by 176 Authors

16 Li, Danping
15 Zhao, Hui
14 Zeng, Yan
12 Rong, Ximin
7 Shen, Yang
6 Guan, Guohui
6 Zhou, Jieming
5 Gu, Ailing
5 Huang, Ya
5 Li, Zhongfei
5 Viens, Frederi G.
5 Wang, Ning
5 Young, Virginia R.
4 Deng, Yingchun
4 Jin, Zhuo
4 Liang, Zongxia
4 Yi, Bo
4 Zhang, Yan
3 A, Chunxiang
3 Han, Xia
3 Li, Dongchen
3 Liang, Zhibin
3 Peng, Xingchun
3 Qian, Linyi
3 Siu, Tak Kuen
3 Yang, Peng
3 Yao, Haixiang
3 Zhang, Nan
3 Zhao, Peibiao
2 Cai, Jun
2 Chen, Fenge
2 Chen, Ping
2 Chen, Xu
2 Chen, Zhiping
2 Deng, Chao
2 Li, Bin
2 Lindensjö, Kristoffer
2 Shao, Yi
2 Sun, Jingyun
2 Sun, Zhongyang
2 Wang, Wenyuan
2 Wei, Jiaqin
2 Weng, Chengguo
2 Xiang, Xuyan
2 Yang, Hailiang
2 Yoshioka, Hidekazu
2 Yuen, Kam Chuen
2 Zhou, Ming
2 Zou, Bin
1 Angkola, Francisca
1 Bai, Lihua
1 Bai, Yanfei
1 Balter, Anne G.
1 Bäuerle, Nicole
1 Bi, Junna
1 Bian, Wenlong
1 Bosserhoff, Frank
1 Cao, Jingyi
1 Cao, Ming
1 Ceci, Claudia
1 Chen, Shumin
1 Chen, Zheng
1 Chunxiang, A.
1 Colaneri, Katia
1 Constantinescu, Corina D.
1 Cretarola, Alessandra
1 Cui, Chaoran
1 Cui, Xiangyu
1 de Moura, A. Bugalho
1 Feng, Jian
1 Feng, Yang
1 Geng, Caixia
1 Gu, Ai-Lin
1 Guo, Chang
1 Guo, Junyi
1 Guo, Mengmeng
1 Hu, Duni
1 Hu, Jiaqi
1 Huang, Yujuan
1 Jia, Zhaoli
1 Josa-Fombellida, Ricardo
1 Kan, Xiu
1 Kang, Zhilin
1 Koch Medina, Pablo
1 Kou, Bingyu
1 Lai, Yongzeng
1 Landriault, David
1 Leimcke, Gregor
1 Li, Man
1 Li, Sheng
1 Li, Shenghong
1 Li, Xun
1 Li, Yongjun
1 Liang, Xiaoqing
1 Liu, Hailong
1 Liu, Shan
1 Liu, Xiaotao
1 López-Casado, Paula
1 Luo, Deqing
1 Luo, Shangzhen
...and 76 more Authors

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