Edit Profile (opens in new tab) Li, Danping Compute Distance To: Compute Author ID: li.danping Published as: Li, Danping Documents Indexed: 42 Publications since 1983 Co-Authors: 31 Co-Authors with 33 Joint Publications 1,060 Co-Co-Authors all top 5 Co-Authors 1 single-authored 12 Rong, Ximin 12 Zhao, Hui 5 Young, Virginia R. 5 Zeng, Yan 4 Li, Bin 2 Bi, Junna 2 Chen, Lv 2 Landriault, David 2 Li, Dongchen 2 Qian, Linyi 2 Shen, Yang 2 Sheng, Delei 2 Wang, Yajie 2 Xie, Lin 2 Yang, Zhixin 1 Boccuzzi, V. 1 Chen, Zheng 1 Di Rienzo, Luca 1 Gu, Ailing 1 Hu, Mengcong 1 Kiss, P. 1 Kuwana, M. 1 Labropulu, Fotini 1 Lai, Yongzeng 1 Liu, Hailong 1 Liu, Xiaotao 1 Pop, Ioan 1 Shen, Peilong 1 Shi, Linfeng 1 Shi, Xuemei 1 Shinozuka, Masanobu 1 Wang, Jianhua 1 Wei, Jiaqin 1 Wierman, Mark J. 1 Xiong, Dewen 1 Yamaki, T. 1 Yang, Hailiang 1 Yang, Zhou 1 Yi, Bo 1 Zhang, Ling 1 Zhang, Nan 1 Zhang, Zichi 1 Zhao, Yanping all top 5 Serials 10 Insurance Mathematics & Economics 5 Communications in Statistics. Theory and Methods 4 Journal of Computational and Applied Mathematics 2 Journal of Economic Dynamics & Control 2 RAIRO. Operations Research 2 Journal of Systems Science and Complexity 2 Journal of Industrial and Management Optimization 1 Acta Mechanica 1 Computers & Mathematics with Applications 1 International Journal of Control 1 International Journal of General Systems 1 International Journal of Non-Linear Mechanics 1 Applied Mathematics and Computation 1 Journal of Dynamic Systems, Measurement and Control 1 Computational and Applied Mathematics 1 Methodology and Computing in Applied Probability 1 Scandinavian Actuarial Journal 1 IMA Journal of Management Mathematics 1 Inverse Problems in Science and Engineering 1 SIAM Journal on Financial Mathematics 1 IEEE Transactions on Circuits and Systems I: Regular Papers all top 5 Fields 28 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 16 Systems theory; control (93-XX) 8 Probability theory and stochastic processes (60-XX) 4 Statistics (62-XX) 4 Operations research, mathematical programming (90-XX) 2 Partial differential equations (35-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Numerical analysis (65-XX) 2 Fluid mechanics (76-XX) 1 Ordinary differential equations (34-XX) 1 Differential geometry (53-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Computer science (68-XX) 1 Mechanics of deformable solids (74-XX) 1 Optics, electromagnetic theory (78-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 31 Publications have been cited 323 times in 206 Documents Cited by ▼ Year ▼ Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps. Zbl 1348.91192Zeng, Yan; Li, Danping; Gu, Ailing 65 2016 Information entropy, rough entropy and knowledge granulation in incomplete information systems. Zbl 1115.68130Liang, J.; Shi, Z.; Li, D.; Wierman, M. J. 63 2006 Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps. Zbl 1416.91203Li, Danping; Zeng, Yan; Yang, Hailiang 32 2018 Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility. Zbl 1401.91212Zeng, Yan; Li, Danping; Chen, Zheng; Yang, Zhou 31 2018 Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model. Zbl 1308.91088Li, Danping; Rong, Ximin; Zhao, Hui 29 2015 Optimal reinsurance-investment problem for maximizing the product of the insurer’s and the reinsurer’s utilities under a CEV model. Zbl 1291.91120Li, Danping; Rong, Ximin; Zhao, Hui 19 2014 Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk. Zbl 1348.91161Li, Danping; Rong, Ximin; Zhao, Hui 19 2015 Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility. Zbl 1398.91339Li, Danping; Shen, Yang; Zeng, Yan 18 2018 Runge-Kutta methods for the multi-pantograph delay equation. Zbl 1070.65060Li, D.; Liu, M. Z. 18 2005 Alpha-robust mean-variance reinsurance-investment strategy. Zbl 1401.91521Li, Bin; Li, Danping; Xiong, Dewen 18 2016 Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model. Zbl 1394.91332Li, Danping; Rong, Ximin; Zhao, Hui; Yi, Bo 14 2017 Optimality of excess-loss reinsurance under a mean-variance criterion. Zbl 1394.91222Li, Danping; Li, Dongchen; Young, Virginia R. 14 2017 Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model. Zbl 1371.91099Li, Danping; Rong, Ximin; Zhao, Hui 11 2016 Equilibrium strategies for the mean-variance investment problem over a random horizon. Zbl 1416.91354Landriault, David; Li, Bin; Li, Danping; Young, Virginia R. 9 2018 Equilibrium excess-of-loss reinsurance-investment strategy for a mean-variance insurer under stochastic volatility model. Zbl 1390.91193Li, Danping; Rong, Ximin; Zhao, Hui 8 2017 Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model. Zbl 1414.91213Li, Danping; Rong, Ximin; Zhao, Hui 6 2016 A pair of optimal reinsurance-investment strategies in the two-sided exit framework. Zbl 1371.91097Landriault, David; Li, Bin; Li, Danping; Li, Dongchen 6 2016 Uncertainty reasoning based on cloud models in controllers. Zbl 0976.93505Li, D.; Cheung, D.; Shi, Xuemei; Ng, V. 6 1998 Optimal reinsurance to minimize the discounted probability of ruin under ambiguity. Zbl 1410.91274Li, Danping; Young, Virginia R. 5 2019 Disturbance decoupling by feedforward and preview control. Zbl 0512.93029Imai, H.; Shinozuka, M.; Yamaki, T.; Li, D.; Kuwana, M. 4 1983 Oblique stagnation-point flow of a viscoelastic fluid with heat transfer. Zbl 1203.76066Li, D.; Labropulu, F.; Pop, I. 4 2009 Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility. Zbl 1442.91082Zhang, Ling; Li, Danping; Lai, Yongzeng 4 2020 Robust optimal consumption-investment strategy with non-exponential discounting. Zbl 1438.90188Wei, Jiaqin; Li, Danping; Zeng, Yan 3 2020 Optimal investment problem for an insurer and a reinsurer. Zbl 1333.91033Li, Danping; Rong, Ximin; Zhao, Hui 3 2015 Stochastic differential game formulation on the reinsurance and investment problem. Zbl 1411.91297Li, Danping; Rong, Ximin; Zhao, Hui 3 2015 Buckling analysis of a plate with built-in rectangular delamination by strip distributed transfer function method. Zbl 1071.74022Li, D.; Tang, G.; Zhou, J.; Lei, Y. 3 2005 Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk. Zbl 1471.91469Li, Danping; Bi, Junna; Hu, Mengcong 2 2021 The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model. Zbl 1433.91137Li, Danping; Rong, Ximin; Zhao, Hui 1 2016 Bowley solution of a mean-variance game in insurance. Zbl 1466.91264Li, Danping; Young, Virginia R. 1 2021 A dynamic pricing game for general insurance market. Zbl 1457.91332Li, Danping; Li, Bin; Shen, Yang 1 2021 Stackelberg differential game for reinsurance: mean-variance framework and random horizon. Zbl 1484.91392Li, Danping; Young, Virginia R. 1 2022 Stackelberg differential game for reinsurance: mean-variance framework and random horizon. Zbl 1484.91392Li, Danping; Young, Virginia R. 1 2022 Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk. Zbl 1471.91469Li, Danping; Bi, Junna; Hu, Mengcong 2 2021 Bowley solution of a mean-variance game in insurance. Zbl 1466.91264Li, Danping; Young, Virginia R. 1 2021 A dynamic pricing game for general insurance market. Zbl 1457.91332Li, Danping; Li, Bin; Shen, Yang 1 2021 Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility. Zbl 1442.91082Zhang, Ling; Li, Danping; Lai, Yongzeng 4 2020 Robust optimal consumption-investment strategy with non-exponential discounting. Zbl 1438.90188Wei, Jiaqin; Li, Danping; Zeng, Yan 3 2020 Optimal reinsurance to minimize the discounted probability of ruin under ambiguity. Zbl 1410.91274Li, Danping; Young, Virginia R. 5 2019 Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps. Zbl 1416.91203Li, Danping; Zeng, Yan; Yang, Hailiang 32 2018 Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility. Zbl 1401.91212Zeng, Yan; Li, Danping; Chen, Zheng; Yang, Zhou 31 2018 Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility. Zbl 1398.91339Li, Danping; Shen, Yang; Zeng, Yan 18 2018 Equilibrium strategies for the mean-variance investment problem over a random horizon. Zbl 1416.91354Landriault, David; Li, Bin; Li, Danping; Young, Virginia R. 9 2018 Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model. Zbl 1394.91332Li, Danping; Rong, Ximin; Zhao, Hui; Yi, Bo 14 2017 Optimality of excess-loss reinsurance under a mean-variance criterion. Zbl 1394.91222Li, Danping; Li, Dongchen; Young, Virginia R. 14 2017 Equilibrium excess-of-loss reinsurance-investment strategy for a mean-variance insurer under stochastic volatility model. Zbl 1390.91193Li, Danping; Rong, Ximin; Zhao, Hui 8 2017 Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps. Zbl 1348.91192Zeng, Yan; Li, Danping; Gu, Ailing 65 2016 Alpha-robust mean-variance reinsurance-investment strategy. Zbl 1401.91521Li, Bin; Li, Danping; Xiong, Dewen 18 2016 Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model. Zbl 1371.91099Li, Danping; Rong, Ximin; Zhao, Hui 11 2016 Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model. Zbl 1414.91213Li, Danping; Rong, Ximin; Zhao, Hui 6 2016 A pair of optimal reinsurance-investment strategies in the two-sided exit framework. Zbl 1371.91097Landriault, David; Li, Bin; Li, Danping; Li, Dongchen 6 2016 The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model. Zbl 1433.91137Li, Danping; Rong, Ximin; Zhao, Hui 1 2016 Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model. Zbl 1308.91088Li, Danping; Rong, Ximin; Zhao, Hui 29 2015 Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk. Zbl 1348.91161Li, Danping; Rong, Ximin; Zhao, Hui 19 2015 Optimal investment problem for an insurer and a reinsurer. Zbl 1333.91033Li, Danping; Rong, Ximin; Zhao, Hui 3 2015 Stochastic differential game formulation on the reinsurance and investment problem. Zbl 1411.91297Li, Danping; Rong, Ximin; Zhao, Hui 3 2015 Optimal reinsurance-investment problem for maximizing the product of the insurer’s and the reinsurer’s utilities under a CEV model. Zbl 1291.91120Li, Danping; Rong, Ximin; Zhao, Hui 19 2014 Oblique stagnation-point flow of a viscoelastic fluid with heat transfer. Zbl 1203.76066Li, D.; Labropulu, F.; Pop, I. 4 2009 Information entropy, rough entropy and knowledge granulation in incomplete information systems. Zbl 1115.68130Liang, J.; Shi, Z.; Li, D.; Wierman, M. J. 63 2006 Runge-Kutta methods for the multi-pantograph delay equation. Zbl 1070.65060Li, D.; Liu, M. Z. 18 2005 Buckling analysis of a plate with built-in rectangular delamination by strip distributed transfer function method. Zbl 1071.74022Li, D.; Tang, G.; Zhou, J.; Lei, Y. 3 2005 Uncertainty reasoning based on cloud models in controllers. Zbl 0976.93505Li, D.; Cheung, D.; Shi, Xuemei; Ng, V. 6 1998 Disturbance decoupling by feedforward and preview control. Zbl 0512.93029Imai, H.; Shinozuka, M.; Yamaki, T.; Li, D.; Kuwana, M. 4 1983 all cited Publications top 5 cited Publications all top 5 Cited by 313 Authors 16 Li, Danping 13 Shen, Yang 12 Zhao, Hui 11 Zeng, Yan 9 Rong, Ximin 8 Li, Zhongfei 7 Chen, Zhiping 7 Guan, Guohui 7 Liang, Zhibin 7 Yao, Haixiang 7 Young, Virginia R. 6 Chen, Ping 6 Hu, Duni 6 Li, Bin 6 Wang, Hailong 6 Yang, Peng 6 Yuan, Yu 6 Zhang, Yan 6 Zhao, Peibiao 5 Gu, Ailing 5 Huang, Ya 5 Zhou, Jieming 4 Chang, Hao 4 Dong, Yinghui 4 Forsyth, Peter A. 4 Han, Xia 4 Huang, Yujuan 4 Jin, Zhuo 4 Pan, Jian 4 Peng, Xingchun 4 Sun, Jingyun 4 Viens, Frederi G. 4 Wang, Liyuan 4 Wang, Ning 4 Wei, Jiaqin 4 Weng, Chengguo 4 Yu, Wenguang 4 Yuen, Kam Chuen 4 Zhang, Caibin 3 Bai, Yanfei 3 Chen, Fenge 3 Chen, Lv 3 Chen, Shou 3 Chen, Shumin 3 Dang, Duy Minh 3 Deng, Yingchun 3 Kang, Zhilin 3 Landriault, David 3 Li, Dongchen 3 Li, Xun 3 Liang, Zongxia 3 Mi, Hui 3 Siu, Tak Kuen 3 Van Staden, Pieter M. 3 Wang, Pei 3 Wang, Yajie 3 Wong, Hoi Ying 3 Xiao, Helu 3 Xu, Lin 3 Zhang, Ling 3 Zhang, Qiang 3 Zhou, Zhongbao 2 Bian, Lihua 2 Bosserhoff, Frank 2 Cao, Jingyi 2 Cao, Ming 2 Cui, Chaoran 2 Cui, Xiangyu 2 Gao, Rui 2 Han, Kai 2 Hu, Hanlei 2 Josa-Fombellida, Ricardo 2 Lai, Shaoyong 2 Li, Jiaao 2 Li, Xingyi 2 Liang, Xiaoqing 2 Lindensjö, Kristoffer 2 Qian, Linyi 2 Sheng, Delei 2 Stadje, Mitja 2 Wang, Hao 2 Wang, Peiqi 2 Wang, Rongming 2 Wang, Suxin 2 Wang, Wenyuan 2 Wei, Pengyu 2 Wu, Sang 2 Wu, Yonghong 2 Xiang, Xuyan 2 Xiao, Qingxian 2 Xiong, Dewen 2 Yaegashi, Yuta 2 Yan, Tingjin 2 Yang, Hailiang 2 Yoshioka, Hidekazu 2 Zhang, Liming 2 Zhang, Nan 2 Zheng, Harry H. 2 Zhou, Chao 2 Zhou, Xiangying ...and 213 more Authors all top 5 Cited in 53 Serials 45 Insurance Mathematics & Economics 19 Journal of Computational and Applied Mathematics 18 Communications in Statistics. Theory and Methods 16 Journal of Industrial and Management Optimization 12 Scandinavian Actuarial Journal 9 Optimization 7 Discrete Dynamics in Nature and Society 5 European Journal of Operational Research 5 Mathematical Problems in Engineering 4 Operations Research Letters 4 Journal of Economic Dynamics & Control 4 Mathematical Methods of Operations Research 4 Methodology and Computing in Applied Probability 3 International Journal of Control 3 ASTIN Bulletin 3 Journal of the Operations Research Society of China 2 Computers & Mathematics with Applications 2 Applied Mathematics and Optimization 2 International Journal of Theoretical and Applied Finance 2 Journal of Systems Science and Complexity 2 Acta Mathematica Scientia. Series B. (English Edition) 2 Advances in Difference Equations 1 Mathematical Methods in the Applied Sciences 1 Physica A 1 Chaos, Solitons and Fractals 1 Automatica 1 Optimal Control Applications & Methods 1 Systems & Control Letters 1 Statistics & Probability Letters 1 Stochastic Analysis and Applications 1 Annals of Operations Research 1 Economics Letters 1 Japan Journal of Industrial and Applied Mathematics 1 The Annals of Applied Probability 1 Applied Mathematical Finance 1 Complexity 1 Bernoulli 1 Journal of Inequalities and Applications 1 Quantitative Finance 1 Journal of Applied Mathematics 1 Stochastic Models 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 Journal of Applied Mathematics and Computing 1 North American Actuarial Journal 1 Journal of Biological Dynamics 1 Mathematics and Financial Economics 1 Acta Mathematica Sinica. Chinese Series 1 SIAM Journal on Financial Mathematics 1 Science China. Mathematics 1 Symmetry 1 Annals of Finance 1 Mathematical Control and Related Fields 1 Electronic Research Archive all top 5 Cited in 14 Fields 190 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 79 Systems theory; control (93-XX) 45 Probability theory and stochastic processes (60-XX) 29 Statistics (62-XX) 23 Operations research, mathematical programming (90-XX) 19 Calculus of variations and optimal control; optimization (49-XX) 4 Partial differential equations (35-XX) 3 Mathematics education (97-XX) 2 Ordinary differential equations (34-XX) 2 Integral transforms, operational calculus (44-XX) 2 Integral equations (45-XX) 2 Biology and other natural sciences (92-XX) 1 Numerical analysis (65-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year