×
验证码:
换一张
忘记密码?
记住我
×
登录
中文
|
English
学校主页
|
图书馆
登录
注册
首页
学术成果
学院
学者
数据分析
检索
ALL
ORCID
题名
作者
发表日期
关键词
文献类型
原始文献类型
收录类别
出版者
状态
学院
个人在本单位外知识产出
24
作者
陈培敏
23
李建会
1
文献类型
期刊论文
27
著作章节
1
发表日期
2025
1
2024
3
2023
6
2022
3
2021
4
2020
4
更多...
语种
英语English
27
中文Chinese
1
收录类别
SCIE
20
SSCI
11
ESCI
2
资助机构
关键词
Default risk
2
Fractional Brownian motion
2
Fuzzy stochastic process
2
HJB equation
2
Liquidity risk
2
N-fold compound option
2
更多...
出处
Mathematical Problems in En...
5
Optimization
4
Discrete Dynamics in Nature...
3
Journal of Computational an...
2
Journal of Industrial and M...
2
North American Journal of E...
2
更多...
资助项目
×
知识图谱
反馈留言
浏览/检索结果:共28条,第1-10条
只显示已认领条目
已选(
0
)
清除
条数/页:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
排序方式:
请选择
题名升序
题名降序
作者升序
作者降序
期刊影响因子升序
期刊影响因子降序
发表日期升序
发表日期降序
提交时间升序
提交时间降序
WOS被引频次升序
WOS被引频次降序
Valuing catastrophe equity put options with liquidity risk, default risk and jumps
期刊论文
North American Journal of Economics and Finance,2025, 卷号: 76
作者:
Tang, Chao
;
Chen, Peimin
;
Zhang, Shu
收藏
  |  
浏览/下载:17/0
  |  
提交时间:2025/03/10
Catastrophe equity put options
Default risk
Liquidity risk
Markov modulated poisson process
Volatility forecasts by clustering: Applications for VaR estimation
期刊论文
International Review of Economics and Finance,2024, 卷号: 94
作者:
Wang, Zijin
;
Chen, Peimin
;
Liu, Peng
;
Wu, Chunchi
收藏
  |  
浏览/下载:16/0
  |  
提交时间:2024/09/04
Fisher's optimal dissection
Value-at-risk
Volatility forecasts
Optimal dividend decisions with capital infusion in a dynamic nonterminal bankruptcy model
期刊论文
Review of Quantitative Finance and Accounting,2024, 卷号: 62, 期号: 3, 页码: 911-951
作者:
Zhang, Shu
;
Chen, Peimin
;
Wu, Chunchi
收藏
  |  
浏览/下载:12/0
  |  
提交时间:2024/05/07
Capital injection
Diffusion models
Nonterminal bankruptcy
Optimal dividend policy
The optimal investment problem with inflation and liquidity risk
期刊论文
Journal of Computational and Applied Mathematics,2024, 卷号: 438
作者:
Chen, Xinyue
;
Chen, Peimin
;
He, Yong
;
Wang, Xiaoyang
收藏
  |  
浏览/下载:14/0
  |  
提交时间:2024/03/12
HJB equation
Inflation
Labor supply flexibility
Liquidity risk
Optimal investment and consumption
Valuing new drug R&D project under economic fluctuation, technical risks and subjective uncertainty
期刊论文
Chaos, Solitons and Fractals,2023, 卷号: 172
作者:
Zhao, Pingping
;
Wang, Tong
;
Song, Aimin
;
Chen, Peimin
收藏
  |  
浏览/下载:16/0
  |  
提交时间:2025/03/25
Compound real option
Decision-maker's subjective judgment
Fractional Brownian motion
Fuzzy stochastic process
New drug R&D project
THE OPTIMAL INVESTMENT-REINSURANCE STRATEGIES FOR AMBIGUITY AVERSION INSURER IN UNCERTAIN ENVIRONMENT
期刊论文
Journal of Industrial and Management Optimization,2023, 卷号: 19, 期号: 6, 页码: 4551-4590
作者:
Zhou, Xia
;
Chen, Peimin
;
Zhang, Jiawei
;
Tu, Jingwen
;
He, Yong
收藏
  |  
浏览/下载:11/0
  |  
提交时间:2025/03/25
ambiguity
incomplete markets
Investment-reinsurance
utility loss
worst-case
A dynamic Heston local–stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility
期刊论文
Journal of Computational and Applied Mathematics,2023, 卷号: 423
作者:
He, Yong
;
Chen, Peimin
;
He, Lin
;
Xiang, Kaili
;
Wu, Chunchi
收藏
  |  
浏览/下载:11/0
  |  
提交时间:2025/03/25
Asymptotic expansion technique
Dual method
HLSV model
Legendre transformation
OPTIMAL CONTROL ON INVESTMENT AND REINSURANCE STRATEGIES WITH DELAY AND COMMON SHOCK DEPENDENCE IN A JUMP-DIFFUSION FINANCIAL MARKET
期刊论文
Journal of Industrial and Management Optimization,2023, 卷号: 19, 期号: 4, 页码: 2855-2888
作者:
Li, Sheng
;
Yuan, Wei
;
Chen, Peimin
收藏
  |  
浏览/下载:13/0
  |  
提交时间:2025/03/25
jump-diffusion process
Mean-variance
stochastic delay differential equation
two-dimensional dependent claims
viscosity solution
Optimal impulse dividend and capital injection model with proportional and fixed transaction costs
期刊论文
Mathematical Methods in the Applied Sciences,2023, 卷号: 46, 期号: 5, 页码: 4942-4964
作者:
Luo, Xiankang
;
Zhu, Quanxin
;
Zhang, Ying
;
Chen, Peimin
收藏
  |  
浏览/下载:13/0
  |  
提交时间:2025/03/25
capital injections
optimal dividends
quasi-variational inequalities
N-Fold compound option pricing with technical risk under fractional jump-diffusion model
期刊论文
Optimization,2023, 卷号: 72, 期号: 3, 页码: 713-735
作者:
Zhao, Pingping
;
Xiang, Kaili
;
Chen, Peimin
收藏
  |  
浏览/下载:15/0
  |  
提交时间:2025/03/25
fractional Brownian Motion
jump-diffusion model
N-fold compound option
phase-specific characteristics
technical risk