| Markowitz’s mean-variance asset-liability management with regime switching: A continuous-time model P Chen, H Yang, G Yin Insurance: Mathematics and Economics 43 (3), 456-465, 2008 | 171 | 2008 |
| Markowitz's mean-variance asset–liability management with regime switching: A multi-period model P Chen, H Yang Applied Mathematical Finance 18 (1), 29-50, 2011 | 91 | 2011 |
| Markowitz’s mean–variance defined contribution pension fund management under inflation: A continuous-time model H Yao, Z Yang, P Chen Insurance: Mathematics and Economics 53 (3), 851-863, 2013 | 86 | 2013 |
| Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes Y Zhao, P Chen, H Yang Insurance: Mathematics and Economics 74, 135-146, 2017 | 65 | 2017 |
| Mean–variance asset–liability management under constant elasticity of variance process M Zhang, P Chen Insurance: Mathematics and Economics 70, 11-18, 2016 | 50 | 2016 |
| Optimal proportional reinsurance and investment with regime-switching for mean–variance insurers P Chen, SCP Yam Insurance: Mathematics and Economics 53 (3), 871-883, 2013 | 45 | 2013 |
| Optimal dividends and capital injections in the dual model with a random time horizon Y Zhao, R Wang, D Yao, P Chen Journal of Optimization Theory and Applications 167, 272-295, 2015 | 38 | 2015 |
| Optimal reinsurance under dynamic VaR constraint N Zhang, Z Jin, S Li, P Chen Insurance: Mathematics and Economics 71, 232-243, 2016 | 29 | 2016 |
| Multi-period defined contribution pension funds investment management with regime-switching and mortality risk H Yao, P Chen, X Li Insurance: Mathematics and Economics 71, 103-113, 2016 | 23 | 2016 |
| Direct approach to quantum extensions of Fisher information P Chen, S Luo Frontiers of Mathematics in China 2 (3), 359-381, 2007 | 23 | 2007 |
| Generalized expected discounted penalty function at general drawdown for Lévy risk processes W Wang, P Chen, S Li Insurance: Mathematics and Economics 91, 12-25, 2020 | 21 | 2020 |
| Open-loop equilibrium strategy for mean–variance asset–liability management portfolio selection problem with debt ratio J Zhang, P Chen, Z Jin, S Li Journal of Computational and Applied Mathematics 380, 112951, 2020 | 16 | 2020 |
| On the dual risk model with diffusion under a mixed dividend strategy Z Liu, P Chen, Y Hu Applied Mathematics and Computation 376, 125115, 2020 | 14 | 2020 |
| Mean-variance portfolio selection with only risky assets under regime switching M Zhang, P Chen, H Yao Economic Modelling 62, 35-42, 2017 | 14 | 2017 |
| Dividend and capital injection optimization with transaction cost for Lévy risk processes W Wang, Y Wang, P Chen, X Wu Journal of Optimization Theory and Applications 194 (3), 924-965, 2022 | 12 | 2022 |
| Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk H Yao, P Chen, M Zhang, X Li Journal of Industrial and Management Optimization 18 (1), 511-540, 2022 | 11 | 2022 |
| Clocks and Fisher information P Chen, S Luo Theoretical and Mathematical Physics 165 (2), 1552-1564, 2010 | 11 | 2010 |
| Pension funding problem with regime‐switching geometric Brownian motion assets and liabilities P Chen, H Yang Applied Stochastic Models in Business and Industry 26 (2), 125-141, 2010 | 10 | 2010 |
| A mean-reverting currency model with floating interest rates in uncertain environment. W Wang, P Chen Journal of Industrial & Management Optimization 15 (4), 2019 | 8 | 2019 |
| Mean–variance portfolio selection with regime switching under shorting prohibition M Zhang, P Chen Operations Research Letters 44 (5), 658-662, 2016 | 8 | 2016 |
Hailiang YangXi'an Jiaotong-Liverpool University & The University of Hong KongZweryfikowany adres z hku.hk
