Dynamic mean-variance problem with constrained risk control for the insurers

von Bai, Lihua
Veröffentlicht in Mathematical methods of operations research (2008)

Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting

von Bai, Lihua
Veröffentlicht in Insurance / Mathematics & economics (2013)

Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints

von Bai, Lihua
Veröffentlicht in Finance and stochastics (2012)

Assortment optimization with product level demand and substitution information

von Bai, Lihua
Veröffentlicht in International journal of information systems and supply chain management (-2018)

Demand estimation when there are unobservable substitutions amongst choice alternatives

von Bai, Lihua
Veröffentlicht in International journal of information systems and supply chain management (2019)