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Publications by Qianqian Cui

Time-Consistent Reinsurance-Investment Strategy for Mean-Variance Insurers With Defaultable Security and Jumps

Hacettepe Journal of Mathematics and Statistics

English

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Equilibrium Time-Consistent Strategy for Corporate International Investment Problem With Mean-Variance Criterion

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Time-Consistent Optimal Portfolio Strategy for Asset-Liability Management Under Mean-Variance Criterion

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Time Consistent Strategies for Mean-Variance Asset-Liability Management Problems

Mathematical Problems in Engineering

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Time-Consistent Mean–variance Portfolio Optimization: A Numerical Impulse Control Approach

Insurance: Mathematics and Economics

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Optimal Time-Consistent Portfolio and Contribution Selection for Defined Benefit Pension Schemes Under Mean–variance Criterion

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Computing the Mean and the Variance of the Cedent’s Share for Largest Claims Reinsurance Covers

Insurance: Mathematics and Economics

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Risk Corridors and Reinsurance in Health Insurance Marketplaces: Insurance for Insurers

American Journal of Health Economics

Occupational Health

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Discrete Time and Continuous Time Dynamic Mean-Variance Analysis

SSRN Electronic Journal

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Valuation and Optimal Design to Defaultable Security

Applicationes Mathematicae

English