发表论文:
Y. Chi(2018). Insurance choice under third degree stochastic dominance. Insurance:Mathematics and Economics 83，198-205. 2
Y. Chi, W.Wei (2018). Optimum insurance contracts with background risk and higher-orderrisk attitudes. ASTIN Bulletin 48(3), 1025-1047.
Wei Xiao ,Ludovic Gouden’ege, AndreaMolent, Xiao Wei, Antonino Zanette,“Fourier Cosine Method for Pricing andHedging Insurance Derivatives”, Theoretical Economics Letters, 8, 213-229, 2018
Min Zheng,Ruipeng Liu, Youwei Li (2018). Long memory in financial markets: Aheterogeneous agent model perspective, International Review of FinancialAnalysis, 58: 38-51.
Xue-zhong He,Youwei Li, Min Zheng (2018). Heterogeneous agent models in financial markets: Anonlinear dynamics approach, International Review of Financial Analysis, inpress,
杨再贵，“现阶段背景下企业职工基本养老保险最优缴费率与最优记账利率研究”，《华中师范大学学报(哲学社会科学版)》2018年第1期。
杨再贵，《中国社会养老保险精算分析》，北京：中国财政经济出版社，2018年6月。
Lin, C. W., Wu,H. L. (2018). Multiperiod Telser’s safety-first portfolio selection with regimeswitching. Discrete Dynamics in Nature and Society 2018, 1-18.
伍慧玲,董洪斌(2018).带有通胀风险的退休后期最优投资管理.系统工程理论与实践38(8), 1930-1945.
待刊论文:
Y. Chi (2018).On the optimality of a straight deductible under belief heterogeneity.ASTIN Bulletin, in press. doi:10.1017/asb.2018.30
工作论文:
Y. Chi, W. Wei(2018). Optimal insurance with background risk: An analysis of generaldependence structures.
Y. Chi, K.S.Tan, S.C. Zhuang(2018). Insurance demand with upper limits on the first twomoments of coverage.
寇业富、程明远等 保险市场开发度研究及其意义
