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Yanfei Bai

1 paper hereh-index 6142 citations11 works total

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  • first author1

Across the 1 of 1 paper where every author was matched, so the position is known.

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  • q-fin.MF1

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most citedA hybrid stochastic differential reinsurance and investment game with bounded memory

4 citations · 4 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.MF2019★ 4 cited

A hybrid stochastic differential reinsurance and investment game with bounded memory

Yanfei Bai, Zhongbao Zhou, Helu Xiao +2

This paper investigates a hybrid stochastic differential reinsurance and investment game between one reinsurer and two insurers, including a stochastic Stackelberg differential sub…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.