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researcher

Dongchen Li

1 paper here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1

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

fields
  • q-fin.MF1
ORCID 0000-0002-7095-0816
same name
  • Dongchen Li — 1 paper, h 6
  • Dongchen Li — 1 paper
  • Dongchen Li — 1 paper

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedOptimal Insurance to Maximize Exponential Utility when Premium is Computed by a Convex Functional

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

collaborators

1 paper

q-fin.MF2024★ 1 cited

Optimal Insurance to Maximize Exponential Utility when Premium is Computed by a Convex Functional

Jingyi Cao, Dongchen Li, Virginia R. Young +1

We find the optimal indemnity to maximize the expected utility of terminal wealth of a buyer of insurance whose preferences are modeled by an exponential utility. The insurance pre…

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