Peng Li

Optimal investment and premium control for insurers with ambiguity

Minghe Zhou, Bing Liu, Peng Li, 2020, Communications in Statistics - Theory and Methods.

Decentralized intensity control and optimal risk transfer

Peng Li, Peng Li, 2009 .

Optimal dividend and risk control policies in the presence of a fixed transaction cost

Ming Zhou, Qingbin Meng, Peng Li, 2021, J. Comput. Appl. Math..