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Ping Chen's highlights
FEATURED Journal article
A class of non-zero-sum stochastic differential games between two mean-variance insurers under stochastic volatility
Read morePing Chen's selected work
Dividend and Capital Injection Optimization with Transaction Cost for Levy Risk Processes
Journal article
Risk modelling on liquidations with Levy processes
Journal article
Risk modelling on liquidations with Levy processes
Journal article
EQUILIBRIUM PERIODIC DIVIDEND STRATEGIES WITH NON-EXPONENTIAL DISCOUNTING FOR SPECTRALLY P..
Journal article
Open-loop equilibrium strategy for mean-variance portfolio selection: A log-return model
Journal article
On a class of non-zero-sum stochastic differential dividend games with regime switching
Journal article
Ping Chen's selected work
Projects
Displaying the 1 most recent project from 1 for Ping Chen.
Project Types
1
Internal Research Grant
Scholarly Works
Displaying the 10 most recent scholarly works from 29 for Ping Chen.
Credentials
Positions
Associate Professor In Actuarial Studies
Economics
Education
Doctor of Philosophy
The University of Hong Kong
Master of Probability and Mathematical Statistics
Chinese Academy of Sciences
Bachelor of Mathematics and Applied Mathematics
China