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Author

Dongchen Li

Observed names: Li Dongchen, Li, Dongchen
Observed institutions: Southwest University, University of Waterloo, University of St. Thomas - Minnesota, Brock University, York University, York University, East China Normal University, University of Hong Kong
ORCID: 0000-0001-7499-7358
Observed ORCIDs: 0000-0001-7499-7358, 0000-0002-7095-0816
OpenAlex ID: A5101926299
On minimizing drawdown risks of lifetime investments
2015 · Xinfu Chen, David Landriault, et al. · Insurance Mathematics and Economics · 37
Stackelberg differential game for insurance under model ambiguity
2022 · Jingyi Cao, Dongchen Li, et al. · Insurance Mathematics and Economics · 36
Reinsurance games with two reinsurers: Tree versus chain
2023 · Jingyi Cao, Dongchen Li, et al. · European Journal of Operational Research · 33
Short Communication: Optimal Insurance to Maximize Exponential Utility When Premium Is Computed by a Convex Functional
2024 · Jingyi Cao, Dongchen Li, et al. · SIAM Journal on Financial Mathematics · 13
Textual analysis of insurance claims with large language models
2025 · Dongchen Li, Zhuo Jin, et al. · Journal of Risk & Insurance · 8
Strategic underreporting and optimal deductible insurance
2024 · Jingyi Cao, Dongchen Li, et al. · Astin Bulletin · 5
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Relationship between career maturity, psychological separation, and occupational self-efficacy of postgraduates: moderating effect of registered residence type
2023 · Jianchao Ni, Jiawen Zhang, et al. · BMC Psychology · 5
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Research on the Relationship Between Rural Volunteering and Career Expectations of College Students: The Mediating Effect of Role Identity
2023 · Li Ou, Jianchao Ni, et al. · SAGE Open · 4
On the pricing of vulnerable Parisian options
2024 · Zheng Liu, Dongchen Li, et al. · Finance research letters · 3
What is hindering Chinese women from participating in combat sports?
2024 · Yike Li, Hansen Li, et al. · Frontiers in Sports and Active Living · 2
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Co-opetition in reinsurance markets: When Pareto meets Stackelberg and Nash
2025 · Jingyi Cao, Dongchen Li, et al. · Insurance Mathematics and Economics · 1
Optimal Loss Reporting in Continuous Time with Full Insurance
2025 · Jingyi Cao, Dongchen Li, et al. · SIAM Journal on Financial Mathematics · 1
Continuous-time optimal reporting with full insurance under the mean-variance criterion
2024 · Jingyi Cao, Dongchen Li, et al. · Insurance Mathematics and Economics · 1
Optimal Insurance to Maximize Exponential Utility when Premium is Computed by a Convex Functional
2024 · Cao, Jingyi, Li, Dongchen, et al. · RePEc: Research Papers in Economics · 1
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On Some Stochastic Optimal Control Problems in Actuarial Mathematics
2017 · Dongchen Li · UWSpace (University of Waterloo) · 1
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Discovering expert-level Nash equilibrium algorithms with large language models
2026 · Hanyu Li, Dongchen Li, et al. · Nature Communications
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Equilibrium Strategies for Singular Dividend Control Problems under the Mean-Variance Criterion
2026 · Jingyi Cao, Dongchen Li, et al. · SIAM Journal on Control and Optimization
On the Callable Convertible Bond Analysis with Practical Call Provisions
2026 · Li Dongchen, Zheng Liu, et al. · SSRN Electronic Journal
Optimal proportional insurance under claim habit
2025 · Jingyi Cao, Dongchen Li, et al. · Astin Bulletin
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Equilibrium Mean-Variance Dividend Rate Strategies
2025 · Cao, Jingyi, Li, Dongchen, et al. · arXiv (Cornell University)
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Equilibrium Mean-Variance Dividend Rate Strategies
2025 · Jingyi Cao, Dongchen Li, et al. · SSRN Electronic Journal
Guaranteed minimum withdrawal benefits with high-water mark fee structure
2024 · Yichen Han, Lianxia Wu, et al. · PLoS ONE
Valuation of a Mixture of GMIB and GMDB Variable Annuity
2024 · Yichen Han, Dongchen Li, et al. · Mathematics
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The Impact of Intermediaries on Insurance Demand and Pricing
2024 · Dongchen Li, yan zeng, et al. · SSRN Electronic Journal
Equilibrium Loss Reporting for a Risk-Averse Insured of Deductible Insurance
2023 · Jingyi Cao, Dongchen Li, et al. · SSRN Electronic Journal
Works count: 27
Citation count: 151
H-index: 5
I10-index: 4
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