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Agent's Optimal Compensation Under Inflation Risk by Using Dynamic Contract Model 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 卷号: 34, 期号: 6, 页码: 2291-2309
Authors:  Fei Chen;  Fei Weiyin;  Zhang Fanhong;  Yang Xiaoguang
Favorite  |  View/Download:50/0  |  Submit date:2022/04/02
Equity incentive  inflation risk  Ito formula  principal-agent problem  the martingale representation theorem  
Self-Control, Effort Procrastination, and Competitive Equilibrium in Insurance Markets 期刊论文
JOURNAL OF RISK AND INSURANCE, 2020, 卷号: 87, 期号: 3, 页码: 751-782
Authors:  Ai, Jing;  Zhao, Lin;  Zhu, Wei
Favorite  |  View/Download:131/0  |  Submit date:2020/09/23
Explicit expressions to counterparty credit exposures for Forward and European Option 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 卷号: 52, 页码: 14
Authors:  Li, Shuang;  Peng, Cheng;  Bao, Ying;  Zhao, Yanlong
Favorite  |  View/Download:67/0  |  Submit date:2020/05/24
Counterparty credit exposure  Explicit expressions  Forward  European Option  
Mean-risk analysis of wholesale price contracts with stochastic price-dependent demand 期刊论文
ANNALS OF OPERATIONS RESEARCH, 2017, 卷号: 257, 期号: 1-2, 页码: 491-518
Authors:  Zhao, Yingxue;  Choi, Tsan-Ming;  Cheng, T. C. E.;  Wang, Shouyang
Favorite  |  View/Download:72/0  |  Submit date:2018/07/30
Supply chain management  Contract risk  Wholesale price contract  Stochastic price-dependent demand  Risk aversion  
Contracting with Present-Biased Consumers in Insurance Markets 期刊论文
Geneva Risk and Insurance Review, 2016, 卷号: 41, 期号: 2, 页码: 107-148
Authors:  Ai, Jing;  Zhao, Lin;  Zhu, Wei
Favorite  |  View/Download:72/0  |  Submit date:2018/07/30
present bias  time-inconsistent preference  self-control  consumer naivete  moral hazard  insurance market  
Contract Coordination in Dual Sourcing Supply Chain under Supply Disruption Risk 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2015, 页码: 10
Authors:  Shu, Tong;  Yang, Fang;  Chen, Shou;  Wang, Shouyang;  Lai, Kin Keung;  Gan, Lu
Favorite  |  View/Download:93/0  |  Submit date:2018/07/30
Risk analysis of commitment-option contracts with forecast updates 期刊论文
IIE TRANSACTIONS, 2011, 卷号: 43, 期号: 6, 页码: 415-431
Authors:  Buzacott, John;  Yan, Houmin;  Zhang, Hanqin
Favorite  |  View/Download:76/0  |  Submit date:2018/07/30
Mean-variance  commitment-option contract  forecast updates  stochastic order  
Impact of risk aversion on optimal decisions in supply contracts 期刊论文
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 2010, 卷号: 128, 期号: 2, 页码: 569-576
Authors:  Wu, Jun;  Wang, Shouyang;  Chao, Xiuli;  Ng, C. T.;  Cheng, T. C. E.
Favorite  |  View/Download:49/0  |  Submit date:2018/07/30
Supply chain management  Risk analysis  Conditional value-at-risk  
Coordination of supply chains by option contracts: A cooperative game theory approach 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2010, 卷号: 207, 期号: 2, 页码: 668-675
Authors:  Zhao, Yingxue;  Wang, Shouyang;  Cheng, T. C. E.;  Yang, Xiaoqi;  Huang, Zhimin
Favorite  |  View/Download:73/0  |  Submit date:2018/07/30
Supply chain management  Cooperative game  Option contract  Negotiating power  Channel coordination  
SUPPLY CHAIN COORDINATION WITH CVaR CRITERION 期刊论文
ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH, 2009, 卷号: 26, 期号: 1, 页码: 135-160
Authors:  Yang, Lei;  Xu, Minghui;  Yu, Gang;  Zhang, Hanqin
Favorite  |  View/Download:78/0  |  Submit date:2018/07/30
Supply chain coordination  newsvendor model  risk-aversion  supply contract  conditional value-at-risk