Lihua Bai

Publication Activity (10 Years)

Years Active: 2008-2021
Publications (10 Years): 5

Top Topics

Estimation Accuracy

Transaction Costs

Top Venues

Int. J. Inf. Syst. Supply Chain Manag.

Finance Stochastics

J. Optim. Theory Appl.

Image Vis. Comput.

Publications

Lihua Bai, Jin Ma
Optimal Investment and Dividend Strategy under Renewal Risk Model. SIAM J. Control. Optim. 59 (6) (2021)
Yanchun Ma, Yongjian Liu, Qing Xie, Shengwu Xiong, Lihua Bai, Anshu Hu
A Tibetan Thangka data set and relative tasks. Image Vis. Comput. 108 (2021)
Linlin Tian, Lihua Bai, Junyi Guo
Optimal Singular Dividend Problem Under the Sparre Andersen Model. J. Optim. Theory Appl. 184 (2) (2020)
Lihua Bai, Yuan Ren, Nazrul I. Shaikh
Demand Estimation When There Are Unobservable Substitutions Amongst Choice Alternatives. Int. J. Inf. Syst. Supply Chain Manag. 12 (1) (2019)
Lihua Bai, Junyan Wang, Nazrul I. Shaikh
Assortment Optimization with Product Level Demand and Substitution Information. Int. J. Inf. Syst. Supply Chain Manag. 11 (3) (2018)
Lihua Bai, Martin Hunting, Jostein Paulsen
Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints. Finance Stochastics 16 (3) (2012)
Junna Bi, Junyi Guo, Lihua Bai
Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer. J. Syst. Sci. Complex. 24 (2) (2011)
Lihua Bai, Jostein Paulsen
Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes. SIAM J. Control. Optim. 48 (8) (2010)
Lihua Bai, Huayue Zhang
Dynamic mean-variance problem with constrained risk control for the insurers. Math. Methods Oper. Res. 68 (1) (2008)