Person:2240651

Available identifiers

zbMath Open fan.yulianMaRDI QIDQ2240651

List of research outcomes

Publication	Date of Publication	Type
Optimal insurance design under belief-dependent utility and ambiguity	2024-01-10	Paper
Path-dependent dynamic programming principles and related path-dependent PDEs under $\bm{G}$-expectation	2022-03-21	Paper
A belief-dependent utility model	2021-11-04	Paper
The PDEs and numerical scheme for derivatives under uncertainty volatility	2020-02-20	Paper
The solution of the optimal insurance problem with background risk	2019-06-19	Paper
The quasi-sure limit of convex combinations of nonnegative measurable functions	2019-03-21	Paper
The pricing of Asian options in uncertain volatility model	2019-02-08	Paper
The Nonlinear Terminal-Boundary Problems for Barrier Options	2013-07-10	Paper
Some apriori estimates of G-BSDEs and the G-martingale representation for a special case	2013-03-05	Paper
Conditional G-expectation in $\mathbb{L}^{p}$ and related It\^o's calculus	2013-02-25	Paper
The risk transfer of non-tradable risks under model uncertainty	2012-11-07	Paper
https://portal.mardi4nfdi.de/entity/Q3571319	2010-07-08	Paper
https://portal.mardi4nfdi.de/entity/Q3513789	2008-08-06	Paper
RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions	2007-01-24	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Yu-lian Fan