Person:925988

Available identifiers

zbMath Open zhang.huayueMaRDI QIDQ925988

List of research outcomes

Publication	Date of Publication	Type
Optimal pairs trading of mean-reverting processes over multiple assets	2023-07-26	Paper
Optimal proportional reinsurance and pairs trading under exponential utility criterion for the insurer	2022-11-14	Paper
A multiperiod equilibrium pricing model	2019-02-01	Paper
Investment-consumption with regime-switching discount rates	2014-10-08	Paper
Optimal investment, consumption and life insurance under mean-reverting returns: the complete market solution	2014-04-14	Paper
https://portal.mardi4nfdi.de/entity/Q2916596	2012-10-05	Paper
Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes	2010-12-20	Paper
https://portal.mardi4nfdi.de/entity/Q3571491	2010-07-08	Paper
https://portal.mardi4nfdi.de/entity/Q3641691	2009-11-11	Paper
Total duration of negative surplus for the risk model with debit interest	2009-06-09	Paper
Dynamic mean-variance problem with constrained risk control for the insurers	2009-03-25	Paper
DYNAMIC MEAN-VARIANCE OPTIMIZATION UNDER CLASSICAL RISK MODEL WITH FRACTIONAL BROWNIAN MOTION PERTURBATION	2009-02-26	Paper
Ruin probabilities of a surplus process described by PDMPs	2008-05-26	Paper
The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate	2006-06-30	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: Hua-Yue Zhang