Yu-lian Fan

Available identifiers

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

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