| Publication | Date of Publication | Type |
|---|
| Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps | 2024-01-19 | Paper |
| Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System | 2023-05-04 | Paper |
| A BSDE approach for bond pricing under interest rate models with self-exciting jumps | 2022-05-23 | Paper |
| Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system | 2021-09-23 | Paper |
| Optimal reinsurance-investment and dividends problem with fixed transaction costs | 2021-06-09 | Paper |
| Optimal investment problem with delay under partial information | 2020-08-28 | Paper |
| Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option | 2020-04-07 | Paper |
| Optimal investment-reinsurance policy with stochastic interest and inflation rates | 2020-02-20 | Paper |
| Robust optimal investment and reinsurance of an insurer under jump-diffusion models | 2019-10-15 | Paper |
| Bond and option pricing for interest rate model with clustering effects | 2018-11-14 | Paper |
| Mean-variance portfolio selection under a constant elasticity of variance model | 2018-09-28 | Paper |
| A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type | 2018-07-18 | Paper |
| Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming | 2018-04-13 | Paper |
| A stochastic maximum principle for processes driven by G‐Brownian motion and applications to finance | 2018-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5276347 | 2017-07-14 | Paper |
| On optimal proportional reinsurance and investment in a hidden Markov financial market | 2017-04-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3179808 | 2017-01-06 | Paper |
| Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk | 2016-10-31 | Paper |
| Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling | 2016-05-12 | Paper |
| A Bayesian approach for optimal reinsurance and investment in a diffusion model | 2013-12-04 | Paper |
| On optimal proportional reinsurance and investment in a Markovian regime-switching economy | 2013-03-14 | Paper |
| Optimization of risk policy and dividends with fixed transaction costs under interest rate | 2012-11-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2916211 | 2012-10-05 | Paper |
| Markovian regime-switching market completion using additional Markov jump assets | 2012-09-13 | Paper |
| A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model and Its Application to Finance | 2012-08-10 | Paper |
| Optimal investment and reinsurance of an insurer with model uncertainty | 2012-02-10 | Paper |
| Ruin probabilities for a risk model with two classes of claims | 2010-11-17 | Paper |
| Portfolio Selection in the Enlarged Markovian Regime-Switching Market | 2010-10-20 | Paper |
| Optimal Risk Control for The Excess of Loss Reinsurance Policies | 2010-06-21 | Paper |
| Total duration of negative surplus for the dual model | 2010-04-22 | Paper |
| On a risk model with dependence between claim sizes and claim intervals | 2008-09-29 | Paper |
| On the ruin problem in a Markov-modulated risk model | 2008-06-25 | Paper |
| Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting | 2007-12-16 | Paper |
| Stochastic linear quadratic optimal control problems with regime-switching jumps in infinite horizon | 0001-01-03 | Paper |
