Xiaowei Chen

Available identifiers

Publication	Date of Publication	Type
Asset-liability management with state-dependent utility in the regime-switching market	2023-08-10	Paper
A bi-level optimization model for the asset-liability management of insurance companies	2023-03-29	Paper
Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model	2022-04-22	Paper
Pandemic risk management: resources contingency planning and allocation	2021-11-19	Paper
The optimal investment, liability and dividends in insurance	2021-11-05	Paper
https://portal.mardi4nfdi.de/entity/Q4999389	2021-07-06	Paper
Uncertain stock model with periodic dividends	2019-05-28	Paper
Two-factor term structure model with uncertain volatility risk	2018-10-23	Paper
Some concepts and properties of uncertain fields	2017-12-21	Paper
Uncertain calculus with finite variation processes	2017-04-12	Paper
A Note on Uncertain Sequence	2015-11-04	Paper
https://portal.mardi4nfdi.de/entity/Q3447889	2015-10-28	Paper
A numerical method for solving uncertain differential equations	2014-07-09	Paper
Uncertain term structure model of interest rate	2013-06-11	Paper
Entropy of function of uncertain variables	2013-01-24	Paper
https://portal.mardi4nfdi.de/entity/Q4900562	2013-01-24	Paper
Variation analysis of uncertain stationary independent increment processes	2012-12-29	Paper
Cross-entropy measure of uncertain variables	2012-10-17	Paper
Modeling stochastic project time-cost trade-offs with time-dependent activity durations	2012-08-19	Paper

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