| Publication | Date of Publication | Type |
|---|
| Reinforcement Learning for optimal dividend problem under diffusion model | 2023-09-18 | Paper |
| 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 |
| Channel-based coherence of quantum states | 2022-09-26 | Paper |
| Functional‐coefficient regression models with GARCH errors | 2022-08-02 | Paper |
| Minimizing ruin probability under the Sparre Anderson model | 2022-05-30 | Paper |
| Optimal dividend and reinsurance problem for an insurance\\ company with dependent risks | 2022-03-21 | Paper |
| Dynamic stochastic cooperative reinsurance strategy in a\\ continuous time model | 2022-03-21 | Paper |
| The optimal time to merge for two insurance companies | 2022-03-21 | Paper |
| Optimal Investment and Dividend Strategy under Renewal Risk Model | 2022-01-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3308029 | 2020-08-12 | Paper |
| Minimizing the Ruin Probability under the Sparre Andersen Model | 2020-04-17 | Paper |
| Optimal singular dividend problem under the Sparre Andersen model | 2020-02-26 | Paper |
| On Optimal Dividend and Investment Strategy under Renewal Risk Models | 2019-08-30 | Paper |
| Optimal dividend and investment problems under Sparre Andersen model | 2018-03-08 | Paper |
| Minimizing expected time to reach a given capital level before ruin | 2017-10-20 | Paper |
| Optimal control with restrictions for a diffusion risk model under constant interest force | 2016-03-08 | Paper |
| Stochastic differential equations driven by fractional Brownian motion and Poisson point process | 2015-05-19 | Paper |
| OPTIMAL TIME-CONSISTENT PORTFOLIO AND CONTRIBUTION SELECTION FOR DEFINED BENEFIT PENSION SCHEMES UNDER MEAN–VARIANCE CRITERION | 2014-11-12 | Paper |
| Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting | 2014-06-23 | Paper |
| Optimal investment with a value-at-risk constraint | 2014-05-16 | Paper |
| Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints | 2012-11-15 | Paper |
| On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs | 2012-10-26 | Paper |
| Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer | 2011-11-17 | Paper |
| Optimal investment and proportional reinsurance with constrained control variables | 2011-11-17 | Paper |
| Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes | 2011-03-21 | Paper |
| Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection | 2011-02-25 | Paper |
| Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes | 2011-02-22 | Paper |
| Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes | 2010-12-20 | 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 |
| https://portal.mardi4nfdi.de/entity/Q3599299 | 2009-02-03 | Paper |
| Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint | 2008-06-25 | Paper |
| Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach | 2008-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2748761 | 2001-10-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4525843 | 2001-08-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4391848 | 1998-09-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4388480 | 1998-05-07 | Paper |
