Shu-Min Chen

From MaRDI portal
Revision as of 05:43, 7 October 2023 by Import231006081045 (talk | contribs) (Created automatically from import231006081045)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Person:477498

Available identifiers

zbMath Open chen.shuminMaRDI QIDQ477498

List of research outcomes





PublicationDate of PublicationType
Optimal reinsurance strategy with mean-variance premium principle and relative performance concern2025-01-20Paper
Robust optimal reinsurance-investment strategy with extrapolative bias premiums and ambiguity aversion2025-01-10Paper
Fundamental, dipole, and vortex solitons in fractional nonlinear Schrödinger equation with a parity-time-symmetric periodic potential2024-02-21Paper
Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity2023-08-16Paper
Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model2022-10-26Paper
Dynamic risk-sharing game and reinsurance contract design2019-05-23Paper
Optimal dividend strategies with time-inconsistent preferences2018-11-01Paper
https://portal.mardi4nfdi.de/entity/Q46908412018-10-22Paper
STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE2018-06-05Paper
Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty2018-04-16Paper
Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model2017-05-24Paper
https://portal.mardi4nfdi.de/entity/Q28250652016-10-06Paper
https://portal.mardi4nfdi.de/entity/Q29505472015-10-09Paper
Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs2015-07-22Paper
Optimal dividend payout for classical risk model with risk constraint2014-12-09Paper
https://portal.mardi4nfdi.de/entity/Q53987422014-02-28Paper
Funding and investment decisions in a stochastic defined benefit pension plan with regime switching2013-08-08Paper
Optimal investment-reinsurance policy for an insurance company with VaR constraint2012-02-10Paper
https://portal.mardi4nfdi.de/entity/Q31102762012-01-27Paper
https://portal.mardi4nfdi.de/entity/Q35713112010-07-08Paper
An Efficient Password Authenticated Key Exchange Protocol with Bilinear Parings2010-05-10Paper
https://portal.mardi4nfdi.de/entity/Q38886491980-01-01Paper

Research outcomes over time

This page was built for person: Shu-Min Chen