Chonghu Guan

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimal ratcheting of dividend payout under Brownian motion surplus SIAM Journal on Control and Optimization	2024-09-20	Paper
Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon Mathematics of Operations Research	2024-02-23	Paper
Finite horizon optimal dividend and reinsurance problem driven by a jump-diffusion process with controlled jumps Applied Mathematics and Optimization	2023-04-27	Paper
A free boundary problem arising from a multi-state regime-switching stock trading model Journal of Differential Equations	2022-09-15	Paper
A consumption-investment model with state-dependent lower bound constraint on consumption Journal of Mathematical Analysis and Applications	2022-08-24	Paper
Free boundary problem for an optimal investment problem with a borrowing constraint Journal of Industrial and Management Optimization	2022-06-09	Paper
A free boundary problem of liquidity management for optimal dividend and insurance in finite horizon SIAM Journal on Control and Optimization	2021-07-15	Paper
A fully nonlinear free boundary problem for minimizing the ruin probability Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods	2020-06-11	Paper
An optimal investment problem with nonsmooth and nonconcave utility over a finite time horizon SIAM Journal on Financial Mathematics	2020-06-08	Paper
On a free boundary problem for an optimal investment problem with different interest rates Communications in Mathematical Sciences	2020-04-07	Paper
A fully nonlinear free boundary problem arising from optimal dividend and risk control model Mathematical Control and Related Fields	2019-12-18	Paper
Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain Journal of Differential Equations	2018-12-03	Paper
A free boundary problem in variational inequality with gradient constraint	2018-10-22	Paper
A consumption-investment problem with constraints on minimum and maximum consumption rates Journal of Computational and Applied Mathematics	2018-04-16	Paper
A stochastic control problem and related free boundaries in finance Mathematical Control and Related Fields	2017-10-20	Paper
A free boundary problem arising from a stochastic optimal control model under controllable risk Journal of Differential Equations	2016-01-26	Paper
Optimal Investment Stopping Problem with Nonsmooth Utility in Finite Horizon	2015-07-03	Paper
A free boundary problem arising from a stochastic optimal control model with bounded dividend rate Stochastic Analysis and Applications	2014-11-12	Paper
The free boundary problem of American butterfly option Mathematical Methods in the Applied Sciences	2014-01-29	Paper

Research outcomes over time

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