| Publication | Date of Publication | Type |
|---|
Optimal reinsurance arrangement under heterogeneous beliefs: a unified method with piecewise modification
SIAM Journal on Financial Mathematics | 2024-12-04 | Paper |
Robust optimal per-loss reinsurance strategy for an ambiguity-averse insurer
Chinese Journal of Applied Probability and Statistics | 2024-06-21 | Paper |
Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle
Communications in Statistics: Theory and Methods | 2023-11-29 | Paper |
Multiple per-claim reinsurance based on maximizing the Lundberg exponent
Insurance Mathematics \& Economics | 2023-10-12 | Paper |
Particle radial distribution function and relative velocity measurement in turbulence at small particle-pair separations – CORRIGENDUM
Journal of Fluid Mechanics | 2023-04-05 | Paper |
Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility
SIAM Journal on Financial Mathematics | 2022-08-22 | Paper |
The impact of CoCo bonds on systemic risk considering liquidity risk
Quantitative Finance | 2022-04-05 | Paper |
Nonlinear impulse capital injections problem with reinsurance control
Scientia Sinica Mathematica | 2022-03-21 | Paper |
Optimal dividend policy: A regular-impulse stochastic control problem
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Optimal stochastic impulse and regular control for capital injections: a hybrid strategy
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Chinese write-down bonds and bank capital structure
Quantitative Finance | 2022-02-08 | Paper |
Hydrodynamic interactions and extreme particle clustering in turbulence
Journal of Fluid Mechanics | 2022-01-03 | Paper |
Optimal impulse control with variance premium principle
SCIENTIA SINICA Mathematica | 2021-12-17 | Paper |
Numerical investigation of ``frog-leap mechanisms of three particles aligned moving in an inclined channel flow
Advances in Applied Mathematics and Mechanics | 2021-09-29 | Paper |
Particle radial distribution function and relative velocity measurement in turbulence at small particle-pair separations
Journal of Fluid Mechanics | 2021-09-08 | Paper |
Optimal consumption, life insurance and investment decision with habit formation
| 2021-04-26 | Paper |
Continuous-time optimal reinsurance strategy with nontrivial curved structures
Applied Mathematics and Computation | 2020-01-09 | Paper |
Robust optimal investment and reinsurance of an insurer under jump-diffusion models
Mathematical Control and Related Fields | 2019-10-15 | Paper |
How to Block Blood Flow by Using Elastic Coil
Frontiers in Algorithmics | 2019-04-26 | Paper |
Optimal reinsurance arrangements in the presence of two reinsurers
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
Novel geometric approach for virtual coiling
Theoretical Computer Science | 2018-06-05 | Paper |
OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES
Probability in the Engineering and Informational Sciences | 2017-09-19 | Paper |
A note on optimal insurance risk control with multiple reinsurers
Journal of Computational and Applied Mathematics | 2017-03-16 | Paper |
On the expected discounted penalty function in a delayed-claims risk model
Acta Mathematicae Applicatae Sinica. English Series | 2017-02-14 | Paper |
scientific article; zbMATH DE number 6613877 (Why is no real title available?)
| 2016-08-10 | Paper |
Optimal insurance risk control with multiple reinsurers
Journal of Computational and Applied Mathematics | 2016-05-30 | Paper |
Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
Insurance Mathematics \& Economics | 2016-05-12 | Paper |
A reinsurance game between two insurance companies with nonlinear risk processes
Insurance Mathematics \& Economics | 2015-05-26 | Paper |
Risk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes
Stochastic Analysis and Applications | 2014-05-02 | Paper |
Optimal dividends with debts and nonlinear insurance risk processes
Insurance Mathematics \& Economics | 2014-04-15 | Paper |
Optimal portfolio in a continuous-time self-exciting threshold model
Journal of Industrial and Management Optimization | 2013-11-14 | Paper |
Impulse control of proportional reinsurance with constraints
International Journal of Stochastic Analysis | 2011-09-08 | Paper |
Maximization of T-A objective functions for risk models with constant interest force
| 2011-07-19 | Paper |
Optimal mixed impulse-equity insurance control problem with reinsurance
SIAM Journal on Control and Optimization | 2011-05-17 | Paper |
scientific article; zbMATH DE number 5778631 (Why is no real title available?)
| 2010-09-02 | Paper |
Optimal risk control for the excess of loss reinsurance policies
ASTIN Bulletin | 2010-06-21 | Paper |
scientific article; zbMATH DE number 5631012 (Why is no real title available?)
| 2009-11-11 | Paper |
The classification construction and the non-isomorphism counting of symmetric Latin square
| 2009-02-26 | Paper |
Short track cyclic \(m\)-cycle systems of \(K_{n,n}\) for \(m\equiv 2\pmod 4\)
| 2008-08-26 | Paper |
The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion
Applied Stochastic Models in Business and Industry | 2008-06-18 | Paper |
Experimental and numerical investigation of inertial particle clustering in isotropic turbulence
Journal of Fluid Mechanics | 2008-06-17 | Paper |
On a Joint Distribution for the Classical Risk Process with a Stochastic Return on Investments
Stochastic Models | 2007-10-24 | Paper |
Performance analysis of a typical algorithm in an ad hoc network
| 2007-06-26 | Paper |
Flow past a trapezoidal tab
Journal of Fluid Mechanics | 2005-03-21 | Paper |
