Jingyun Sun

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
Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance Journal of Industrial and Management Optimization	2023-07-21	Paper
The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors Physica A	2022-08-02	Paper
Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate Communications in Statistics: Theory and Methods	2021-10-01	Paper
Optimal investment strategies for a class of risky assets with jump-diffusion dependence under the stochastic interest rate	2021-04-26	Paper
Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity Optimization	2021-02-19	Paper
Optimal investment strategy for the DC pension fund with Stein-Stein volatility and dynamic VaR constraint	2020-01-22	Paper
Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks Insurance Mathematics & Economics	2019-11-28	Paper
Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model Mathematical Problems in Engineering	2018-10-12	Paper
Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk Insurance Mathematics & Economics	2017-07-17	Paper
Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model Insurance Mathematics & Economics	2016-05-12	Paper
scientific article; zbMATH DE number 5657632 (Why is no real title available?)	2010-01-13	Paper
Attractors for doubly nonlinear parabolic equations in unbounded domains	2009-12-15	Paper
scientific article; zbMATH DE number 5631943 (Why is no real title available?)	2009-11-11	Paper
The Erlang(2) risk model with a two-step premium rate	2009-07-22	Paper

Research outcomes over time

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