| Publication | Date of Publication | Type |
|---|
The Howard's policy iteration and convergence for optimal dividend under compound-Poisson model
Applied Mathematics and Optimization | 2026-08-04 | Paper |
Optimal investment problem with a tracking-error constraint under prospect theory
Journal of Industrial and Management Optimization | 2026-02-23 | Paper |
| Reinforcement Learning for optimal dividend problem under diffusion model | 2023-09-18 | Paper |
Optimal pairs trading of mean-reverting processes over multiple assets
Numerical Algebra, Control and Optimization | 2023-07-26 | Paper |
Optimal proportional reinsurance and pairs trading under exponential utility criterion for the insurer
Journal of Industrial and Management Optimization | 2022-11-14 | Paper |
Channel-based coherence of quantum states
International Journal of Quantum Information | 2022-09-26 | Paper |
Functional-coefficient regression models with GARCH errors
The Canadian Journal of Statistics | 2022-08-02 | Paper |
Minimizing ruin probability under the Sparre Anderson model
Communications in Statistics: Theory and Methods | 2022-05-30 | Paper |
Optimal dividend and reinsurance problem for an insurance company with dependent risks
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Dynamic stochastic cooperative reinsurance strategy in a continuous time model
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
The optimal time to merge for two insurance companies
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Optimal investment and dividend strategy under renewal risk model
SIAM Journal on Control and Optimization | 2022-01-07 | Paper |
| Performance output tracking based on error feedback for one-dimension heat equation | 2020-08-12 | Paper |
Minimizing the Ruin Probability under the Sparre Andersen Model
(available as arXiv preprint) | 2020-04-17 | Paper |
Optimal singular dividend problem under the Sparre Andersen model
Journal of Optimization Theory and Applications | 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
The Annals of Applied Probability | 2018-03-08 | Paper |
Optimal dividend and investment problems under Sparre Andersen model
The Annals of Applied Probability | 2018-03-08 | Paper |
Minimizing expected time to reach a given capital level before ruin
Journal of Industrial and Management Optimization | 2017-10-20 | Paper |
Optimal control with restrictions for a diffusion risk model under constant interest force
Applied Mathematics and Optimization | 2016-03-08 | Paper |
Stochastic differential equations driven by fractional Brownian motion and Poisson point process
Bernoulli | 2015-05-19 | Paper |
Stochastic differential equations driven by fractional Brownian motion and Poisson point process
Bernoulli | 2015-05-19 | Paper |
Optimal time-consistent portfolio and contribution selection for defined benefit pension schemes under mean-variance criterion
The ANZIAM Journal | 2014-11-12 | Paper |
Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
Insurance Mathematics & Economics | 2014-06-23 | Paper |
Optimal investment with a value-at-risk constraint
Journal of Industrial and Management Optimization | 2014-05-16 | Paper |
Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints
Finance and Stochastics | 2012-11-15 | Paper |
On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs
Stochastic Processes and their Applications | 2012-10-26 | Paper |
Optimal investment and proportional reinsurance with constrained control variables
Optimal Control Applications & Methods | 2011-11-17 | Paper |
Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer
Journal of Systems Science and Complexity | 2011-11-17 | Paper |
Optimal dividend policies with transaction costs for a class of diffusion processes
SIAM Journal on Control and Optimization | 2011-03-21 | Paper |
Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection
Science China. Mathematics | 2011-02-25 | Paper |
Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes
Scandinavian Actuarial Journal | 2011-02-22 | Paper |
Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes
Quantitative Finance | 2010-12-20 | Paper |
Dynamic mean-variance problem with constrained risk control for the insurers
Mathematical Methods of Operations Research | 2009-03-25 | Paper |
DYNAMIC MEAN-VARIANCE OPTIMIZATION UNDER CLASSICAL RISK MODEL WITH FRACTIONAL BROWNIAN MOTION PERTURBATION
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2009-02-26 | Paper |
| scientific article; zbMATH DE number 5502241 (Why is no real title available?) | 2009-02-03 | Paper |
Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
Insurance Mathematics & Economics | 2008-06-25 | Paper |
Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach
Frontiers of Mathematics in China | 2008-03-14 | Paper |
A note on the edge-face total chromatic number of maximal outerplanar graphs
Journal of Lanzhou Railway University. Natural Sciences | 2001-10-21 | Paper |
| scientific article; zbMATH DE number 1556204 (Why is no real title available?) | 2001-08-19 | Paper |
| scientific article; zbMATH DE number 1159427 (Why is no real title available?) | 1998-09-30 | Paper |
| scientific article; zbMATH DE number 1150274 (Why is no real title available?) | 1998-05-07 | Paper |
