Suxin Wang

Available identifiers

zbMath Open wang.suxinMaRDI QIDQ1619553

List of research outcomes

Publication	Date of Publication	Type
Stochastic heat equation with Burgers term driven by fractional noises with two reflecting walls	2023-04-13	Paper
A hybrid metaheuristic algorithm for the multi-objective location-routing problem in the early post-disaster stage	2023-03-29	Paper
Stochastic partial differential equation with reflection driven by fractional noises	2022-07-05	Paper
Asymptotics of the solutions to stochastic wave equations driven by a non-Gaussian Lévy process	2022-07-01	Paper
Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility	2022-05-20	Paper
Mean-variance problem for an insurer with default risk under a jump-diffusion risk model	2022-05-17	Paper
Optimal investment problem for an open-end fund with dynamic flows	2021-11-25	Paper
Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk	2021-03-10	Paper
https://portal.mardi4nfdi.de/entity/Q3385842	2021-01-14	Paper
https://portal.mardi4nfdi.de/entity/Q5209113	2020-01-22	Paper
Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan	2019-11-28	Paper
Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans	2019-11-25	Paper
Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market	2019-05-10	Paper
On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media	2018-11-13	Paper
Optimal investment strategies and intergenerational risk sharing for target benefit pension plans	2018-06-15	Paper
Asymptotic analysis of a kernel estimator for parabolic stochastic partial differential equations driven by fractional noises	2018-03-14	Paper
https://portal.mardi4nfdi.de/entity/Q3132142	2018-01-29	Paper
Closed-form likelihood estimation for one type of affine point processes	2016-10-31	Paper
https://portal.mardi4nfdi.de/entity/Q2993975	2016-08-10	Paper
First hitting times for doubly skewed Ornstein-Uhlenbeck processes	2015-04-01	Paper
Stochastic Cahn-Hilliard equations driven by Poisson random measures	2015-03-26	Paper
Diffusion occupation time before exiting	2015-02-27	Paper
Skew Ornstein-Uhlenbeck processes and their financial applications	2014-07-31	Paper
On a class of Cahn-Hilliard type stochastic interacting systems with stepping-stone noises	2014-04-09	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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