| Publication | Date of Publication | Type |
|---|
| Stochastic control with inhomogeneous regime switching: application to consumption and investment with unemployment and reemployment | 2023-08-15 | Paper |
| Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process | 2023-07-12 | Paper |
| Asymptotic solution of optimal reinsurance and investment problem with correlation risk for an insurer under the CEV model | 2023-06-26 | Paper |
| Target benefit pension plan with longevity risk and intergenerational equity | 2023-06-26 | Paper |
| Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model | 2023-03-29 | Paper |
| Optimal investment problem for a hybrid pension with intergenerational risk-sharing and longevity trend under model uncertainty | 2023-02-05 | Paper |
| Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer | 2022-10-04 | Paper |
| Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk | 2022-09-14 | Paper |
| Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon | 2022-05-27 | Paper |
| Optimal investment problem between two insurers with value-added service | 2022-05-23 | Paper |
| Optimal investment strategy for a DC pension plan with mispricing under the Heston model | 2022-05-18 | Paper |
| Mean-variance problem for an insurer with default risk under a jump-diffusion risk model | 2022-05-17 | Paper |
| Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment | 2022-02-16 | Paper |
| Optimal investment problem for an open-end fund with dynamic flows | 2021-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4998284 | 2021-07-01 | Paper |
| Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk | 2021-03-10 | Paper |
| Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans | 2019-11-25 | Paper |
| Optimal time-consistent investment strategy for a DC pension plan with the return of premiums clauses and annuity contracts | 2019-08-23 | Paper |
| Precommitted investment strategy versus time-consistent investment strategy for a dual risk model | 2019-08-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5383708 | 2019-06-21 | Paper |
| The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model | 2019-06-18 | Paper |
| On the constant elasticity of variance model for the utility maximization problem with multiple risky assets | 2019-06-18 | Paper |
| Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market | 2019-05-10 | Paper |
| Optimal control of investment-reinsurance problem for an insurer with jump-diffusion risk process: independence of Brownian motions | 2019-02-14 | Paper |
| Precommitted investment strategy versus time-consistent investment strategy for a general risk model with diffusion | 2019-02-14 | Paper |
| Legendre transform-dual solution for a class of investment and consumption problems with HARA utility | 2019-02-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4687859 | 2018-10-22 | Paper |
| Dynamic mean-variance model with borrowing constraint under the constant elasticity of variance process | 2018-10-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3132142 | 2018-01-29 | Paper |
| Equilibrium excess-of-loss reinsurance–investment strategy for a mean–variance insurer under stochastic volatility model | 2017-12-15 | Paper |
| Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model | 2017-09-27 | Paper |
| Worst-case investment and reinsurance optimization for an insurer under model uncertainty | 2017-08-16 | Paper |
| Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model | 2017-08-08 | Paper |
| Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model | 2017-01-31 | Paper |
| Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model | 2016-10-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2993975 | 2016-08-10 | Paper |
| Stochastic differential game formulation on the reinsurance and investment problem | 2016-04-05 | Paper |
| Optimal investment problem for an insurer and a reinsurer | 2016-03-10 | Paper |
| Optimal investment with multiple risky assets for an insurer with modified periodic risk process | 2015-09-25 | Paper |
| Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk | 2015-09-14 | Paper |
| A continuum percolation model for stock price fluctuation as a Lévy process | 2015-04-27 | Paper |
| Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model | 2015-03-24 | Paper |
| Optimal investment and consumption decisions under the constant elasticity of variance model | 2014-11-24 | Paper |
| Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model | 2014-07-23 | Paper |
| An investment and consumption problem with CIR interest rate and stochastic volatility | 2014-06-23 | Paper |
| Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model | 2014-06-23 | Paper |
| On the first hitting times to boundary of the reflected O-U process with two-sided barriers | 2014-03-12 | Paper |
| Optimal investment for the defined-contribution pension with stochastic salary under a CEV model | 2014-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4926616 | 2013-06-20 | Paper |
| Optimal investment with multiple risky assets for an insurer in an incomplete market | 2013-06-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4900594 | 2013-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2886646 | 2012-06-01 | Paper |
| Portfolio selection problem with multiple risky assets under the constant elasticity of variance model | 2012-04-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3054118 | 2010-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5483137 | 2006-08-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3375210 | 2006-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3023217 | 2005-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4658859 | 2005-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3153971 | 2002-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3154019 | 2002-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4539305 | 2002-07-04 | Paper |
| Riesz product spaces and representation theory | 1998-09-30 | Paper |
