| Publication | Date of Publication | Type |
|---|
Mutual aid insurance with a three-state Markov chain
Scandinavian Actuarial Journal | 2024-11-04 | Paper |
Optimal reinsurance and investment problem with multiple risky assets and correlation risk for an insurer under the Ornstein-Uhlenbeck model
Communications in Statistics. Theory and Methods | 2024-05-17 | Paper |
Stochastic control with inhomogeneous regime switching: application to consumption and investment with unemployment and reemployment
Journal of Mathematical Economics | 2023-08-15 | Paper |
Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process
Scandinavian Actuarial Journal | 2023-07-12 | Paper |
Target benefit pension plan with longevity risk and intergenerational equity
ASTIN Bulletin | 2023-06-26 | Paper |
Asymptotic solution of optimal reinsurance and investment problem with correlation risk for an insurer under the CEV model
International Journal of Control | 2023-06-26 | Paper |
Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model
Journal of Industrial and Management Optimization | 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
Communications in Statistics: Theory and Methods | 2022-10-04 | Paper |
Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk
Communications in Statistics: Theory and Methods | 2022-09-14 | Paper |
Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon
Communications in Statistics: Theory and Methods | 2022-05-27 | Paper |
Optimal investment problem between two insurers with value-added service
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
Optimal investment strategy for a DC pension plan with mispricing under the Heston model
Communications in Statistics: Theory and Methods | 2022-05-18 | Paper |
Mean-variance problem for an insurer with default risk under a jump-diffusion risk model
Communications in Statistics: Theory and Methods | 2022-05-17 | Paper |
Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment
Journal of Industrial and Management Optimization | 2022-02-16 | Paper |
Optimal investment problem for an open-end fund with dynamic flows
International Journal of Control | 2021-11-25 | Paper |
| Optimal investment problem for DC pension plan with return of death and accident clauses | 2021-07-01 | Paper |
Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk
Journal of Computational and Applied Mathematics | 2021-03-10 | Paper |
Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans
Applied Mathematics and Computation | 2019-11-25 | Paper |
Optimal time-consistent investment strategy for a DC pension plan with the return of premiums clauses and annuity contracts
Discrete Dynamics in Nature and Society | 2019-08-23 | Paper |
Precommitted investment strategy versus time-consistent investment strategy for a dual risk model
Discrete Dynamics in Nature and Society | 2019-08-23 | Paper |
| Optimal reinsurance and investment strategies under CIR stochastic interest rate model | 2019-06-21 | Paper |
On the constant elasticity of variance model for the utility maximization problem with multiple risky assets
IMA Journal of Management Mathematics | 2019-06-18 | Paper |
The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model
IMA Journal of Management Mathematics | 2019-06-18 | Paper |
Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market
Journal of Mathematical Analysis and Applications | 2019-05-10 | Paper |
Optimal control of investment-reinsurance problem for an insurer with jump-diffusion risk process: independence of Brownian motions
Abstract and Applied Analysis | 2019-02-14 | Paper |
Precommitted investment strategy versus time-consistent investment strategy for a general risk model with diffusion
Abstract and Applied Analysis | 2019-02-14 | Paper |
Legendre transform-dual solution for a class of investment and consumption problems with HARA utility
Mathematical Problems in Engineering | 2019-02-08 | Paper |
| A game between two insurance companies with jump-diffusion risk model | 2018-10-22 | Paper |
Dynamic mean-variance model with borrowing constraint under the constant elasticity of variance process
Journal of Applied Mathematics | 2018-10-10 | Paper |
| Optimal investment strategy for both insurer and reinsurer | 2018-01-29 | Paper |
Equilibrium excess-of-loss reinsurance-investment strategy for a mean-variance insurer under stochastic volatility model
Communications in Statistics: Theory and Methods | 2017-12-15 | Paper |
Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model
Journal of Computational and Applied Mathematics | 2017-09-27 | Paper |
Worst-case investment and reinsurance optimization for an insurer under model uncertainty
Discrete Dynamics in Nature and Society | 2017-08-16 | Paper |
Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model
Computational and Applied Mathematics | 2017-08-08 | Paper |
Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
Insurance Mathematics & Economics | 2017-01-31 | Paper |
Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model
Journal of Systems Science and Complexity | 2016-10-20 | Paper |
| scientific article; zbMATH DE number 6612494 (Why is no real title available?) | 2016-08-10 | Paper |
Stochastic differential game formulation on the reinsurance and investment problem
International Journal of Control | 2016-04-05 | Paper |
Optimal investment problem for an insurer and a reinsurer
Journal of Systems Science and Complexity | 2016-03-10 | Paper |
Optimal investment with multiple risky assets for an insurer with modified periodic risk process
Journal of Systems Science and Complexity | 2015-09-25 | Paper |
Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
Insurance Mathematics & Economics | 2015-09-14 | Paper |
A continuum percolation model for stock price fluctuation as a Lévy process
Journal of Systems Science and Complexity | 2015-04-27 | Paper |
Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model
Journal of Computational and Applied Mathematics | 2015-03-24 | Paper |
Optimal investment and consumption decisions under the constant elasticity of variance model
Mathematical Problems in Engineering | 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
Journal of Computational and Applied Mathematics | 2014-07-23 | Paper |
Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model
Insurance Mathematics & Economics | 2014-06-23 | Paper |
An investment and consumption problem with CIR interest rate and stochastic volatility
Abstract and Applied Analysis | 2014-06-23 | Paper |
On the first hitting times to boundary of the reflected O-U process with two-sided barriers
International Journal of Contemporary Mathematical Sciences | 2014-03-12 | Paper |
On the first hitting times to boundary of the reflected O-U process with two-sided barriers
International Journal of Contemporary Mathematical Sciences | 2014-03-12 | Paper |
Optimal investment for the defined-contribution pension with stochastic salary under a CEV model
Applied Mathematics. Series B (English Edition) | 2014-02-28 | Paper |
| Optimal control for utility portfolio selection with liability | 2013-06-20 | Paper |
Optimal investment with multiple risky assets for an insurer in an incomplete market
Discrete Dynamics in Nature and Society | 2013-06-13 | Paper |
| scientific article; zbMATH DE number 6129099 (Why is no real title available?) | 2013-01-24 | Paper |
Portfolio optimization with random parameters and stochastic cash flow for quadratic utility maximization
Acta Mathematicae Applicatae Sinica | 2012-06-01 | Paper |
Portfolio selection problem with multiple risky assets under the constant elasticity of variance model
Insurance Mathematics & Economics | 2012-04-18 | Paper |
| Research on insurance pricing in an incomplete market | 2010-11-05 | Paper |
| scientific article; zbMATH DE number 5046552 (Why is no real title available?) | 2006-08-16 | Paper |
| scientific article; zbMATH DE number 5009438 (Why is no real title available?) | 2006-03-01 | Paper |
| scientific article; zbMATH DE number 2186051 (Why is no real title available?) | 2005-07-04 | Paper |
| scientific article; zbMATH DE number 2147229 (Why is no real title available?) | 2005-03-21 | Paper |
| scientific article; zbMATH DE number 1829247 (Why is no real title available?) | 2002-11-14 | Paper |
| scientific article; zbMATH DE number 1829199 (Why is no real title available?) | 2002-11-14 | Paper |
| scientific article; zbMATH DE number 1763921 (Why is no real title available?) | 2002-07-04 | Paper |
Riesz product spaces and representation theory
Acta Mathematica Sinica, English Series | 1998-09-30 | Paper |
