Tingjin Yan

Available identifiers

zbMath Open yan.tingjinMaRDI QIDQ2024118

List of research outcomes

Publication	Date of Publication	Type
Dynamic asset-liability management with frictions	2023-07-18	Paper
Robust retirement and life insurance with inflation risk and model ambiguity	2023-04-20	Paper
Irreversible reinsurance: a singular control approach	2023-02-01	Paper
Pairs trading under delayed cointegration	2022-09-30	Paper
Equilibrium pairs trading under delayed cointegration	2022-08-23	Paper
Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility	2021-05-03	Paper
Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility	2020-02-03	Paper
Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility	2019-12-19	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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