| Publication | Date of Publication | Type |
|---|
Monotonic mean-deviation risk measures
Finance and Stochastics | 2026-03-23 | Paper |
Exploratory mean-variance portfolio selection with Choquet regularizers
Quantitative Finance | 2026-03-16 | Paper |
Dynamic reinsurance design with heterogeneous beliefs under the mean-variance framework
Insurance Mathematics & Economics | 2026-03-12 | Paper |
Robust \(\Lambda\)-quantiles and extremal distributions
Mathematical Finance | 2026-01-26 | Paper |
A nonzero-sum game with reinforcement learning under mean-variance framework
ASTIN Bulletin | 2026-01-22 | Paper |
Optimal insurance design with lambda-value-at-risk
European Journal of Operational Research | 2025-12-02 | Paper |
Multilinear \(\theta\)-type Calderón-Zygmund operators and their commutators on products of weighted amalgam spaces
Journal of Mathematical Inequalities | 2025-01-22 | Paper |
Risk concentration and the mean-expected shortfall criterion
Mathematical Finance | 2024-11-20 | Paper |
Optimal insurance with mean-deviation measures
Insurance Mathematics & Economics | 2024-09-18 | Paper |
Optimal reinsurance contract in a Stackelberg game framework: a view of social planner
Scandinavian Actuarial Journal | 2024-02-26 | Paper |
Diversification quotients based on VaR and ES
Insurance Mathematics & Economics | 2024-02-13 | Paper |
Choquet Regularization for Continuous-Time Reinforcement Learning
SIAM Journal on Control and Optimization | 2023-10-11 | Paper |
Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework
European Journal of Operational Research | 2023-09-15 | Paper |
| Exploratory mean-variance portfolio selection with Choquet regularizers | 2023-07-06 | Paper |
| Multilinear $\theta$-type Calderon--Zygmund operators and their commutators on products of weighted amalgam spaces | 2023-02-18 | Paper |
| Multilinear $\theta$-type Calder\'on--Zygmund operators and commutators on products of weighted Morrey spaces | 2023-02-10 | Paper |
Robust optimal reinsurance in minimizing the penalized expected time to reach a goal
Journal of Computational and Applied Mathematics | 2022-10-21 | Paper |
Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion
Mathematical Methods of Operations Research | 2022-10-18 | Paper |
Optimal per-loss reinsurance and investment to minimize the probability of drawdown
Journal of Industrial and Management Optimization | 2022-09-23 | Paper |
Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game
Scandinavian Actuarial Journal | 2022-06-13 | Paper |
Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs
Journal of Industrial and Management Optimization | 2022-02-16 | Paper |
Minimizing the probability of absolute ruin under the mean‐variance premium principle
Optimal Control Applications & Methods | 2021-10-28 | Paper |
| Cash-subadditive risk measures without quasi-convexity | 2021-10-23 | Paper |
Minimizing the probability of absolute ruin under ambiguity aversion
Applied Mathematics and Optimization | 2021-10-19 | Paper |
Optimal reinsurance and investment in danger-zone and safe-region
Optimal Control Applications & Methods | 2021-06-22 | Paper |
Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle
Scandinavian Actuarial Journal | 2020-12-16 | Paper |
Optimal per-loss reinsurance and investment to minimize the probability of drawdown
(available as arXiv preprint) | 2020-10-23 | Paper |
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure
Scandinavian Actuarial Journal | 2018-12-14 | Paper |
