Xia Han

Available identifiers

zbMath Open han.xiaMaRDI QIDQ2076359

List of research outcomes

Publication	Date of Publication	Type
Optimal reinsurance contract in a Stackelberg game framework: a view of social planner	2024-02-26	Paper
Diversification quotients based on VaR and ES	2024-02-13	Paper
Choquet Regularization for Continuous-Time Reinforcement Learning	2023-10-11	Paper
Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework	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	2022-10-21	Paper
Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion	2022-10-18	Paper
Optimal per-loss reinsurance and investment to minimize the probability of drawdown	2022-09-23	Paper
Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game	2022-06-13	Paper
Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs	2022-02-16	Paper
Minimizing the probability of absolute ruin under the mean‐variance premium principle	2021-10-28	Paper
Cash-subadditive risk measures without quasi-convexity	2021-10-23	Paper
Minimizing the probability of absolute ruin under ambiguity aversion	2021-10-19	Paper
Optimal reinsurance and investment in danger‐zone and safe‐region	2021-06-22	Paper
Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle	2020-12-16	Paper
Optimal per-loss reinsurance and investment to minimize the probability of drawdown	2020-10-23	Paper
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure	2018-12-14	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
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