Sang Wu

From MaRDI portal
Person:2287375

Available identifiers

zbMath Open wu.sangMaRDI QIDQ2287375

List of research outcomes





PublicationDate of PublicationType
Optimal investment of DC pension plan with two VaR constraints2022-05-30Paper
Optimal asset allocation for participating contracts with mortality risk under minimum guarantee2022-05-18Paper
https://portal.mardi4nfdi.de/entity/Q49847062021-04-26Paper
https://portal.mardi4nfdi.de/entity/Q51293022020-10-27Paper
https://portal.mardi4nfdi.de/entity/Q33074512020-08-12Paper
Optimal asset allocation for participating contracts under the VaR and PI constraint2020-02-26Paper
Pricing a chained dynamic fund protection under Vasicek interest rate model with stochastic barrier2020-01-20Paper
FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS2019-11-08Paper
https://portal.mardi4nfdi.de/entity/Q51962462019-10-02Paper

Research outcomes over time

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