Sang Wu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimal investment of DC pension plan with two VaR constraints Communications in Statistics: Theory and Methods	2022-05-30	Paper
Optimal asset allocation for participating contracts with mortality risk under minimum guarantee Communications in Statistics: Theory and Methods	2022-05-18	Paper
Optimal investment of DC pension plan with minimum guarantee	2021-04-26	Paper
Pricing vulnerable European options under a jump-diffusion model with stochastic rate	2020-10-27	Paper
scientific article; zbMATH DE number 7234612 (Why is no real title available?)	2020-08-12	Paper
Optimal asset allocation for participating contracts under the VaR and PI constraint Scandinavian Actuarial Journal	2020-02-26	Paper
Pricing a chained dynamic fund protection under Vasicek interest rate model with stochastic barrier Journal of Systems Science and Complexity	2020-01-20	Paper
FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS	2019-11-08	Paper
A first passage time approach to vulnerable European options pricing	2019-10-02	Paper

Research outcomes over time

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