Ziping Du

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Uncertain strike lookback options pricing with floating interest rate	2021-06-30	Paper
https://portal.mardi4nfdi.de/entity/Q5198189	2019-10-02	Paper
Precommitted investment strategy versus time-consistent investment strategy for a dual risk model	2019-08-23	Paper
Precommitted investment strategy versus time-consistent investment strategy for a general risk model with diffusion	2019-02-14	Paper
https://portal.mardi4nfdi.de/entity/Q5371726	2017-10-20	Paper
Worst-case investment and reinsurance optimization for an insurer under model uncertainty	2017-08-16	Paper
Reliability analysis of a random fuzzy repairable parallel system with two non-identical components	2017-01-04	Paper
The probabilistic properties of Vasicek-Ornstein-Uhlenbeck processes	2016-10-06	Paper
https://portal.mardi4nfdi.de/entity/Q5497515	2015-02-11	Paper
Investment strategy for insurers under mean-variance criterion without terminal constraint	2014-11-03	Paper
On the first hitting times to boundary of the reflected O-U process with two-sided barriers	2014-03-12	Paper
https://portal.mardi4nfdi.de/entity/Q5398986	2014-02-28	Paper
The solutions of a parabolic stochastic partial differential equation driven by Poisson and time-space white noises	2012-10-05	Paper
https://portal.mardi4nfdi.de/entity/Q3169795	2011-09-29	Paper
Properties of the first passage times of the reflected O-U process with a two-sided barrier	2010-09-16	Paper
Multivariate dynamic copula construction based on a vine structure	2010-07-08	Paper
A combined optimization decision tree algorithm suitable for large scale data-base	2010-07-08	Paper
Study of existence of co-persistence in volatility	2008-06-03	Paper

Research outcomes over time

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