| Publication | Date of Publication | Type |
|---|
Optimal annuitization and asset allocation with fixed transaction costs
Insurance Mathematics & Economics | 2026-03-12 | Paper |
| Automorphic cohomology, Penrose transformation, and the geometry of flag domains | 2026-02-20 | Paper |
Financing aged care with home equity allowing for government age pension and aged care support
Insurance Mathematics & Economics | 2026-01-13 | Paper |
Mean-variance investment and reinsurance optimization with stochastic interest rate and volatility
Quantitative Finance | 2025-12-12 | Paper |
Achieving generalized three-dimensional flow field prediction for high-speed flight vehicles using an attention-inspired architecture
Computers and Fluids | 2025-12-04 | Paper |
Dynamic derivative-based pension investment with stochastic volatility: a behavioral perspective
Insurance Mathematics & Economics | 2025-11-25 | Paper |
Risk-sharing rules for mortality pooling products with stochastic and correlated mortality rates
ASTIN Bulletin | 2025-10-14 | Paper |
Pareto-optimal risk exchange in a continuous-time economy: application to target benefit pension
ASTIN Bulletin | 2025-10-14 | Paper |
Arbitrarily small spectral gaps for random hyperbolic surfaces with many cusps
Communications in Mathematical Physics | 2025-07-16 | Paper |
Reducing catastrophic forgetting with associative learning: a lesson from fruit flies
Neural Computation | 2025-05-21 | Paper |
Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment
European Journal of Operational Research | 2025-05-19 | Paper |
Innovative combo product design embedding variable annuity and long-term care insurance contracts
Insurance Mathematics & Economics | 2025-03-20 | Paper |
Time-consistent investment strategy for a DC pension plan with the return of premiums clause and mispricing
Quantitative Finance | 2025-03-10 | Paper |
Optimal consumption and annuity equivalent wealth with mortality model uncertainty
Insurance Mathematics & Economics | 2025-02-14 | Paper |
Life reinsurance under perfect and asymmetric information
Scandinavian Actuarial Journal | 2024-09-20 | Paper |
The number of rational solutions of Abel equations
Journal of Applied Analysis and Computation | 2024-09-05 | Paper |
Optimal claim-dependent proportional reinsurance under a self-exciting claim model
Journal of Optimization Theory and Applications | 2024-08-02 | Paper |
The Cheeger Constants of Random Belyi Surfaces
IMRN. International Mathematics Research Notices | 2024-01-25 | Paper |
| Non-simple systoles on random hyperbolic surfaces for large genus | 2023-08-31 | Paper |
Stochastic \(H_2/H_{\infty}\) control for mean-field stochastic differential systems with \((x, u, v)\)-dependent noise
Journal of Optimization Theory and Applications | 2023-07-07 | Paper |
Multinational production and the skill premium
Economics Letters | 2022-11-16 | Paper |
Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps
Applied Mathematics and Optimization | 2022-11-11 | Paper |
Optimal investment and consumption in a continuous-time co-integration model
IMA Journal of Management Mathematics | 2022-11-09 | Paper |
Short communication: cone-constrained monotone mean-variance portfolio selection under diffusion models
SIAM Journal on Financial Mathematics | 2022-11-04 | Paper |
Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering
Journal of Industrial and Management Optimization | 2022-10-26 | Paper |
The nonlinear characteristics of the pulsations, translations and the secondary Bjerknes force
Chaos, Solitons and Fractals | 2022-08-29 | Paper |
Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method
Insurance Mathematics & Economics | 2022-07-15 | Paper |
Dynamic asset-liability management problem in a continuous-time model with delay
International Journal of Control | 2022-06-03 | Paper |
Cone-constrained Monotone Mean-Variance Portfolio Selection Under Diffusion Models
(available as arXiv preprint) | 2022-05-31 | Paper |
Habituation as a neural algorithm for online odor discrimination
Proceedings of the National Academy of Sciences | 2022-05-05 | Paper |
Investigation on the three-dimensional shock wave/turbulence boundary layer control induced by the secondary recirculation jets
Computers and Fluids | 2022-04-22 | Paper |
Mean-variance portfolio selection in contagious markets
SIAM Journal on Financial Mathematics | 2022-04-21 | Paper |
| Arbitrarily small spectral gaps for random hyperbolic surfaces with many cusps | 2022-03-29 | Paper |
A correspondence between normalization strategies in artificial and biological neural networks
Neural Computation | 2022-02-18 | Paper |
Hearing the shape of right triangle billiard tables
Discrete and Continuous Dynamical Systems | 2022-02-14 | Paper |
A stochastic maximum principle for backward control systems with random default time
International Journal of Control | 2022-01-19 | Paper |
Equilibrium investment strategy for a DC pension plan with learning about stock return predictability
Insurance Mathematics & Economics | 2021-10-19 | Paper |
Design and application of genetic algorithm based on signal game and newsboy model for optimizing supply chain
Discrete Dynamics in Nature and Society | 2021-10-08 | Paper |
Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework
Journal of Industrial and Management Optimization | 2021-09-10 | Paper |
Invariant algebraic curves and hyperelliptic limit cycles of Liénard systems
Qualitative Theory of Dynamical Systems | 2021-06-30 | Paper |
\(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching
Journal of Systems Science and Complexity | 2021-04-08 | Paper |
Portfolio selection with parameter uncertainty under \(\alpha\) maxmin mean-variance criterion
Operations Research Letters | 2021-04-07 | Paper |
Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process
Insurance Mathematics & Economics | 2021-03-17 | Paper |
A dynamic pricing game for general insurance market
Journal of Computational and Applied Mathematics | 2021-02-11 | Paper |
A continuous-time theory of reinsurance chains
Insurance Mathematics & Economics | 2020-11-19 | Paper |
Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model
Scandinavian Actuarial Journal | 2020-08-26 | Paper |
A new multiscale algorithm for solving second order boundary value problems
Applied Numerical Mathematics | 2020-06-16 | Paper |
Mean-variance asset-liability management problem under non-Markovian regime-switching models
Applied Mathematics and Optimization | 2020-06-02 | Paper |
Life-cycle planning with ambiguous economics and mortality risks
North American Actuarial Journal | 2019-12-18 | Paper |
Portfolio selection with regime-switching and state-dependent preferences
Journal of Computational and Applied Mathematics | 2019-11-05 | Paper |
Robust optimal investment and reinsurance of an insurer under jump-diffusion models
Mathematical Control and Related Fields | 2019-10-15 | Paper |
| Simultaneous normalization of period map and affine structures on moduli spaces | 2019-10-13 | Paper |
Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion
Insurance Mathematics & Economics | 2019-09-19 | Paper |
Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework
Insurance Mathematics & Economics | 2019-09-19 | Paper |
Pricing dynamic fund protection under hidden Markov models
IMA Journal of Management Mathematics | 2019-06-18 | Paper |
Valuation of risk-based premium of DB pension plan with terminations
Insurance Mathematics & Economics | 2019-05-23 | Paper |
Learning Correspondence Structures for Person Re-Identification
IEEE Transactions on Image Processing | 2019-02-05 | Paper |
A general approach to fast prototype the topology of braided structures
International Journal of Engineering Science | 2018-11-29 | Paper |
Torsion of a functionally graded material
International Journal of Engineering Science | 2018-11-26 | Paper |
Bond and option pricing for interest rate model with clustering effects
Quantitative Finance | 2018-11-14 | Paper |
How do capital structure and economic regime affect fair prices of bank's equity and liabilities?
Annals of Operations Research | 2018-10-31 | Paper |
| Moduli spaces as ball quotients I, local theory | 2018-10-25 | Paper |
Fractional-derivative Maxwell Kelvin model for ``5+4'' viscoelastic damping wall subjected to large deformation
Mathematical Problems in Engineering | 2018-10-12 | Paper |
Mean-variance portfolio selection under a constant elasticity of variance model
Operations Research Letters | 2018-09-28 | Paper |
Lifetime asset allocation with idiosyncratic and systematic mortality risks
Scandinavian Actuarial Journal | 2018-08-31 | Paper |
Optimal investment-consumption-insurance with random parameters
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
On the existence of optimal controls for backward stochastic partial differential equations
Statistics & Probability Letters | 2018-06-14 | Paper |
On a new paradigm of optimal reinsurance: a stochastic Stackelberg differential game between an insurer and a reinsurer
ASTIN Bulletin | 2018-06-06 | Paper |
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility
Insurance Mathematics & Economics | 2018-02-15 | Paper |
Mean-variance portfolio selection in a complete market with unbounded random coefficients
Automatica | 2018-01-12 | Paper |
Hodge metric completion of the moduli space of Calabi-Yau manifolds
(available as arXiv preprint) | 2017-12-11 | Paper |
Detecting and extracting natural snow from videos
Information Processing Letters | 2017-11-03 | Paper |
Boundedness of the period maps and global Torelli theorem
Science China. Mathematics | 2017-09-01 | Paper |
An FFT approach for option pricing under a regime-switching stochastic interest rate model
Communications in Statistics: Theory and Methods | 2017-08-23 | Paper |
SDU: A Semidefinite Programming-Based Underestimation Method for Stochastic Global Optimization in Protein Docking
IEEE Transactions on Automatic Control | 2017-07-27 | Paper |
Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models
Science China. Mathematics | 2017-06-29 | Paper |
Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model
Journal of Industrial and Management Optimization | 2017-06-15 | Paper |
Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model
Discrete and Continuous Dynamical Systems. Series B | 2017-06-07 | Paper |
Constrained investment-reinsurance optimization with regime switching under variance premium principle
Insurance Mathematics & Economics | 2016-12-14 | Paper |
Applications of affine structures to Calabi-Yau moduli spaces
Advances in Theoretical and Mathematical Physics | 2016-11-22 | Paper |
Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options
Insurance Mathematics & Economics | 2016-11-21 | Paper |
Applications of the affine structures on the Teichmüller spaces
Springer Proceedings in Mathematics & Statistics | 2016-09-29 | Paper |
Optimal control for stochastic delay evolution equations
Applied Mathematics and Optimization | 2016-09-23 | Paper |
| Algebraicity of the image of period map | 2016-08-21 | Paper |
Consumption-investment strategies with non-exponential discounting and logarithmic utility
European Journal of Operational Research | 2016-06-23 | Paper |
Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security
Journal of Mathematical Analysis and Applications | 2016-02-29 | Paper |
| From local Torelli to global Torelli | 2015-12-28 | Paper |
A revisit to stochastic near-optimal controls: the critical case
Systems & Control Letters | 2015-12-21 | Paper |
On a Markov chain approximation method for option pricing with regime switching
Journal of Industrial and Management Optimization | 2015-10-22 | Paper |
Static hedging of geometric average Asian options with standard options
Communications in Statistics. Simulation and Computation | 2015-07-29 | Paper |
| Boundedness of the images of period maps and applications | 2015-06-30 | Paper |
Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process
Insurance Mathematics & Economics | 2015-05-26 | Paper |
Pricing annuity guarantees under a double regime-switching model
Insurance Mathematics & Economics | 2015-05-26 | Paper |
Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach
Insurance Mathematics & Economics | 2015-01-28 | Paper |
Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach
Journal of Computational and Applied Mathematics | 2015-01-06 | Paper |
| Boundedness of the Images of Period Maps | 2014-12-08 | Paper |
Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance
Automatica | 2014-10-08 | Paper |
Longevity bond pricing under stochastic interest rate and mortality with regime-switching
Insurance Mathematics & Economics | 2014-07-16 | Paper |
Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model
Insurance Mathematics & Economics | 2014-06-23 | Paper |
The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2014-01-14 | Paper |
A stochastic maximum principle for backward control systems with random default time
International Journal of Control | 2014-01-09 | Paper |
Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching
Operations Research Letters | 2013-05-14 | Paper |
| Global Torelli Theorem for Projective Manifolds of Calabi-Yau Type | 2012-05-18 | Paper |
| A Global Torelli Theorem for Calabi-Yau Manifolds | 2011-12-06 | Paper |
A closed-form solution to video matting of natural snow
Information Processing Letters | 2010-08-20 | Paper |
| scientific article; zbMATH DE number 1159041 (Why is no real title available?) | 2000-03-29 | Paper |
