| Publication | Date of Publication | Type |
|---|
| A new maximum entropy method for estimation of multimodal probability density function | 2023-08-25 | Paper |
| Portfolio choice with illiquid asset for a loss-averse pension fund investor | 2023-02-03 | Paper |
| No Reference Quality Assessment for 3D Synthesized Views by Local Structure Variation and Global Naturalness Change | 2022-09-16 | Paper |
| Dynamic asset-liability management problem in a continuous-time model with delay | 2022-06-03 | Paper |
| Equilibrium reinsurance-investment strategies with partial information and common shock dependence | 2022-01-24 | Paper |
| Solving 2D parabolic equations by using time parareal coupling with meshless collocation RBFs methods | 2021-04-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3307497 | 2020-08-12 | Paper |
| A causal discovery algorithm based on the prior selection of leaf nodes | 2020-06-05 | Paper |
| New maximum entropy-based algorithm for structural design optimization | 2020-03-27 | Paper |
| Robust optimal consumption-investment strategy with non-exponential discounting | 2019-11-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5196167 | 2019-10-02 | Paper |
| Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion | 2019-09-19 | Paper |
| Control variate methods and applications to Asian and basket options pricing under jump-diffusion models | 2019-06-18 | Paper |
| Optimal dividend strategies with time-inconsistent preferences | 2018-11-01 | Paper |
| How do capital structure and economic regime affect fair prices of bank's equity and liabilities? | 2018-10-31 | Paper |
| Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps | 2018-08-31 | Paper |
| Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility | 2018-08-13 | Paper |
| Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions | 2018-08-10 | Paper |
| Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria | 2018-07-11 | Paper |
| STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE | 2018-06-05 | Paper |
| Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty | 2018-04-16 | Paper |
| \(q\)-deformed Barut-Girardello \(\mathrm{su}(1,1)\) coherent states and Schrödinger cat states | 2018-04-05 | Paper |
| Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility | 2018-02-15 | Paper |
| Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk | 2017-07-17 | Paper |
| Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models | 2017-06-29 | Paper |
| Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model | 2017-05-24 | Paper |
| Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset | 2017-05-22 | Paper |
| Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion | 2017-03-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3180348 | 2017-01-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2993493 | 2016-08-10 | Paper |
| Quantum Fisher information for \(su(2)\) atomic coherent states and \(su(1,1)\) coherent states | 2016-06-09 | Paper |
| Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences | 2016-05-12 | Paper |
| Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling | 2016-05-12 | Paper |
| Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model | 2016-05-12 | Paper |
| Equilibrium dividend strategy with non-exponential discounting in a dual model | 2016-04-22 | Paper |
| Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security | 2016-02-29 | Paper |
| Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps | 2016-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3194290 | 2015-10-28 | Paper |
| Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk | 2015-09-14 | Paper |
| Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process | 2015-05-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5497710 | 2015-02-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5499248 | 2015-02-11 | Paper |
| Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach | 2015-01-28 | Paper |
| Steady state bifurcation of extended Fisher-Kolmogorov systems with Neumann boundary condition | 2014-11-03 | Paper |
| Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model | 2014-06-23 | Paper |
| Optimal reinsurance-investment strategies for insurers under mean-car criteria | 2014-05-16 | Paper |
| Multi‐period mean‐variance portfolio selection in a regime‐switching market with a bankruptcy state | 2014-05-16 | Paper |
| Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model | 2014-04-25 | Paper |
| Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model | 2014-04-10 | Paper |
| Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps | 2014-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5399565 | 2014-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5398752 | 2014-02-28 | Paper |
| Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets | 2014-01-09 | Paper |
| Steady flow around and through a permeable circular cylinder | 2013-09-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4926440 | 2013-06-20 | Paper |
| Numerical study on thermal-induced lubricant depletion in laser heat-assisted magnetic recording systems | 2013-04-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4901151 | 2013-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4901581 | 2013-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3109793 | 2012-01-27 | Paper |
| Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers | 2011-12-28 | Paper |
| Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market | 2011-11-17 | Paper |
| Optimal time-consistent investment and reinsurance policies for mean-variance insurers | 2011-08-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3014560 | 2011-07-19 | Paper |
| Credit Risk Models with Incomplete Information | 2011-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3052243 | 2010-11-05 | Paper |
| Steady axisymmetric flow in an enclosed conical frustum chamber with a rotating bottom wall | 2010-03-18 | Paper |
| A numerical technique for laminar swirling flow at the interface between porous and homogenous fluid domains | 2009-04-30 | Paper |
| Fluid dynamics and oxygen transport in a micro-bioreactor with a tissue engineering scaffold | 2009-03-24 | Paper |
| MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL | 2009-03-06 | Paper |
| Effects of conical lids on vortex breakdown in an enclosed cylindrical chamber | 2008-11-03 | Paper |
| Characterization of flow behavior in an enclosed cylinder with a partially rotating end wall | 2008-11-03 | Paper |
| Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem | 2008-03-19 | Paper |
| NUMERICAL STUDY ON THE INFLUENCE OF SURFACE ROUGHNESS ON FLUID FLOW AND MASS TRANSFER IN A FLAT-PLATE MICROCHANNEL BIOREACTOR | 2007-07-04 | Paper |
| A numerical method for flows in porous and homogenous fluid domains coupled at the interface by stress jump | 2007-05-11 | Paper |
| The influence of network topology on local minority game behavior | 2006-12-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5486896 | 2006-09-15 | Paper |
| EFFECT OF VORTEX BREAKDOWN ON MASS TRANSFER IN A CELL CULTURE BIOREACTOR | 2006-05-10 | Paper |
| EFFECT OF SURFACE ROUGHNESS ON MASS TRANSFER IN A FLAT-PLATE MICROCHANNEL BIOREACTOR | 2006-05-10 | Paper |
| The relations between polarization and circular conic curves | 2001-10-21 | Paper |
