| Publication | Date of Publication | Type |
|---|
| Control theory on Wasserstein space: a new approach to optimality conditions | 2024-02-06 | Paper |
| On nonparametric estimation for cross-sectional sampled data under stationarity | 2024-01-05 | Paper |
| Mean Field Analysis of Two-Party Governance: Competition versus Cooperation among Leaders | 2023-11-17 | Paper |
| Degenerate Mean Field Type Control with Linear and Unbounded Diffusion, and their Associated Equations | 2023-11-15 | Paper |
| Global Well-Posedness of First-Order Mean Field Games and Master Equations with Nonlinear Dynamics | 2023-11-14 | Paper |
| Linear Quadratic Extended Mean Field Games and Control Problems | 2023-11-09 | Paper |
| Inter‐temporal mutual‐fund management | 2023-09-28 | Paper |
| Maximum Principle for Mean Field Type Control Problems with General Volatility Functions | 2023-09-13 | Paper |
| Dynamic trading with Markov liquidity switching | 2023-07-31 | Paper |
| A Theory of First Order Mean Field Type Control Problems and their Equations | 2023-05-19 | Paper |
| Mean Field Type Control Problems, Some Hilbert-space-valued FBSDEs, and Related Equations | 2023-05-06 | Paper |
| Nonparametric Likelihood Ratio Test for Univariate Shape-constrained Densities | 2022-11-23 | Paper |
| Control in Hilbert Space and First-Order Mean Field Type Problem | 2022-11-15 | Paper |
| Enlargement of filtration on Poisson space: a Malliavin calculus approach | 2022-07-05 | Paper |
| Relative performance evaluation for dynamic contracts in a large competitive market | 2022-06-08 | Paper |
| A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management | 2022-05-31 | Paper |
| Dynamic mean-variance problem with frictions | 2022-04-01 | Paper |
| Satisficing credibility for heterogeneous risks | 2022-02-22 | Paper |
| Mean field approach to stochastic control with partial information | 2021-09-23 | Paper |
| On asymptotic equivalence of the NPMLE of a monotone density and a Grenander-type estimator in multi-sample biased sampling models | 2021-08-09 | Paper |
| A Fourier-cosine method for finite-time ruin probabilities | 2021-07-06 | Paper |
| Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions | 2021-06-29 | Paper |
| Systems of quasilinear parabolic equations in \(\mathbb{R}^n\) and systems of quadratic backward stochastic differential equations | 2021-04-08 | Paper |
| Evolutionary credibility risk premium | 2020-08-03 | Paper |
| Control on Hilbert Spaces and Application to Some Mean Field Type Control Problems | 2020-05-21 | Paper |
| Mean-field-type games with jump and regime switching | 2020-04-29 | Paper |
| Control problem on space of random variables and master equation | 2020-04-29 | Paper |
| Concave distortion risk minimizing reinsurance design under adverse selection | 2020-03-20 | Paper |
| Mean Field Games With Parametrized Followers | 2020-01-28 | Paper |
| Reinsurance contract design with adverse selection | 2019-11-06 | Paper |
| On additivity of tail comonotonic risks | 2019-11-06 | Paper |
| Feedback Stackelberg--Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising | 2019-10-28 | Paper |
| Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates | 2019-09-19 | Paper |
| Parabolic Equations with Quadratic Growth in $$\mathbb {R}^{n}$$ | 2019-07-17 | Paper |
| Globally Efficient Non-Parametric Inference of Average Treatment Effects by Empirical Balancing Calibration Weighting | 2019-06-12 | Paper |
| Risk-adjusted bowley reinsurance under distorted probabilities | 2019-05-23 | Paper |
| Stochastic Control on Space of Random Variables | 2019-03-29 | Paper |
| A paradox in time-consistency in the mean-variance problem? | 2019-01-18 | Paper |
| Estimation of a monotone density in \(s\)-sample biased sampling models | 2018-10-24 | Paper |
| A probabilistic proof for Fourier inversion formula | 2018-07-27 | Paper |
| A class of nonzero-sum investment and reinsurance games subject to systematic risks | 2018-07-17 | Paper |
| Optimal reinsurance under general law-invariant risk measures | 2018-07-11 | Paper |
| VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK | 2018-06-04 | Paper |
| Probabilistic solutions for a class of deterministic optimal allocation problems | 2018-02-14 | Paper |
| Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities | 2018-01-11 | Paper |
| On the interpretation of the master equation | 2017-06-22 | Paper |
| Optimal Liquidation of Child Limit Orders | 2017-06-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2825853 | 2016-10-13 | Paper |
| Optimal asset allocation: risk and information uncertainty | 2016-10-07 | Paper |
| Mean field games with a dominating player | 2016-09-23 | Paper |
| NonLocal Boundary Value Problems of a Stochastic Variational Inequality Modeling an Elasto-Plastic Oscillator Excited by a Filtered Noise | 2016-08-31 | Paper |
| Linear-quadratic mean field games | 2016-05-27 | Paper |
| Oracle, multiple robust and multipurpose calibration in a missing response problem | 2016-03-04 | Paper |
| The optimal insurance under disappointment theories | 2015-09-14 | Paper |
| Convex ordering for insurance preferences | 2015-09-14 | Paper |
| Well-posedness of mean-field type forward-backward stochastic differential equations | 2015-08-19 | Paper |
| Mean Field Stackelberg Games: Aggregation of Delayed Instructions | 2015-08-18 | Paper |
| Mean-Variance Pre-Commitment Policies Revisited Via a Mean-Field Technique | 2015-06-19 | Paper |
| Fourier-cosine method for Gerber-Shiu functions | 2015-05-26 | Paper |
| The master equation in mean field theory | 2015-05-15 | Paper |
| Higher-order, polar and Sz.-Nagy's generalized derivatives of random polynomials with independent and identically distributed zeros on the unit circle | 2015-04-02 | Paper |
| An Analytical Approach for the Growth Rate of the Variance of the Deformation Related to an Elasto-Plastic Oscillator Excited by a White Noise | 2015-04-01 | Paper |
| Fourier-cosine method for ruin probabilities | 2015-02-11 | Paper |
| Linear-quadratic time-inconsistent mean field games | 2015-02-03 | Paper |
| Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting | 2015-01-20 | Paper |
| A class of non-zero-sum stochastic differential investment and reinsurance games | 2014-10-24 | Paper |
| Borch's theorem from the perspective of comonotonicity | 2014-06-23 | Paper |
| Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers | 2014-06-23 | Paper |
| Approximate Solutions of a Stochastic Variational Inequality Modeling an Elasto-Plastic Problem with Noise | 2014-05-02 | Paper |
| GAME CALL OPTIONS REVISITED | 2014-04-23 | Paper |
| Markowitz's mean-variance asset-liability management with regime switching: a time-consistent approach | 2014-04-15 | Paper |
| Average Value-at-Risk Minimizing Reinsurance under Wang's Premium Principle with Constraints | 2013-12-12 | Paper |
| A Unified “Bang-Bang” Principle with Respect to ${\ccR}$-Invariant Performance Benchmarks | 2013-08-22 | Paper |
| Optimal selling time in stock market over a finite time horizon | 2012-12-06 | Paper |
| Long cycle behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise | 2012-11-22 | Paper |
| Conformal invariance of the exploration path in 2-d critical bond percolation in the square lattice | 2011-12-08 | Paper |
| Two Rationales Behind the ‘Buy-And-Hold or Sell-At-Once’ Strategy | 2009-10-08 | Paper |
