| Publication | Date of Publication | Type |
|---|
| Optimal VIX-linked structure for the target benefit pension plan | 2024-04-30 | Paper |
| Optimal reinsurance contract in a Stackelberg game framework: a view of social planner | 2024-02-26 | Paper |
| Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion | 2023-09-28 | Paper |
| Behavioral mean-risk portfolio selection in continuous time via quantile | 2023-07-11 | Paper |
| Optimal investment strategy for an insurer with partial information in capital and insurance markets | 2023-03-29 | Paper |
| Optimal investment and consumption strategies for pooled annuity with partial information | 2023-02-03 | Paper |
| Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer | 2022-10-04 | Paper |
| Optimal investment strategy for a family with a random household expenditure under the CEV model | 2022-08-12 | Paper |
| Manage pension deficit with heterogeneous insurance | 2022-07-07 | Paper |
| Minimum probability function of crossing the upper regulatory threshold for asset-liability management | 2022-05-25 | Paper |
| Optimal investment problem between two insurers with value-added service | 2022-05-23 | Paper |
| Stackelberg differential game for reinsurance: mean-variance framework and random horizon | 2022-03-10 | Paper |
| Equilibrium reinsurance-investment strategy with a common shock under two kinds of premium principles | 2022-02-21 | Paper |
| Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk | 2021-07-27 | Paper |
| Bowley solution of a mean-variance game in insurance | 2021-06-21 | Paper |
| A dynamic pricing game for general insurance market | 2021-02-11 | Paper |
| Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility | 2020-01-31 | Paper |
| Robust optimal consumption-investment strategy with non-exponential discounting | 2019-11-21 | Paper |
| The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model | 2019-06-18 | Paper |
| Optimal reinsurance to minimize the discounted probability of ruin under ambiguity | 2019-06-17 | Paper |
| Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon | 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 |
| Alpha-robust mean-variance reinsurance-investment strategy | 2018-08-10 | Paper |
| Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility | 2018-02-15 | Paper |
| Equilibrium excess-of-loss reinsurance–investment strategy for a mean–variance insurer under stochastic volatility model | 2017-12-15 | Paper |
| Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model | 2017-08-08 | Paper |
| Optimality of excess-loss reinsurance under a mean-variance criterion | 2017-07-17 | Paper |
| Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model | 2017-01-31 | Paper |
| A pair of optimal reinsurance-investment strategies in the two-sided exit framework | 2016-12-14 | Paper |
| Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model | 2016-10-20 | Paper |
| Stochastic differential game formulation on the reinsurance and investment problem | 2016-04-05 | Paper |
| Optimal investment problem for an insurer and a reinsurer | 2016-03-10 | Paper |
| Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps | 2016-01-05 | Paper |
| Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk | 2015-09-14 | Paper |
| Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model | 2015-03-24 | Paper |
| Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model | 2014-07-23 | Paper |
