| Publication | Date of Publication | Type |
|---|
Optimal individual health insurance strategy combined investment, consumption, income and public insurance
Journal of Industrial and Management Optimization | 2026-03-06 | Paper |
Equilibrium intergenerational risk-sharing design for a target benefit pension plan
Insurance Mathematics & Economics | 2025-04-15 | Paper |
Optimal investment strategy for -robust utility maximization problem
Mathematics of Operations Research | 2025-02-21 | Paper |
Robust reinsurance contract and investment with delay under mean-variance framework
Communications in Statistics. Theory and Methods | 2025-02-03 | Paper |
Equilibrium reinsurance strategy and mean residual life function
Acta Mathematicae Applicatae Sinica. English Series | 2024-07-02 | Paper |
Optimal VIX-linked structure for the target benefit pension plan
ASTIN Bulletin | 2024-04-30 | Paper |
Optimal reinsurance contract in a Stackelberg game framework: a view of social planner
Scandinavian Actuarial Journal | 2024-02-26 | Paper |
Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion
Mathematical Finance | 2023-09-28 | Paper |
Behavioral mean-risk portfolio selection in continuous time via quantile
Communications in Statistics: Theory and Methods | 2023-07-11 | Paper |
Optimal investment strategy for an insurer with partial information in capital and insurance markets
Journal of Industrial and Management Optimization | 2023-03-29 | Paper |
Optimal investment and consumption strategies for pooled annuity with partial information
Insurance Mathematics & Economics | 2023-02-03 | Paper |
Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer
Communications in Statistics: Theory and Methods | 2022-10-04 | Paper |
Optimal investment strategy for a family with a random household expenditure under the CEV model
Communications in Statistics: Theory and Methods | 2022-08-12 | Paper |
Manage pension deficit with heterogeneous insurance
Methodology and Computing in Applied Probability | 2022-07-07 | Paper |
Minimum probability function of crossing the upper regulatory threshold for asset-liability management
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
Optimal investment problem between two insurers with value-added service
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
Stackelberg differential game for reinsurance: mean-variance framework and random horizon
Insurance Mathematics & Economics | 2022-03-10 | Paper |
Equilibrium reinsurance-investment strategy with a common shock under two kinds of premium principles
RAIRO - Operations Research | 2022-02-21 | Paper |
Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk
RAIRO - Operations Research | 2021-07-27 | Paper |
Bowley solution of a mean-variance game in insurance
Insurance Mathematics & Economics | 2021-06-21 | Paper |
Optimal reinsurance strategy for an insurer and a reinsurer with generalized variance premium principle
Mathematical Problems in Engineering | 2021-05-14 | Paper |
Optimal reinsurance-investment problem under a CEV model: stochastic differential game formulation
Mathematical Problems in Engineering | 2021-05-07 | Paper |
A dynamic pricing game for general insurance market
Journal of Computational and Applied Mathematics | 2021-02-11 | Paper |
Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility
Journal of Computational and Applied Mathematics | 2020-01-31 | Paper |
Robust optimal consumption-investment strategy with non-exponential discounting
Journal of Industrial and Management Optimization | 2019-11-21 | Paper |
The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model
IMA Journal of Management Mathematics | 2019-06-18 | Paper |
Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
Insurance Mathematics & Economics | 2019-06-17 | Paper |
Equilibrium strategies for the mean-variance investment problem over a random horizon
SIAM Journal on Financial Mathematics | 2018-10-31 | Paper |
Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps
Scandinavian Actuarial Journal | 2018-08-31 | Paper |
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Alpha-robust mean-variance reinsurance-investment strategy
Journal of Economic Dynamics and Control | 2018-08-10 | Paper |
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility
Insurance Mathematics & Economics | 2018-02-15 | Paper |
Equilibrium excess-of-loss reinsurance-investment strategy for a mean-variance insurer under stochastic volatility model
Communications in Statistics: Theory and Methods | 2017-12-15 | Paper |
Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model
Computational and Applied Mathematics | 2017-08-08 | Paper |
Optimality of excess-loss reinsurance under a mean-variance criterion
Insurance Mathematics & Economics | 2017-07-17 | Paper |
Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
Insurance Mathematics & Economics | 2017-01-31 | Paper |
A pair of optimal reinsurance-investment strategies in the two-sided exit framework
Insurance Mathematics & Economics | 2016-12-14 | Paper |
Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model
Journal of Systems Science and Complexity | 2016-10-20 | Paper |
Stochastic differential game formulation on the reinsurance and investment problem
International Journal of Control | 2016-04-05 | Paper |
Optimal investment problem for an insurer and a reinsurer
Journal of Systems Science and Complexity | 2016-03-10 | Paper |
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
Insurance Mathematics & Economics | 2016-01-05 | Paper |
Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
Insurance Mathematics & Economics | 2015-09-14 | Paper |
Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model
Journal of Computational and Applied Mathematics | 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
Journal of Computational and Applied Mathematics | 2014-07-23 | Paper |
