Xiuchun Bi

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Optimal investment problem under behavioral setting: a Lagrange duality perspective	2023-11-15	Paper
Web renewal counting processes and their applications in insurance	2021-12-15	Paper
Optimal control for controllable stochastic linear systems	2021-03-17	Paper
https://portal.mardi4nfdi.de/entity/Q5129285	2020-10-27	Paper
Large deviations for sums of claims in a general renewal risk model with the regression dependent structure	2020-09-01	Paper
https://portal.mardi4nfdi.de/entity/Q3307009	2020-08-12	Paper
Several properties of a nonstandard renewal counting process and their applications	2020-05-13	Paper
An arbitrage strategy model for ferrous metal futures based on LSTM neural network	2019-06-21	Paper
Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints	2019-03-28	Paper
OPTIMAL PORTFOLIO AND CONSUMPTION MODELS UNDER LOSS AVERSION IN INFINITE TIME HORIZON	2017-09-19	Paper
Pricing credit derivatives under fractional stochastic interest rate models with jumps	2017-08-21	Paper
https://portal.mardi4nfdi.de/entity/Q5277556	2017-07-14	Paper
Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process	2016-03-10	Paper
Dynamic asset allocation with loss aversion in a jump-diffusion model	2015-07-22	Paper
https://portal.mardi4nfdi.de/entity/Q5256886	2015-06-29	Paper
Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment	2015-04-27	Paper
https://portal.mardi4nfdi.de/entity/Q2926752	2014-11-03	Paper
Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion	2014-06-23	Paper
Pricing barrier options under stochastic volatility framework	2014-03-18	Paper
Precise large deviations of aggregate claims in a risk model with regression-type size-dependence	2014-02-19	Paper
https://portal.mardi4nfdi.de/entity/Q2858334	2013-11-19	Paper
https://portal.mardi4nfdi.de/entity/Q4901904	2013-01-24	Paper
https://portal.mardi4nfdi.de/entity/Q3014694	2011-07-19	Paper
https://portal.mardi4nfdi.de/entity/Q3023313	2005-07-04	Paper
https://portal.mardi4nfdi.de/entity/Q4675739	2005-05-06	Paper

Research outcomes over time

Doctoral students

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