Xiuchun Bi

From MaRDI portal
Person:256761

Available identifiers

zbMath Open bi.xiuchunMaRDI QIDQ256761

List of research outcomes





PublicationDate of PublicationType
Optimal investment problem under behavioral setting: a Lagrange duality perspective2023-11-15Paper
Web renewal counting processes and their applications in insurance2021-12-15Paper
Optimal control for controllable stochastic linear systems2021-03-17Paper
The finite-time ruin probability in a dependent random premium rates risk model2020-10-27Paper
Large deviations for sums of claims in a general renewal risk model with the regression dependent structure2020-09-01Paper
The optimal thresholds of pairs trading with a stop-loss condition2020-08-12Paper
Several properties of a nonstandard renewal counting process and their applications2020-05-13Paper
An arbitrage strategy model for ferrous metal futures based on LSTM neural network2019-06-21Paper
Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints2019-03-28Paper
Optimal portfolio and consumption models under loss aversion in infinite time horizon2017-09-19Paper
Pricing credit derivatives under fractional stochastic interest rate models with jumps2017-08-21Paper
The asymptotic formula of the perpetual American barrier option under stochastic volatility2017-07-14Paper
Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process2016-03-10Paper
Dynamic asset allocation with loss aversion in a jump-diffusion model2015-07-22Paper
An optimal investment and consumption model with stochastic interest rate on a finite time horizon2015-06-29Paper
Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment2015-04-27Paper
Local ruin probability in a risk model with variable premium rates2014-11-03Paper
Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion2014-06-23Paper
Pricing barrier options under stochastic volatility framework2014-03-18Paper
Precise large deviations of aggregate claims in a risk model with regression-type size-dependence2014-02-19Paper
Survival probability in a risk model under heavy-tailed claims2013-11-19Paper
Ruin probability in a risk model under unexpected random heavy-tailed claims2013-01-24Paper
Ruin probability for a risk model2011-07-19Paper
https://portal.mardi4nfdi.de/entity/Q30233132005-07-04Paper
https://portal.mardi4nfdi.de/entity/Q46757392005-05-06Paper

Research outcomes over time

This page was built for person: Xiuchun Bi