| Publication | Date of Publication | Type |
|---|
Optimal investment problem under behavioral setting: a Lagrange duality perspective
Journal of Economic Dynamics and Control | 2023-11-15 | Paper |
Web renewal counting processes and their applications in insurance
Journal of Inequalities and Applications | 2021-12-15 | Paper |
Optimal control for controllable stochastic linear systems
ESAIM: Control, Optimisation and Calculus of Variations | 2021-03-17 | Paper |
The finite-time ruin probability in a dependent random premium rates risk model
| 2020-10-27 | Paper |
Large deviations for sums of claims in a general renewal risk model with the regression dependent structure
Statistics \& Probability Letters | 2020-09-01 | Paper |
The optimal thresholds of pairs trading with a stop-loss condition
| 2020-08-12 | Paper |
Several properties of a nonstandard renewal counting process and their applications
Journal of Systems Science and Complexity | 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
Applied Mathematics and Computation | 2019-03-28 | Paper |
Optimal portfolio and consumption models under loss aversion in infinite time horizon
Probability in the Engineering and Informational Sciences | 2017-09-19 | Paper |
Pricing credit derivatives under fractional stochastic interest rate models with jumps
Journal of Systems Science and Complexity | 2017-08-21 | Paper |
The asymptotic formula of the perpetual American barrier option under stochastic volatility
| 2017-07-14 | Paper |
Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process
Journal of Systems Science and Complexity | 2016-03-10 | Paper |
Dynamic asset allocation with loss aversion in a jump-diffusion model
Acta Mathematicae Applicatae Sinica. English Series | 2015-07-22 | Paper |
An optimal investment and consumption model with stochastic interest rate on a finite time horizon
| 2015-06-29 | Paper |
Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment
Journal of Systems Science and Complexity | 2015-04-27 | Paper |
Local ruin probability in a risk model with variable premium rates
Acta Mathematica Sinica. Chinese Series | 2014-11-03 | Paper |
Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion
Abstract and Applied Analysis | 2014-06-23 | Paper |
Pricing barrier options under stochastic volatility framework
Journal of Systems Science and Complexity | 2014-03-18 | Paper |
Precise large deviations of aggregate claims in a risk model with regression-type size-dependence
Statistics \& Probability Letters | 2014-02-19 | Paper |
Survival probability in a risk model under heavy-tailed claims
Acta Mathematicae Applicatae Sinica | 2013-11-19 | Paper |
Ruin probability in a risk model under unexpected random heavy-tailed claims
| 2013-01-24 | Paper |
Ruin probability for a risk model
| 2011-07-19 | Paper |
scientific article; zbMATH DE number 2186118 (Why is no real title available?)
| 2005-07-04 | Paper |
scientific article; zbMATH DE number 2165829 (Why is no real title available?)
| 2005-05-06 | Paper |
