| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q5871795 | 2023-01-25 | Paper |
| Local composite quantile regression estimation of time-varying parameter vector for multidimensional time-inhomogeneous diffusion models | 2020-10-28 | Paper |
| Intuitionistic fuzzy reducible weighted Maclaurin symmetric means and their application in multiple-attribute decision making | 2020-02-20 | Paper |
| Pricing corporate bond with dynamic default barrier based on a hybrid model | 2019-10-02 | Paper |
| Hesitant fuzzy linguistic aggregation operators and their application to multiple attribute group decision making | 2019-02-22 | Paper |
| A reduced-form model for pricing defaultable bonds and credit default swaps with stochastic recovery | 2019-02-08 | Paper |
| Hesitant fuzzy linguistic aggregation operators based on global vision | 2017-12-21 | Paper |
| Optimal dynamic asset-liability management with stochastic interest rates and inflation risks | 2017-11-24 | Paper |
| Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks | 2017-10-09 | Paper |
| Local polynomial estimations of time-varying coefficients for local stationary diffusion models | 2017-09-26 | Paper |
| Pricing defaultable bonds with stochastic recovery under a hybrid model | 2017-07-14 | Paper |
| Optimal dividend of discrete model with positively dependent risks | 2017-05-17 | Paper |
| Optimal reinsurance of a dependent multi-type risk model under variance reinsurance premium principle | 2017-05-17 | Paper |
| Local polynomial estimation of time-dependent diffusion parameter for discretely observed SDE models | 2017-04-11 | Paper |
| Optimal asset-liability management with liquidity constraints and stochastic interest rates in the expected utility framework | 2017-02-09 | Paper |
| Portfolio selection problem with liquidity constraints under non-extensive statistical mechanics | 2017-02-08 | Paper |
| Determination of optimal retention vector in multi-dimensional positively dependent reinsurance treaty | 2017-01-06 | Paper |
| Pricing of convertible bond with jump default intensity | 2017-01-06 | Paper |
| Diffusion approximation and optimal investment for dependent classes of business | 2017-01-06 | Paper |
| Optimal investment of a time-dependent renewal risk model with stochastic return | 2016-03-31 | Paper |
| Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics | 2016-02-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3460918 | 2016-01-15 | Paper |
| On the moments and distribution approximations of stochastic aggregate claims with dependence | 2016-01-15 | Paper |
| A construction of equivalent martingale measures in a regime-switching model | 2016-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3461320 | 2016-01-15 | Paper |
| Pricing of power options based on Tsallis distribution and O-U process | 2016-01-15 | Paper |
| A study on the pricing convertible bond with Paris option feature under jump-diffusion structure | 2015-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5260445 | 2015-06-29 | Paper |
| Weighted least squares estimations of time-varying parameters for local stationary diffusion model | 2015-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5260801 | 2015-06-29 | Paper |
| Asymptotic normality of composite quantile regression estimation for diffusion models | 2015-02-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5499395 | 2015-02-11 | Paper |
| Stochastic control problem with stopping time under jump-diffusion model | 2014-11-03 | Paper |
| Optimal reinsurance with risks positively dependent through the stochastic ordering | 2014-11-03 | Paper |
| Dynamic mean-variance optimal portfolio selection with benchmark processes | 2014-02-28 | Paper |
| Local linear estimations of time-varying parameters for time-inhomogeneous diffusion models | 2014-02-28 | Paper |
| Asset and liability management with no-shorting constraints of an insurance company | 2013-01-24 | Paper |
| Multi-period mean-variance portfolio selection with a benchmark process | 2012-12-21 | Paper |
| Mean-variance stochastic control for the relative return process of jump-diffusion models with discretionary stopping | 2012-10-05 | Paper |
| Stochastic linear quadratic portfolio selection problem for relative return process | 2012-07-11 | Paper |
| Quadratic hedging strategies under inner information | 2012-06-01 | Paper |
| Risk-minimizing hedging strategies with restricted information and cost | 2011-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3071828 | 2011-02-05 | Paper |
| A minimizing shortfall risk strategy for an insider | 2009-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3622108 | 2009-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599595 | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4545834 | 2002-10-30 | Paper |
| The estimation of parameters in Black-Scholes model | 2001-10-14 | Paper |
| The inference of the variance function of a stock price process. | 2001-04-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4262672 | 1999-12-20 | Paper |
