Yilun Song
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Person:2670115
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Optimal mix among PAYGO, EET and individual savings Scandinavian Actuarial Journal | 2024-05-30 | Paper |
| A Stackelberg reinsurance-investment game under α -maxmin mean-variance criterion and stochastic volatility Scandinavian Actuarial Journal | 2024-02-26 | Paper |
| The continuous-time pre-commitment KMM problem in incomplete markets | 2022-10-25 | Paper |
| Robust optimal investment and risk control for an insurer with general insider information | 2022-07-08 | Paper |
| Optimal asset allocation, consumption and retirement time with the variation in habitual persistence Insurance Mathematics & Economics | 2022-03-10 | Paper |
| Optimal contribution rate of PAYGO pension Scandinavian Actuarial Journal | 2021-09-13 | Paper |
Research outcomes over time
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