Zhongyang Sun

Available identifiers

zbMath Open sun.zhongyangMaRDI QIDQ282273

List of research outcomes

Publication	Date of Publication	Type
Mean-variance reinsurance and asset liability management with common shock via non-Markovian stochastic factors	2025-01-20	Paper
Optimal mean-variance investment-reinsurance strategy for a dependent risk model with Ornstein-Uhlenbeck process	2022-07-07	Paper
A BSDE approach for bond pricing under interest rate models with self-exciting jumps	2022-05-23	Paper
Upper bounds for ruin probabilities under model uncertainty	2022-05-17	Paper
Equilibrium investment and risk control for an insurer with non-Markovian regime-switching and no-shorting constraints	2022-04-27	Paper
Mean-variance asset-liability management in a non-Markovian regime-switching jump-diffusion market with random horizon	2021-11-02	Paper
Optimal mean-variance reinsurance in a financial market with stochastic rate of return	2021-09-10	Paper
Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option	2020-04-07	Paper
A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling	2019-11-05	Paper
https://portal.mardi4nfdi.de/entity/Q4968695	2019-07-16	Paper
Equilibrium for a time-inconsistent stochastic linear-quadratic control system with jumps and its application to the mean-variance problem	2019-06-07	Paper
The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system	2019-02-18	Paper
A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications	2018-12-21	Paper
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility	2018-11-07	Paper
A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type	2018-07-18	Paper
Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming	2018-04-13	Paper
A stochastic maximum principle for processes driven by G‐Brownian motion and applications to finance	2018-01-05	Paper
https://portal.mardi4nfdi.de/entity/Q3179808	2017-01-06	Paper
Eigenvalue estimates of minimal hypersurfaces with finite index in Riemannian manifolds	2016-12-09	Paper
Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk	2016-10-31	Paper
Partial result of Yau's Conjecture of the first eigenvalue in unit sphere $\mathbb{S}^{n+1}(1)$	2016-07-27	Paper
Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model	2016-05-12	Paper
Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming	2015-12-21	Paper
Radius of locally convex subsets in Alexandrov spaces with curvature \(\geqslant 1\) and radius \(>\pi /2\)	2015-02-27	Paper
On the injectivicy radius growth of complete noncompact Riemannian manifolds	2014-10-15	Paper
Partial generalizations of some conjectures in Lorentzian manifolds	2014-01-17	Paper
Partial generalizations of some Conjectures in locally symmetric Lorentz spaces	2013-09-07	Paper
On spacelike hypersurfaces with constant scalar curvature in locally symmetric Lorentz spaces	2010-02-12	Paper

Research outcomes over time

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