Xuanhui Liu

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
Stochastic differential investment-reinsurance games with capital injection-barrier dividend Journal of Shenzhen University Science and Engineering	2018-01-29	Paper
Hedging problem with stochastic volatility	2017-10-20	Paper
scientific article; zbMATH DE number 6746166 (Why is no real title available?)	2017-07-14	Paper
Optimal reinsurance approach with barrier dividend under the dynamic VaR constraint	2017-05-17	Paper
Ruin probability of the earnings process under jump-diffusion model	2017-01-06	Paper
The optimal portfolio strategy under different utility functions Basic Sciences Journal of Textile Universities	2016-10-06	Paper
Optimal approach for insurance company with threshold dividend strategy under dynamic VaR constraint Journal of Chongqing Normal University. Natural Science	2016-10-06	Paper
scientific article; zbMATH DE number 6611020 (Why is no real title available?)	2016-08-10	Paper
scientific article; zbMATH DE number 6453031 (Why is no real title available?)	2015-06-29	Paper
Conditional ruin probability with a Markov regime switching model Advances in Intelligent and Soft Computing	2013-07-10	Paper
Pricing and hedging of an Asian option whose price of underlying asset follows fractional Brown motion	2010-07-08	Paper
Asia option pricing based on jump-diffusion prices process	2009-07-22	Paper
Stochastic LQ control framework for the hedging problem as the stock price follows jump-diffusion process	2006-10-04	Paper
Hedging strategy of a contingent claim in incomplete market	2006-03-01	Paper
scientific article; zbMATH DE number 2060773 (Why is no real title available?)	2004-03-18	Paper

Research outcomes over time

This page was built for person: Xuanhui Liu