| Publication | Date of Publication | Type |
|---|
Operational risk quantified with spectral risk measures: a refined closed-form approximation
Quantitative Finance | 2019-09-26 | Paper |
Volatility spillover from the US to international stock markets: a heterogeneous volatility spillover GARCH model
Journal of Forecasting | 2018-10-29 | Paper |
Time-varying parameter realized volatility models
Journal of Forecasting | 2018-10-12 | Paper |
A nonparametric approach to test for predictability
Economics Letters | 2018-09-11 | Paper |
| Extremal spectral risk measures and their applications in financial risk management | 2016-08-10 | Paper |
A reduced-form model for correlated defaults with regime-switching shot noise intensities
Methodology and Computing in Applied Probability | 2016-06-08 | Paper |
Fuzzy credit pricing method for contingent claims with transaction cost
Fuzzy Systems and Mathematics | 2016-03-15 | Paper |
Regime-switching shot-noise processes and longevity bond pricing
Lithuanian Mathematical Journal | 2015-02-25 | Paper |
Ambiguity, asset prices, and excess volatility in a pure-exchange economy
Quantitative Finance | 2014-09-05 | Paper |
The market pricing of the lifeboat provision in a closed-end fund
Quantitative Finance | 2014-09-05 | Paper |
A multivariate regime-switching mean reverting process and its application to the valuation of credit risk
Stochastic Analysis and Applications | 2014-08-08 | Paper |
Unilateral counterparty risk valuation of CDS using a regime-switching intensity model
Statistics & Probability Letters | 2014-04-17 | Paper |
Risk concentration of aggregated dependent risks: the second-order properties
Insurance Mathematics & Economics | 2012-04-18 | Paper |
Optimal insurance in the presence of insurer's loss limit
Insurance Mathematics & Economics | 2012-02-10 | Paper |
| A marketability restricted assets pricing model considering heterogeneous agents | 2012-01-27 | Paper |
Modeling chinese stock returns with stable distribution
Mathematical and Computer Modelling | 2011-11-11 | Paper |
An exact algorithm for the type-constrained and variable sized bin packing problem
Annals of Operations Research | 2010-03-01 | Paper |
| scientific article; zbMATH DE number 5669806 (Why is no real title available?) | 2010-02-12 | Paper |
A jump-diffusion model for option pricing under fuzzy environments
Insurance Mathematics & Economics | 2009-06-10 | Paper |
| scientific article; zbMATH DE number 5524714 (Why is no real title available?) | 2009-03-06 | Paper |
| The optimal insurance strategy in complete market | 2009-03-06 | Paper |
| Mean-variance model with new type risk perceptions and empirical research | 2009-03-06 | Paper |
An optimal insurance strategy for an individual under an intertemporal equilibrium
Insurance Mathematics & Economics | 2008-08-22 | Paper |
| Investor protection, ownership structure and corporate valuation | 2008-08-06 | Paper |
Optimal insurance under the insurer's risk constraint
Insurance Mathematics & Economics | 2008-06-25 | Paper |
| scientific article; zbMATH DE number 5183861 (Why is no real title available?) | 2007-08-28 | Paper |
| scientific article; zbMATH DE number 5181082 (Why is no real title available?) | 2007-08-20 | Paper |
| scientific article; zbMATH DE number 5116809 (Why is no real title available?) | 2007-01-19 | Paper |
| scientific article; zbMATH DE number 5116658 (Why is no real title available?) | 2007-01-19 | Paper |
| Fuzzy credible degree pricing method for contingent claim in finite security market with linear programming | 2007-01-19 | Paper |
| Optimal control strategy of institutional investor's execution cost | 2006-05-26 | Paper |
| Varying-coefficient logistic model estimation and its application | 2006-03-13 | Paper |
| scientific article; zbMATH DE number 2094615 (Why is no real title available?) | 2004-08-24 | Paper |
On stochastic optimal control for stock price volatility
Kybernetes | 2004-03-25 | Paper |
| scientific article; zbMATH DE number 1874299 (Why is no real title available?) | 2003-10-28 | Paper |
Globally asymptotic stability of a recurrence sequence
Annals of Differential Equations | 2002-09-10 | Paper |
Existence of oscillatory solutions to neutral equations with multi-delay
Journal of Jiangxi Normal University. Natural Science Edition | 2002-07-07 | Paper |
| scientific article; zbMATH DE number 1780194 (Why is no real title available?) | 2001-01-01 | Paper |
| scientific article; zbMATH DE number 205877 (Why is no real title available?) | 1994-01-12 | Paper |
| scientific article; zbMATH DE number 27255 (Why is no real title available?) | 1992-06-27 | Paper |
