| Publication | Date of Publication | Type |
|---|
| Short communication: mean-stochastic-dominance portfolio selection in continuous time | 2024-12-04 | Paper |
| Optimal life insurance and annuity demand with jump diffusion and regime switching | 2024-11-13 | Paper |
| A hybrid deep learning method for finite-horizon mean-field game problems | 2023-10-29 | Paper |
| Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach | 2023-07-03 | Paper |
| Optimal mean-variance reinsurance and investment strategy with constraints in a non-Markovian regime-switching model | 2023-03-07 | Paper |
| Optimal investment, consumption and life insurance strategies under stochastic differential utility with habit formation | 2022-11-14 | Paper |
| Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints | 2022-09-23 | Paper |
| Open-loop equilibrium strategy for mean-variance asset-liability management with margin requirements | 2022-07-22 | Paper |
| Backward stochastic Volterra integral equations on Markov chains | 2022-06-30 | Paper |
| Optimal investment-consumption-insurance strategy in a continuous-time self-exciting threshold model | 2022-06-10 | Paper |
| Mean-variance portfolio selection with non-negative state-dependent risk aversion | 2021-12-01 | Paper |
| Optimal life insurance and annuity demand under hyperbolic discounting when bequests are luxury goods | 2021-11-19 | Paper |
| Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework | 2021-09-10 | Paper |
| Non-exponential discounting portfolio management with habit formation | 2021-05-05 | Paper |
| Mean-variance asset-liability management problem under non-Markovian regime-switching models | 2020-06-02 | Paper |
| Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes | 2020-03-20 | Paper |
| Robust optimal consumption-investment strategy with non-exponential discounting | 2019-11-21 | Paper |
| Portfolio selection with regime-switching and state-dependent preferences | 2019-11-05 | Paper |
| Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions | 2019-09-30 | Paper |
| Optimal dividend policy with liability constraint under a hidden Markov regime-switching model | 2019-07-25 | Paper |
| Optimal debt ratio and dividend strategies for an insurer under a regime-switching model | 2019-05-07 | Paper |
| Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers | 2019-03-28 | Paper |
| Minimization of risks in defined benefit pension plan with time‐inconsistent preferences | 2019-02-08 | Paper |
| Mean-variance portfolio selection under a non-Markovian regime-switching model | 2019-01-24 | Paper |
| Optimal investment-consumption-insurance with random parameters | 2018-07-11 | Paper |
| Time-consistent mean-variance asset-liability management with random coefficients | 2017-11-23 | Paper |
| Time-inconsistent optimal control problems with regime-switching | 2017-10-20 | Paper |
| Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan | 2017-06-14 | Paper |
| Exponential utility maximization for an insurer with time-inconsistent preferences | 2016-12-13 | Paper |
| Portfolio optimization in a regime-switching market with derivatives | 2016-06-24 | Paper |
| Consumption-investment strategies with non-exponential discounting and logarithmic utility | 2016-06-23 | Paper |
| On dividend strategies with non-exponential discounting | 2015-01-28 | Paper |
| Markowitz's mean-variance asset-liability management with regime switching: a time-consistent approach | 2014-04-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4926623 | 2013-06-20 | Paper |
| On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model | 2012-11-02 | Paper |
| Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching | 2012-09-07 | Paper |
| Optimal surrender strategies for equity-indexed annuity investors with partial information | 2012-08-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3109319 | 2012-01-27 | Paper |
| Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model | 2011-01-13 | Paper |
| Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching | 2010-12-21 | Paper |
| On the Markov-modulated insurance risk model with tax | 2010-06-21 | Paper |
| The Asymptotic Estimate of Ruin Probability Under a Class of Risk Model in the Presence of Heavy Tails | 2008-09-24 | Paper |
