Jiaqin Wei

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
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

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