| Publication | Date of Publication | Type |
|---|
| On dividends and Gerber-Shiu analysis with constant interest and a periodic-threshold mixed strategy | 2024-10-23 | Paper |
| The formal analysis on negative information selections for privacy protection in data publishing | 2024-09-18 | Paper |
| Target benefit versus defined contribution scheme: a multi-period framework | 2024-07-09 | Paper |
| Research on choices of spectral bins in energy-based frequency estimators under intensive noise | 2024-06-07 | Paper |
| A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility | 2023-06-16 | Paper |
| On the surplus management of funds with assets and liabilities in presence of solvency requirements | 2023-06-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5872290 | 2023-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5871206 | 2023-01-25 | Paper |
| Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes | 2022-12-13 | Paper |
| PRICING ASIAN OPTIONS IN AN UNCERTAIN STOCK MODEL WITH FLOATING INTEREST RATE | 2022-11-24 | Paper |
| On consistency of the weighted estimator in nonparametric regression model with asymptotically almost negatively associated random variables | 2022-09-14 | Paper |
| Statistical inference for a heteroscedastic regression model with φ-mixing errors | 2022-09-14 | Paper |
| Dividend and capital injection optimization with transaction cost for Lévy risk processes | 2022-08-01 | Paper |
| Equivalence of ray monotonicity properties and classification of optimal transport maps for strictly convex norms | 2022-07-15 | Paper |
| On Berry-Esseen bound of wavelet estimators in nonparametric regression model under asymptotically negatively associated assumptions | 2022-06-21 | Paper |
| Regression credibility estimator with two-level common effects | 2022-05-27 | Paper |
| On some inequalities for ψ-mixing sequences and its applications in conditional value-at-risk estimate | 2022-05-20 | Paper |
| Central limit theorems of range-based estimators for diffusion models | 2022-05-20 | Paper |
| Existence of solutions for subquadratic convex operator equations at resonance and applications to Hamiltonian systems | 2022-04-11 | Paper |
| Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps | 2022-03-15 | Paper |
| Berry–Esseen bound of wavelet estimators in heteroscedastic regression model with random errors | 2022-02-16 | Paper |
| Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk | 2022-02-16 | Paper |
| Using EM algorithm for finite mixtures and reformed supplemented EM for MIRT calibration | 2021-12-16 | Paper |
| Robust Optimization Models for Flight Rerouting | 2021-12-16 | Paper |
| Risk modelling on liquidations with Lévy processes | 2021-11-15 | Paper |
| On a class of non-zero-sum stochastic differential dividend games with regime switching | 2021-11-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3381752 | 2021-09-29 | Paper |
| Wavelet estimation in heteroscedastic regression models with \(\alpha\)-mixing random errors | 2021-07-07 | Paper |
| Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model | 2021-06-09 | Paper |
| Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples | 2021-06-03 | Paper |
| Statistical estimation for heteroscedastic semiparametric regression model with random errors | 2021-05-19 | Paper |
| Decision policies on players’ different risk combination under supplier encroachment | 2021-05-10 | Paper |
| Active control of flexural waves in a phononic crystal beam with staggered periodic properties | 2021-02-18 | Paper |
| Nonparametric estimation for the diffusion coefficient of multidimensional time-varying diffusion processes | 2021-01-22 | Paper |
| Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors | 2021-01-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3386014 | 2021-01-14 | Paper |
| A note on the consistency of wavelet estimators in nonparametric regression model under widely orthant dependent random errors | 2020-12-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5127854 | 2020-10-27 | Paper |
| Optimal reinsurance and investment strategy for an insurer in a model with delay and jumps | 2020-08-28 | Paper |
| Optimal online calibration designs for item replenishment in adaptive testing | 2020-08-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3306413 | 2020-08-12 | Paper |
| Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching | 2020-07-16 | Paper |
| Valuation of stock loan under uncertain stock model with floating interest rate | 2020-07-15 | Paper |
| Design and Virtex-7-Based Implementation of Video Chaotic Secure Communications | 2020-06-24 | Paper |
| Multidimensional balanced credibility model with time effect and two level random common effects | 2020-06-18 | Paper |
| Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio | 2020-06-10 | Paper |
| On the dual risk model with diffusion under a mixed dividend strategy | 2020-05-06 | Paper |
| Generalized expected discounted penalty function at general drawdown for Lévy risk processes | 2020-03-20 | Paper |
| CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING | 2019-11-08 | Paper |
| A mean-reverting currency model with floating interest rates in uncertain environment | 2019-07-25 | Paper |
| An improved dynamic membrane evolutionary algorithm for constrained engineering design problems | 2019-07-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5383664 | 2019-06-21 | Paper |
| Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps | 2019-06-20 | Paper |
| On convergence rates of game theoretic reinforcement learning algorithms | 2019-04-24 | Paper |
| Time-consistent reinsurance-investment strategy for mean-variance insurers with defaultable security and jumps | 2019-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4623831 | 2019-02-22 | Paper |
| Developing new online calibration methods for multidimensional computerized adaptive testing | 2019-01-31 | Paper |
| Mean-variance portfolio selection with regime switching under shorting prohibition | 2019-01-11 | Paper |
| The 3-way intersection problem for kite systems | 2019-01-11 | Paper |
| Transition probability, dynamic regimes, and the critical point of financial crisis | 2018-11-13 | Paper |
| Self-similar solutions of the compressible flow in one-space dimension | 2018-10-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4574769 | 2018-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4575004 | 2018-07-18 | Paper |
| Time-consistent mean–variance proportional reinsurance and investment problem in a defaultable market | 2018-05-28 | Paper |
| Multidimensional credibility estimators with random common effects and time effects | 2018-02-20 | Paper |
| Dual-channel supply chain decisions under asymmetric information with a risk-averse retailer | 2018-02-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3132103 | 2018-01-29 | Paper |
| Berry-Esseen bounds of weighted kernel estimator for a nonparametric regression model based on linear process errors under a LNQD sequence | 2018-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5277091 | 2017-07-14 | Paper |
| Markowitz's mean-variance optimization with investment and constrained reinsurance | 2017-06-15 | Paper |
| Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes | 2017-05-24 | Paper |
| A novel approach to solve the split delivery vehicle routing problem | 2017-03-16 | Paper |
| Multi-period defined contribution pension funds investment management with regime-switching and mortality risk | 2016-12-14 | Paper |
| Optimal reinsurance under dynamic VaR constraint | 2016-12-14 | Paper |
| Mean-variance asset-liability management under constant elasticity of variance process | 2016-12-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2990641 | 2016-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2991221 | 2016-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3463010 | 2016-01-15 | Paper |
| Feature assembly method for extracting relations in Chinese | 2015-12-09 | Paper |
| Optimal dividends and capital injections in the dual model with a random time horizon | 2015-10-28 | Paper |
| Synthetic detection of change point and outliers in bilinear time series models | 2015-07-28 | Paper |
| Optimal transportation in \(\mathbb R^n\) for a distance cost with a convex constraint | 2015-07-24 | Paper |
| Outlier detection in adaptive functional-coefficient autoregressive models based on extreme value theory | 2014-11-24 | Paper |
| Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model | 2014-06-23 | Paper |
| Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers | 2014-06-23 | Paper |
| Adjacent vertex distinguishing edge-colorings and total-colorings of the Cartesian product of graphs | 2014-03-11 | Paper |
| Two dimensional optimal transportation problem for a distance cost with a convex constraint | 2014-02-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4926364 | 2013-06-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4926619 | 2013-06-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5299652 | 2013-06-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4901699 | 2013-01-24 | Paper |
| Clocks and Fisher information | 2012-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3110279 | 2012-01-27 | Paper |
| Free boundary problem for compressible flows with density-dependent viscosity coefficients | 2011-12-19 | Paper |
| Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model | 2011-06-03 | Paper |
| Application in stochastic volatility models of nonlinear regression with stochastic design | 2011-04-06 | Paper |
| Pension funding problem with regime‐switching geometric Brownian motion assets and liabilities | 2011-04-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3071954 | 2011-02-05 | Paper |
| Analytical solutions to the Navier-Stokes equations for non-Newtonian fluid | 2010-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3051806 | 2010-11-05 | Paper |
| THE HARARY INDEX OF A GRAPH UNDER PERTURBATION | 2010-07-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3571649 | 2010-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3563125 | 2010-05-31 | Paper |
| Detection of outliers and patches in bilinear time series models | 2010-04-23 | Paper |
| Regression analysis of right-censored failure time data with missing censoring indicators | 2009-11-13 | Paper |
| A new algorithm to find all elementary circuits of a directed graph | 2009-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5320289 | 2009-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3622305 | 2009-04-28 | Paper |
| Almost sure exponential stability of delayed Hopfield neural networks | 2009-01-29 | Paper |
| Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model | 2009-01-16 | Paper |
| An iterated local search algorithm for the permutation flowshop problem with total flowtime criterion | 2008-12-17 | Paper |
| On the adjacent vertex-distinguishing total coloring of two classes of product graphs | 2008-08-06 | Paper |
| Direct approach to quantum extensions of Fisher information | 2008-07-29 | Paper |
| A vacuum problem for multidimensional compressible Navier-Stokes equations with degenerate viscosity coefficients | 2008-07-21 | Paper |
| Information retrieval using relevance vectors: a soft computing approach | 2008-06-18 | Paper |
| An improved NEH-based heuristic for the permutation flowshop problem | 2008-05-23 | Paper |
| Wavelet estimation of the diffusion coefficient in time dependent diffusion models | 2008-03-11 | Paper |
| The strong uniform convergence of \(PL\)-type estimator under competing risks case | 2007-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5754285 | 2007-08-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5754368 | 2007-08-22 | Paper |
| The minimizer of a certain functional in Newton space belongs to the De Giorgi class | 2007-07-31 | Paper |
| Evolutionary economic dynamics: persistent cycles, disruptive technology and the trade-off between stability and complexity | 2007-04-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5484362 | 2006-08-17 | Paper |
| Nonparametric estimation of diffusion coefficient under linear growth condition | 2006-05-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3371942 | 2006-02-22 | Paper |
| A Random Walk or Color Chaos on the Stock Market? Time-Frequency Analysis of S&P Indexes | 2006-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5705334 | 2005-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5696670 | 2005-10-18 | Paper |
| Multiple crossdocks with inventory and time windows | 2005-09-28 | Paper |
| Theorem Proving in Higher Order Logics | 2005-08-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4470924 | 2004-06-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4449841 | 2004-02-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4791595 | 2003-01-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4545641 | 2002-08-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4545430 | 2002-08-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4545434 | 2002-08-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4545443 | 2002-08-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4545453 | 2002-08-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4541980 | 2002-07-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4719317 | 2002-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516702 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516460 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4216426 | 1999-11-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4246187 | 1999-08-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4233293 | 1999-05-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4225883 | 1999-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4391785 | 1999-01-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4391865 | 1998-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4397790 | 1998-07-14 | Paper |
| Zeroth law of thermodynamics and transitivity of simultaneity | 1998-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4365846 | 1997-11-18 | Paper |
| Evolving multi-humped distributions of stock market prices -- an empirical observation of nonequilibrium behavior | 1997-08-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3838964 | 1996-01-01 | Paper |
| Turbulent mixing noise from supersonic jets | 1995-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4317092 | 1995-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4290509 | 1994-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4031935 | 1993-05-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3212128 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4206237 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3354434 | 1988-01-01 | Paper |
