| Publication | Date of Publication | Type |
|---|
| Optimal risk sharing and dividend strategies under default contagion: a semi-analytical approach | 2024-02-13 | Paper |
| A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility | 2023-06-16 | Paper |
| Optimal moral-hazard-free reinsurance under extended distortion premium principles | 2023-04-18 | Paper |
| Frequency and severity estimation of cyber attacks using spatial clustering analysis | 2022-09-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5097105 | 2022-08-19 | Paper |
| A perturbation approach to optimal investment, liability ratio, and dividend strategies | 2022-06-20 | Paper |
| A survey of numerical solutions for stochastic control problems: some recent progress | 2022-06-09 | Paper |
| Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk | 2022-05-31 | Paper |
| Pricing longevity-linked derivatives using a stochastic mortality model | 2022-05-20 | Paper |
| Household consumption-investment-insurance decisions with uncertain income and market ambiguity | 2022-03-02 | Paper |
| Mean-variance portfolio selection with non-negative state-dependent risk aversion | 2021-12-01 | Paper |
| Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market | 2021-11-19 | Paper |
| On a class of non-zero-sum stochastic differential dividend games with regime switching | 2021-11-09 | Paper |
| Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model | 2021-06-09 | Paper |
| Optimal stop-loss reinsurance with joint utility constraints | 2021-06-09 | Paper |
| Household lifetime strategies under a self-contagious market | 2021-06-03 | Paper |
| Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints | 2021-03-17 | Paper |
| A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis | 2021-03-17 | Paper |
| Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time | 2020-11-19 | Paper |
| OPTIMAL INSURANCE STRATEGIES: A HYBRID DEEP LEARNING MARKOV CHAIN APPROXIMATION APPROACH | 2020-08-31 | Paper |
| Reinsurance-investment game between two mean-variance insurers under model uncertainty | 2020-08-28 | Paper |
| Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks | 2020-07-16 | Paper |
| Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio | 2020-06-10 | Paper |
| Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes | 2020-03-20 | Paper |
| American option model and negative Fichera function on degenerate boundary | 2019-11-20 | Paper |
| Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models | 2019-10-15 | Paper |
| Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models | 2019-10-15 | Paper |
| Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions | 2019-09-30 | Paper |
| Stochastic differential reinsurance games with capital injections | 2019-09-19 | 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 |
| Robust non-zero-sum investment and reinsurance game with default risk | 2019-01-15 | Paper |
| Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer | 2018-06-13 | Paper |
| Pricing dynamic fund protections for a hyperexponential jump diffusion process | 2018-04-27 | Paper |
| Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model | 2018-01-19 | Paper |
| Markowitz's mean-variance optimization with investment and constrained reinsurance | 2017-06-15 | Paper |
| Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections | 2017-06-02 | Paper |
| A numerical approach to optimal dividend policies with capital injections and transaction costs | 2017-04-21 | Paper |
| Optimal reinsurance under dynamic VaR constraint | 2016-12-14 | Paper |
| Kolmogorov-type systems with regime-switching jump diffusion perturbations | 2016-09-30 | Paper |
| Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models | 2016-08-08 | Paper |
| Pricing dynamic fund protections with regime switching | 2015-12-14 | Paper |
| Lookback option pricing for regime-switching jump diffusion models | 2015-11-02 | Paper |
| Optimal debt ratio and consumption strategies in financial crisis | 2015-09-15 | Paper |
| Optimal debt ratio and dividend payment strategies with reinsurance | 2015-09-14 | Paper |
| Some recent progress on numerical methods for controlled regime-switching models with applications to insurance and risk management | 2015-08-04 | Paper |
| A reinsurance game between two insurance companies with nonlinear risk processes | 2015-05-26 | Paper |
| Almost Sure and $p$th-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems | 2014-11-21 | Paper |
| AN OPTIMAL DIVIDEND POLICY WITH DELAYED CAPITAL INJECTIONS | 2014-09-24 | Paper |
| Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods | 2014-06-23 | Paper |
| Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls | 2013-11-22 | Paper |
| Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation | 2013-07-31 | Paper |
| Numerical methods for dividend optimization using regime-switching jump-diffusion models | 2011-07-11 | Paper |
| A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models | 2011-04-21 | Paper |
| Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation | 2011-03-09 | Paper |
| Asymptotically optimal dividend policy for regime-switching compound Poisson models | 2010-10-29 | Paper |
| Numerical methods for portfolio selection with bounded constraints | 2009-10-09 | Paper |
