Dan Zhu

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees	2024-04-10	Paper
Bivariate distribution regression with application to insurance data	2024-02-13	Paper
High-dimensional conditionally Gaussian state space models with missing data	2023-08-18	Paper
Resilience of long chain under disruption	2023-07-10	Paper
Optimal reinsurance policy under a new distortion risk measure	2023-07-03	Paper
Modelling mortality: A bayesian factor-augmented var (favar) approach	2023-06-26	Paper
Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models	2023-06-09	Paper
Lyapunov stability in the Cournot duopoly game	2023-05-15	Paper
Semi-quantum-honest key agreement scheme with three-particle entangled states in cross-realm setting	2023-02-16	Paper
A new Bayesian model for contagion and interdependence	2022-09-14	Paper
Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method	2022-07-15	Paper
Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems	2022-02-22	Paper
DYNAMIC ASSET ALLOCATION FOR TARGET DATE FUNDS UNDER THE BENCHMARK APPROACH	2021-09-24	Paper
Optimal switching time control of the hyperbaric oxygen therapy for a chronic wound	2021-08-13	Paper
Fast non-convex low-rank matrix decomposition for separation of potential field data using minimal memory	2021-06-03	Paper
Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information	2021-03-17	Paper
https://portal.mardi4nfdi.de/entity/Q3306391	2020-08-12	Paper
Indirect inference with a non-smooth criterion function	2019-10-23	Paper
Influencing factors analysis and modeling of hospital-acquired infection in elderly patients	2019-04-30	Paper
Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency	2019-02-08	Paper
The Ornstein-Uhlenbeck-type model with a hybrid dividend strategy	2018-10-10	Paper
Optimal Partial Proxy Method for Computing Gammas of Financial Products with Discontinuous and Angular Payoffs	2018-09-19	Paper
Two sufficient conditions for convex ordering on risk aggregation	2018-08-30	Paper
THE EFFICIENT COMPUTATION AND THE SENSITIVITY ANALYSIS OF FINITE-TIME RUIN PROBABILITIES AND THE ESTIMATION OF RISK-BASED REGULATORY CAPITAL	2018-06-04	Paper
https://portal.mardi4nfdi.de/entity/Q5373702	2017-10-27	Paper
Joint mixability of elliptical distributions and related families	2017-06-17	Paper
https://portal.mardi4nfdi.de/entity/Q2984556	2017-05-17	Paper
An exact method for the sensitivity analysis of systems simulated by rejection techniques	2016-10-07	Paper
Shilling Attack Detection—A New Approach for a Trustworthy Recommender System	2016-06-29	Paper
Finite-time ruin probabilities of bidimensional risk models with correlated Brownian motions	2013-10-29	Paper
https://portal.mardi4nfdi.de/entity/Q2918103	2012-10-05	Paper
https://portal.mardi4nfdi.de/entity/Q2885668	2012-06-01	Paper
https://portal.mardi4nfdi.de/entity/Q3073387	2011-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q3641938	2009-11-11	Paper
https://portal.mardi4nfdi.de/entity/Q5319485	2009-07-22	Paper
https://portal.mardi4nfdi.de/entity/Q3513328	2008-08-06	Paper
Knowledge integration using problem spaces: A study in resource-constrained project scheduling	2007-05-15	Paper
https://portal.mardi4nfdi.de/entity/Q5475102	2006-06-16	Paper
https://portal.mardi4nfdi.de/entity/Q3365695	2006-01-23	Paper
Randomized allocation with nonparametric estimation for a multi-armed bandit problem with covariates	2002-11-14	Paper
https://portal.mardi4nfdi.de/entity/Q4943557	2000-03-16	Paper
A quadratic assumed natural strain triangular element for plate bending analysis	2000-02-10	Paper
A quadratic assumed natural strain curved triangular shell element	1999-01-01	Paper
Assumed strain and hybrid destabilized ten-node \(\mathbf C^0\) triangular shell elements	1998-08-20	Paper
A simple assumed strain method for enhancing the accuracy of the cubic triangular \(C^{0}\) plate bending element	1998-08-13	Paper
On the relative merits of three-point integration rules for six-node triangles	1998-06-30	Paper
Connectionist approaches for solver selection in constrained project scheduling	1997-09-28	Paper
https://portal.mardi4nfdi.de/entity/Q4352231	1997-08-28	Paper
https://portal.mardi4nfdi.de/entity/Q4834734	1995-07-05	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
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