| Publication | Date of Publication | Type |
|---|
Mean-variance reinsurance and asset liability management with common shock via non-Markovian stochastic factors
International Journal of Control | 2025-01-20 | Paper |
The electroweak monopole-antimonopole pair in the standard model
Communications in Theoretical Physics | 2024-07-25 | Paper |
Target benefit versus defined contribution scheme: a multi-period framework
ASTIN Bulletin | 2024-07-09 | Paper |
Bayesian mixed-frequency quantile vector autoregression: eliciting tail risks of monthly US GDP
Journal of Economic Dynamics and Control | 2024-06-17 | Paper |
Hybrid unadjusted Langevin methods for high-dimensional latent variable models
Journal of Econometrics | 2024-06-12 | Paper |
Multi-population mortality modelling: a Bayesian hierarchical approach
ASTIN Bulletin | 2024-04-30 | Paper |
Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees
Scandinavian Actuarial Journal | 2024-04-10 | Paper |
Bivariate distribution regression with application to insurance data
Insurance Mathematics & Economics | 2024-02-13 | Paper |
High-dimensional conditionally Gaussian state space models with missing data
Journal of Econometrics | 2023-08-18 | Paper |
Resilience of long chain under disruption
European Journal of Operational Research | 2023-07-10 | Paper |
Optimal reinsurance policy under a new distortion risk measure
Communications in Statistics: Theory and Methods | 2023-07-03 | Paper |
Modelling mortality: A bayesian factor-augmented var (favar) approach
ASTIN Bulletin | 2023-06-26 | Paper |
Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models
Scandinavian Actuarial Journal | 2023-06-09 | Paper |
Lyapunov stability in the Cournot duopoly game
Discrete Dynamics in Nature and Society | 2023-05-15 | Paper |
Semi-quantum-honest key agreement scheme with three-particle entangled states in cross-realm setting
Quantum Information Processing | 2023-02-16 | Paper |
A new Bayesian model for contagion and interdependence
Econometric Reviews | 2022-09-14 | Paper |
Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method
Insurance Mathematics & Economics | 2022-07-15 | Paper |
Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems
European Journal of Operational Research | 2022-02-22 | Paper |
Dynamic asset allocation for target date funds under the benchmark approach
ASTIN Bulletin | 2021-09-24 | Paper |
Optimal switching time control of the hyperbaric oxygen therapy for a chronic wound
Mathematical Biosciences and Engineering | 2021-08-13 | Paper |
Fast non-convex low-rank matrix decomposition for separation of potential field data using minimal memory
Inverse Problems and Imaging | 2021-06-03 | Paper |
Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information
Insurance Mathematics & Economics | 2021-03-17 | Paper |
| Ordering and subsidizing strategies for loss-averse retailer under dual-sourcing | 2020-08-12 | Paper |
Indirect inference with a non-smooth criterion function
Journal of Econometrics | 2019-10-23 | Paper |
Influencing factors analysis and modeling of hospital-acquired infection in elderly patients
Journal of Combinatorial Optimization | 2019-04-30 | Paper |
Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency
Mathematical Problems in Engineering | 2019-02-08 | Paper |
The Ornstein-Uhlenbeck-type model with a hybrid dividend strategy
Journal of Applied Mathematics | 2018-10-10 | Paper |
Optimal partial proxy method for computing gammas of financial products with discontinuous and angular payoffs
Applied Mathematical Finance | 2018-09-19 | Paper |
Two sufficient conditions for convex ordering on risk aggregation
Abstract and Applied Analysis | 2018-08-30 | Paper |
The efficient computation and the sensitivity analysis of finite-time ruin probabilities and the estimation of risk-based regulatory capital
ASTIN Bulletin | 2018-06-04 | Paper |
| Dynamic economic model for optimal investment and insurance | 2017-10-27 | Paper |
| Joint mixability of elliptical distributions and related families | 2017-06-17 | Paper |
| The pricing for the catastrophe option and chooser option under stock price fluctuation | 2017-05-17 | Paper |
An exact method for the sensitivity analysis of systems simulated by rejection techniques
European Journal of Operational Research | 2016-10-07 | Paper |
Shilling attack detection -- a new approach for a trustworthy recommender system
INFORMS Journal on Computing | 2016-06-29 | Paper |
| Finite-time ruin probabilities of bidimensional risk models with correlated Brownian motions | 2013-10-29 | Paper |
Some new Gronwall-Bellman type integral inequalities and their applications
Journal of Qufu Normal University. Natural Science | 2012-10-05 | Paper |
The martingale pricing for warrant bonds under stochastic interest rate
Acta Mathematicae Applicatae Sinica | 2012-06-01 | Paper |
| scientific article; zbMATH DE number 5846309 (Why is no real title available?) | 2011-02-05 | Paper |
| The martingale pricing for convertible bonds with dividend-paying under stochastic interest | 2009-11-11 | Paper |
| Iterative solutions of \(AXB=C\) with sub-matrix restrains in bi-symmetric matrix set | 2009-07-22 | Paper |
| scientific article; zbMATH DE number 5307846 (Why is no real title available?) | 2008-08-06 | Paper |
Knowledge integration using problem spaces: A study in resource-constrained project scheduling
Journal of Scheduling | 2007-05-15 | Paper |
| scientific article; zbMATH DE number 5033176 (Why is no real title available?) | 2006-06-16 | Paper |
| Microprocessor architectural automatic test program generation | 2006-01-23 | Paper |
Randomized allocation with nonparametric estimation for a multi-armed bandit problem with covariates
The Annals of Statistics | 2002-11-14 | Paper |
| scientific article; zbMATH DE number 1416513 (Why is no real title available?) | 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
Computer Methods in Applied Mechanics and Engineering | 1999-01-01 | Paper |
Assumed strain and hybrid destabilized ten-node \(\mathbf C^0\) triangular shell elements
Computational Mechanics | 1998-08-20 | Paper |
A simple assumed strain method for enhancing the accuracy of the cubic triangular \(C^{0}\) plate bending element
Finite Elements in Analysis and Design | 1998-08-13 | Paper |
On the relative merits of three-point integration rules for six-node triangles
Finite Elements in Analysis and Design | 1998-06-30 | Paper |
Connectionist approaches for solver selection in constrained project scheduling
Annals of Operations Research | 1997-09-28 | Paper |
| scientific article; zbMATH DE number 1054687 (Why is no real title available?) | 1997-08-28 | Paper |
| scientific article; zbMATH DE number 762882 (Why is no real title available?) | 1995-07-05 | Paper |
