| Publication | Date of Publication | Type |
|---|
| A two-layer stochastic game approach to reinsurance contracting and competition | 2025-01-17 | Paper |
| Equilibria for time-inconsistent singular control problems | 2025-01-08 | Paper |
| A mean field game approach to relative investment-consumption games with habit formation | 2024-12-27 | Paper |
| Time-inconsistent mean field and \(n\)-agent games under relative performance criteria | 2024-12-04 | Paper |
| Optimal management of DB pension fund under both underfunded and overfunded cases | 2024-08-14 | Paper |
| Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs | 2024-08-05 | Paper |
| Optimal mix among PAYGO, EET and individual savings | 2024-05-30 | Paper |
| A Stackelberg reinsurance-investment game under α -maxmin mean-variance criterion and stochastic volatility | 2024-02-26 | Paper |
| Optimal annuitization and asset allocation under linear habit formation | 2024-02-13 | Paper |
| Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions | 2024-01-31 | Paper |
| Consumption-investment decisions with endogenous reference point and drawdown constraint | 2023-07-10 | Paper |
| Equilibrium Portfolio Selection for Smooth Ambiguity Preferences | 2023-02-16 | Paper |
| Comparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model | 2022-11-25 | Paper |
| Optimal management of DC pension fund under the relative performance ratio and VaR constraint | 2022-11-17 | Paper |
| The continuous-time pre-commitment KMM problem in incomplete markets | 2022-10-25 | Paper |
| Dynamic optimal adjustment policies of hybrid pension plans | 2022-09-14 | Paper |
| Robust equilibrium strategies in a defined benefit pension plan game | 2022-09-14 | Paper |
| Optimal investment, consumption and life insurance under stochastic framework | 2022-03-21 | Paper |
| Optimal asset allocation, consumption and retirement time with the variation in habitual persistence | 2022-03-10 | Paper |
| Optimal contribution rate of PAYGO pension | 2021-09-13 | Paper |
| A Unified Formula of the Optimal Portfolio for Piecewise Hyperbolic Absolute Risk Aversion Utilities | 2021-07-13 | Paper |
| Robust consumption‐investment problem under CRRA and CARA utilities with time‐varying confidence sets | 2021-03-23 | Paper |
| A Classification Approach to General S-Shaped Utility Optimization with Principals' Constraints | 2020-12-10 | Paper |
| Optimal DB-PAYGO pension management towards a habitual contribution rate | 2020-11-19 | Paper |
| Weighted utility optimization of the participating endowment contract | 2020-09-28 | Paper |
| Robust optimal reinsurance and investment strategies for an AAI with multiple risks | 2019-11-28 | Paper |
| Consumption-investment problem with pathwise ambiguity under logarithmic utility | 2019-08-30 | Paper |
| Optimal Control of DC Pension Plan Management under Two Incentive Schemes | 2019-05-08 | Paper |
| Robust consumption-investment problem Under CRRA and CARA utilities with time-varying confidence sets | 2018-11-29 | Paper |
| Time-consistent proportional reinsurance and investment strategies under ambiguous environment | 2018-11-19 | Paper |
| Optimal pension decision under heterogeneous health statuses and bequest motives | 2017-10-20 | Paper |
| Optimal mean-variance efficiency of a family with life insurance under inflation risk | 2016-12-14 | Paper |
| A stochastic Nash equilibrium portfolio game between two DC pension funds | 2016-12-13 | Paper |
| Valuing inflation-linked death benefits under a stochastic volatility framework | 2016-11-21 | Paper |
| Optimal management of DC pension plan under loss aversion and value-at-risk constraints | 2016-11-21 | Paper |
| Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information | 2015-12-14 | Paper |
| Minimization of absolute ruin probability under negative correlation assumption | 2015-12-14 | Paper |
| Optimal dynamic asset allocation of pension fund in mortality and salary risks framework | 2015-09-14 | Paper |
| Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns | 2015-05-26 | Paper |
| Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims | 2015-05-26 | Paper |
| Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework | 2015-01-28 | Paper |
| Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks | 2014-09-22 | Paper |
| Variational inequalities in stock loan models | 2014-08-20 | Paper |
| Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework | 2014-06-23 | Paper |
| Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs | 2014-06-23 | Paper |
| Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase | 2014-04-03 | Paper |
| Optimal control of a big financial company with debt liability under bankrupt probability constraints | 2013-04-10 | Paper |
| Optimal dividend and investing control of an insurance company with higher solvency constraints | 2011-12-21 | Paper |
| Stock loan with automatic termination clause, cap and margin | 2011-03-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3581696 | 2010-09-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3581700 | 2010-09-02 | Paper |
| ERRATA: "KUNITA-TYPE STOCHASTIC FLOWS OF HOMEOMORPHISMS IN EUCLIDEAN SPACE" | 2009-11-09 | Paper |
| Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs | 2009-03-04 | Paper |
| Optimal control of the insurance company with proportional reinsurance policy under solvency constraints | 2009-01-16 | Paper |
| ANTICIPATING MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH REFLECTIONS | 2008-08-26 | Paper |
| Optimal financing and dividend control of the insurance company with proportional reinsurance policy | 2008-06-25 | Paper |
| KUNITA-TYPE STOCHASTIC FLOWS OF HOMEOMORPHISMS IN EUCLIDEAN SPACE | 2008-05-14 | Paper |
| Spatial asymptotic behavior of homeomorphic global flows for non-Lipschitz SDEs | 2008-02-25 | Paper |
| Quasi sure analysis of local times of anticipating smooth semimartingales | 2008-01-08 | Paper |
| Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic | 2007-06-07 | Paper |
| Large deviations for multidimensional SDEs with reflection | 2007-05-02 | Paper |
| Multidimensional SDE with anticipating initial process and reflection | 2007-04-20 | Paper |
| Besov regularity for the generalized local time of the indefinite Skorohod integral | 2007-02-19 | Paper |
| Anticipating Reflected Stochastic Differential Equations | 2006-12-11 | Paper |
| Fractional smoothness for the generalized local time of the indefinite Skorokhod integral | 2006-11-15 | Paper |
| Anticipative stochastic differential equations with nonsmooth diffusion coefficient | 2006-10-04 | Paper |
| Exit problems for nonlinear stochastic evolution equations on Hilbert spaces | 2006-09-22 | Paper |
| Stochastic Differential Equation Driven by Countably Many Brownian Motions with Non-Lipschitzian Coefficients | 2006-07-13 | Paper |
| Homeomorphic property of solutions of SDE driven by countably many Brownian motions with non-Lipschitzian coefficients | 2005-08-22 | Paper |
| Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane | 2002-08-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4935928 | 2000-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4705725 | 1999-12-20 | Paper |
| Quantum and non-causal stochastic calculus | 1999-10-17 | Paper |
| Uniqueness theorem of solutions for stochastic differential equation in the plane | 1999-09-21 | Paper |
| Two parameter smooth martingales on the Wiener space | 1998-02-10 | Paper |
| Quasi sure quadratic variations of two parameter smooth martingales on the Wiener space | 1997-10-12 | Paper |
| Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane | 1997-04-17 | Paper |
| Equilibria for Time-inconsistent Singular Control Problems | N/A | Paper |
| Monotone Mean-Variance Portfolio Selection in Semimartingale Markets: Martingale Method | N/A | Paper |
