| Publication | Date of Publication | Type |
|---|
Multifactor cat bond pricing using distortion operator models with recurrent neural networks ASTIN Bulletin | 2026-04-30 | Paper |
Exploring multi-layered networks through random walks: bridging offline optimization and online learning Artificial Intelligence | 2026-04-23 | Paper |
Mean-variance asset-liability management: from surplus optimization to liability-driven investment Journal of Industrial and Management Optimization | 2026-02-23 | Paper |
Uncertain generalized mean reversion interest rate risk model with applications to financial instruments Journal of Industrial and Management Optimization | 2026-02-23 | Paper |
Two-dimensional quantum droplets in quadrupolar Bose-Einstein condensates Physica D | 2026-01-28 | Paper |
Heterogeneous reinsurance premiums under a trilateral stochastic differential game Stochastic Models | 2025-10-24 | Paper |
Three-phase 2D model of long-rod penetrating semi-infinite metal targets considering variation in nose shape Acta Mechanica Sinica | 2025-04-09 | Paper |
A simplified approximate model of compressible hypervelocity penetration Acta Mechanica Sinica | 2025-04-08 | Paper |
Asset-liability management with state-dependent utility in the regime-switching market Stochastic Models | 2023-08-10 | Paper |
A bi-level optimization model for the asset-liability management of insurance companies Journal of Industrial and Management Optimization | 2023-03-29 | Paper |
Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model Stochastic Models | 2022-04-22 | Paper |
Pandemic risk management: resources contingency planning and allocation Insurance Mathematics & Economics | 2021-11-19 | Paper |
The optimal investment, liability and dividends in insurance Journal of the Operations Research Society of China | 2021-11-05 | Paper |
| American option pricing formula for uncertain financial market | 2021-07-06 | Paper |
Uncertain stock model with periodic dividends Fuzzy Optimization and Decision Making | 2019-05-28 | Paper |
Two-factor term structure model with uncertain volatility risk Soft Computing | 2018-10-23 | Paper |
Some concepts and properties of uncertain fields Journal of Intelligent & Fuzzy Systems | 2017-12-21 | Paper |
Uncertain calculus with finite variation processes Soft Computing | 2017-04-12 | Paper |
A note on uncertain sequence International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems | 2015-11-04 | Paper |
| scientific article; zbMATH DE number 6499748 (Why is no real title available?) | 2015-10-28 | Paper |
A numerical method for solving uncertain differential equations Journal of Intelligent & Fuzzy Systems | 2014-07-09 | Paper |
Uncertain term structure model of interest rate Soft Computing | 2013-06-11 | Paper |
| Hybrid multiattribute decision making based on fuzzy preference relation | 2013-01-24 | Paper |
Entropy of function of uncertain variables Mathematical and Computer Modelling | 2013-01-24 | Paper |
Variation analysis of uncertain stationary independent increment processes European Journal of Operational Research | 2012-12-29 | Paper |
Cross-entropy measure of uncertain variables Information Sciences | 2012-10-17 | Paper |
Modeling stochastic project time-cost trade-offs with time-dependent activity durations Applied Mathematics and Computation | 2012-08-19 | Paper |