Chun-Xiang A

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Efficient multiple control variate method with applications to exotic option pricing
Communications in Statistics: Theory and Methods
2022-05-27Paper
Optimal reinsurance and investment strategy with delay in Heston's SV model
Journal of the Operations Research Society of China
2021-11-05Paper
Limit cycles bifurcations of Liénard system of degree four with one nilpotent cusp2021-01-14Paper
Optimal investment and reinsurance problem with delay under the CEV model2020-10-27Paper
The bifurcation of limit cycles of two classes of cubic systems with homogeneous nonlinearities
Electronic Journal of Qualitative Theory of Differential Equations
2019-10-18Paper
Optimal investment strategy under time-inconsistent preferences and high-water mark contract
Operations Research Letters
2018-10-01Paper
Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model
Journal of Computational and Applied Mathematics
2018-06-13Paper
Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model
Insurance Mathematics & Economics
2015-05-26Paper
Local bifurcation of critical periods for a class of Liénard equations
Acta Mathematicae Applicatae Sinica. English Series
2014-12-09Paper
scientific article; zbMATH DE number 5260784 (Why is no real title available?)2008-04-04Paper


Research outcomes over time


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