| Publication | Date of Publication | Type |
|---|
Maximizing the probability of reaching a goal before ruin with transaction costs
Methodology and Computing in Applied Probability | 2026-03-31 | Paper |
Exploratory mean-variance portfolio selection with Choquet regularizers
Quantitative Finance | 2026-03-16 | Paper |
Optimal annuitization and asset allocation with fixed transaction costs
Insurance Mathematics & Economics | 2026-03-12 | Paper |
Dynamic reinsurance design with heterogeneous beliefs under the mean-variance framework
Insurance Mathematics & Economics | 2026-03-12 | Paper |
Optimal investment and reinsurance policies for the Cramér–Lundberg risk model under monotone mean-variance preference
International Journal of Control | 2024-07-19 | Paper |
Central limit theorem with rate of convergence under sublinear expectations
Stochastic Processes and their Applications | 2024-05-06 | Paper |
Puzzle and dragons is hard
Theoretical Computer Science | 2024-03-28 | Paper |
| Optimal Monotone Mean-Variance Problem in a Catastrophe Insurance Model | 2023-10-31 | Paper |
| Exploratory mean-variance portfolio selection with Choquet regularizers | 2023-07-06 | Paper |
| Optimal investment and reinsurance policies for the Cram{\'e}r-Lundberg risk model under monotone mean-variance preference | 2022-12-02 | Paper |
Optimal mean-variance investment-reinsurance strategy for a dependent risk model with Ornstein-Uhlenbeck process
Methodology and Computing in Applied Probability | 2022-07-07 | Paper |
Optimal dividend policy: A regular-impulse stochastic control problem
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Optimal dividend and reinsurance problem for an insurance company with dependent risks
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Dynamic stochastic cooperative reinsurance strategy in a continuous time model
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
The optimal time to merge for two insurance companies
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Dynamic mean-variance problem for defined contribution pension fund under inflation
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Exponential bounds of ruin probabilities for non-homogeneous risk models
Probability and Mathematical Statistics | 2022-02-14 | Paper |
Optimal life insurance purchase and consumption/investment under mean-reverting returns
SCIENTIA SINICA Mathematica | 2021-12-17 | Paper |
Optimal investment and reinsurance under the gamma process
Methodology and Computing in Applied Probability | 2021-11-09 | Paper |
Optimal reinsurance and investment strategies for an insurer under monotone mean-variance criterion
RAIRO - Operations Research | 2021-10-21 | Paper |
Optimal mean-variance reinsurance in a financial market with stochastic rate of return
Journal of Industrial and Management Optimization | 2021-09-10 | Paper |
Lundberg-type inequalities for non-homogeneous risk models
Stochastic Models | 2021-05-17 | Paper |
Optimal Defined Contribution Pension Management with Salary and Risky Assets Following Jump Diffusion Processes
East Asian Journal on Applied Mathematics | 2021-04-27 | Paper |
Hamiltonicity in prime sum graphs
Graphs and Combinatorics | 2021-03-17 | Paper |
Prokhorov Distance with Rates of Convergence under Sublinear Expectations
Theory of Probability & Its Applications | 2021-02-09 | Paper |
| Optimal Control of Investment for an Insurer in Two Currency Markets | 2020-06-04 | Paper |
| Beyond Hamiltonicity of Prime Difference Graphs | 2020-03-02 | Paper |
Optimal singular dividend problem under the Sparre Andersen model
Journal of Optimization Theory and Applications | 2020-02-26 | Paper |
Interval estimation of the ruin probability in the classical compound Poisson risk model
Computational Statistics and Data Analysis | 2020-01-30 | Paper |
A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling
Journal of Computational and Applied Mathematics | 2019-11-05 | Paper |
| The optimal merging problem for two first-line insurers with investment and reinsurance policies | 2019-06-21 | Paper |
| Coin tossing experiments and Fibonacci sequences | 2019-06-21 | Paper |
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility
Mathematical Methods of Operations Research | 2018-11-07 | Paper |
Families of subsets without a given poset in double chains and Boolean lattices
Order | 2018-07-27 | Paper |
Survival probabilities in a discrete semi-Markov risk model
Applied Mathematics and Computation | 2018-06-22 | Paper |
| From a Consequence of Bertrand's Postulate to Hamilton Cycles | 2018-04-19 | Paper |
Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming
Journal of Optimization Theory and Applications | 2018-04-13 | Paper |
A stochastic maximum principle for processes driven by \(G\)-Brownian motion and applications to finance
Optimal Control Applications & Methods | 2018-01-05 | Paper |
Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion
Statistics & Probability Letters | 2017-09-28 | Paper |
Multigroup Testing for Items With Real-Valued Status Under Standard Arithmetic
IEEE Transactions on Information Theory | 2017-04-28 | Paper |
Optimal investment, consumption, and life insurance in an incomplete market
Communications in Statistics. Theory and Methods | 2016-08-26 | Paper |
| Non-parametric threshold estimation for classical risk process perturbed by diffusion | 2016-06-21 | Paper |
| Families of Subsets Without a Given Poset in the Interval Chains | 2016-05-02 | Paper |
Optimal control with restrictions for a diffusion risk model under constant interest force
Applied Mathematics and Optimization | 2016-03-08 | Paper |
| Optimal investment and proportional reinsurance under exponential premium calculation | 2015-06-29 | Paper |
Optimal investment, consumption and timing of annuity purchase under a preference change
Journal of Mathematical Analysis and Applications | 2015-03-27 | Paper |
On-line choice number of complete multipartite graphs: an algorithmic approach
The Electronic Journal of Combinatorics | 2015-01-22 | Paper |
On-line choice number of complete multipartite graphs: an algorithmic approach
The Electronic Journal of Combinatorics | 2015-01-22 | Paper |
Optimal time-consistent portfolio and contribution selection for defined benefit pension schemes under mean-variance criterion
The ANZIAM Journal | 2014-11-12 | Paper |
Expected discounted dividends in a discrete semi-Markov risk model
Journal of Computational and Applied Mathematics | 2014-08-05 | Paper |
Optimal dividend and equity issuance problem with proportional and fixed transaction costs
Insurance Mathematics & Economics | 2014-04-25 | Paper |
Optimal dividend problem with a nonlinear regular-singular stochastic control
Insurance Mathematics & Economics | 2014-04-04 | Paper |
Optimal dividend strategies in discrete risk model with capital injections
Applied Stochastic Models in Business and Industry | 2013-11-15 | Paper |
Optimal investment and proportional reinsurance in the Sparre Andersen model
Journal of Systems Science and Complexity | 2013-08-05 | Paper |
Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer
Journal of Optimization Theory and Applications | 2013-06-14 | Paper |
Virial Theorem for a class of quantum nonlinear harmonic oscillators
Communications in Theoretical Physics | 2013-06-04 | Paper |
Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs
Acta Mathematicae Applicatae Sinica. English Series | 2012-12-06 | Paper |
Some results on a bivariate compound Poisson risk model
Chinese Journal of Applied Probability and Statistics | 2012-10-05 | Paper |
Markovian regime-switching market completion using additional Markov jump assets
IMA Journal of Management Mathematics | 2012-09-13 | Paper |
Hedging unit-linked life insurance contracts under the mean-variance criterion
Acta Mathematica Scientia. Series A. (Chinese Edition) | 2012-06-01 | Paper |
Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes
Applied Stochastic Models in Business and Industry | 2011-11-26 | Paper |
Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer
Journal of Systems Science and Complexity | 2011-11-17 | Paper |
Optimal investment and proportional reinsurance with constrained control variables
Optimal Control Applications & Methods | 2011-11-17 | Paper |
Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process
Insurance Mathematics & Economics | 2011-08-02 | Paper |
| Ruin probabilities under optimal combining quota-share and excess of loss reinsurance | 2011-07-19 | Paper |
Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility
Journal of Applied Mathematics and Computing | 2011-06-22 | Paper |
Optimal proportional reinsurance under two criteria: maximizing the expected utility and minimizing the value at risk
The ANZIAM Journal | 2011-05-04 | Paper |
Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection
Science China. Mathematics | 2011-02-25 | Paper |
Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes
Scandinavian Actuarial Journal | 2011-02-22 | Paper |
Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes
Quantitative Finance | 2010-12-20 | Paper |
Ruin probabilities for a risk model with two classes of claims
Acta Mathematica Sinica, English Series | 2010-11-17 | Paper |
Upper bound for ruin probabilities under optimal investment and proportional reinsurance
Applied Stochastic Models in Business and Industry | 2010-04-22 | Paper |
An almost-linear time and linear space algorithm for the longest common subsequence problem
Information Processing Letters | 2009-12-04 | Paper |
Classical risk model with threshold dividend strategy
Acta Mathematica Scientia. Series B. (English Edition) | 2009-03-06 | Paper |
Optimal Investment for an Insurer with Multiple Risky Assets Under Mean-Variance Criterion
COMPSTAT 2008 | 2008-11-10 | Paper |
On a risk model with debit interest and dividend payments
Statistics & Probability Letters | 2008-10-30 | Paper |
On a risk model with dependence between claim sizes and claim intervals
Statistics & Probability Letters | 2008-09-29 | Paper |
Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
Insurance Mathematics & Economics | 2008-06-25 | Paper |
Strongly 2-shape-sortability of vector partitions
Journal of Combinatorial Optimization | 2008-04-04 | Paper |
Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach
Frontiers of Mathematics in China | 2008-03-14 | Paper |
Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting
Applied Stochastic Models in Business and Industry | 2007-12-16 | Paper |
Optimal Proportional Reinsurance and Ruin Probability
Stochastic Models | 2007-10-31 | Paper |
Ruin probabilities in Cox risk models with two dependent classes of business
Acta Mathematica Sinica, English Series | 2007-08-31 | Paper |
The compound binomial risk model with time-correlated claims
Insurance Mathematics & Economics | 2007-07-19 | Paper |
Some results on the compound Markov binomial model
Scandinavian Actuarial Journal | 2007-05-29 | Paper |
Some results behind dividend problems
Acta Mathematicae Applicatae Sinica. English Series | 2007-01-29 | Paper |
The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate
Statistics & Probability Letters | 2006-06-30 | Paper |
On the first time of ruin in the bivariate compound Poisson model
Insurance Mathematics & Economics | 2006-06-09 | Paper |
On Ultimate Ruin in a Delayed-Claims Risk Model
Journal of Applied Probability | 2005-08-25 | Paper |
| scientific article; zbMATH DE number 2148699 (Why is no real title available?) | 2005-03-21 | Paper |
Ruin probabilities for time-correlated claims in the compound binomial model.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
On a correlated aggregate claims model with Poisson and Erlang risk processes.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
| scientific article; zbMATH DE number 1829202 (Why is no real title available?) | 2002-11-14 | Paper |
The oscillation of the occupation time process of super-Brownian motion on Sierpiński gasket
Science in China. Series A | 2002-08-15 | Paper |
| scientific article; zbMATH DE number 1775588 (Why is no real title available?) | 2002-08-04 | Paper |
A class of super-diffusions in catalytic medium
Chinese Annals of Mathematics. Series A | 2001-07-05 | Paper |
| scientific article; zbMATH DE number 1536385 (Why is no real title available?) | 2000-11-28 | Paper |
| scientific article; zbMATH DE number 1382543 (Why is no real title available?) | 2000-11-19 | Paper |
| scientific article; zbMATH DE number 1349108 (Why is no real title available?) | 1999-10-07 | Paper |
| scientific article; zbMATH DE number 1160645 (Why is no real title available?) | 1999-08-30 | Paper |
Local extinction of super-Brownian motion on Sierpiński gasket
Science in China. Series A | 1999-07-19 | Paper |
| scientific article; zbMATH DE number 1215198 (Why is no real title available?) | 1999-01-06 | Paper |
The behavior of super-Brownian motion near extinction
Acta Mathematica Sinica, English Series | 1998-09-28 | Paper |
| scientific article; zbMATH DE number 1046035 (Why is no real title available?) | 1998-03-23 | Paper |
| scientific article; zbMATH DE number 147709 (Why is no real title available?) | 1993-04-01 | Paper |
Three-point transition functions for two-parameter Markov chains and their four systems of partial differential equations
Science in China. Series A | 1993-01-17 | Paper |
