Ailing Gu

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Robust optimal reinsurance-investment strategy with extrapolative bias premiums and ambiguity aversion	2025-01-10	Paper
Stochastic differential reinsurance and investment games with delay under VaR constraints⋆	2024-02-23	Paper
Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity	2023-08-16	Paper
Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model	2022-10-26	Paper
https://portal.mardi4nfdi.de/entity/Q4983898	2021-04-26	Paper
Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model	2020-08-26	Paper
Optimal investment and reinsurance for insurers with uncertain time-horizon	2019-02-08	Paper
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing	2018-06-15	Paper
Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function	2017-08-25	Paper
Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity	2017-01-31	Paper
Optimal excess-of-loss reinsurance and investment strategy under state-dependent utility function	2016-10-06	Paper
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps	2016-01-05	Paper
https://portal.mardi4nfdi.de/entity/Q5167575	2014-06-30	Paper
Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model	2014-04-25	Paper
https://portal.mardi4nfdi.de/entity/Q5399565	2014-02-28	Paper
Exceptional family of elements and an existence theorem for multi-valued variational inequalities	2006-03-09	Paper

Research outcomes over time

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