Congjin Zhou
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Person:5093700
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Optimal investment of DC pension plan with incentive scheme and a combined VaR-ES constraint Communications in Statistics. Theory and Methods | 2026-01-22 | Paper |
| Optimal refinancing strategy for mortgage rate with regime switching Applied Stochastic Models in Business and Industry | 2024-07-29 | Paper |
| The valuation at origination of mortgages with full prepayment and default risks Methodology and Computing in Applied Probability | 2024-06-04 | Paper |
| Valuation of mortgage pass-through securities with partial prepayment risk Communications in Statistics: Theory and Methods | 2022-08-01 | Paper |
Research outcomes over time
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