Wanlu Zhang

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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
Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle
Communications in Statistics: Theory and Methods
2023-11-29Paper
Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility
SIAM Journal on Financial Mathematics
2022-08-22Paper
On the occupation times in a dual delayed Sparre Andersen risk model2020-01-22Paper
On the Parisian ruin probability in a refracted Lévy process2019-09-20Paper


Research outcomes over time


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