| Publication | Date of Publication | Type |
|---|
| Optimal mean-semi-variance investment-reinsurance problem under probability distortion for an insurer | 2024-01-29 | Paper |
Behavioral mean-risk portfolio selection in continuous time via quantile
Communications in Statistics: Theory and Methods | 2023-07-11 | Paper |
On the dividends of the risk model with Markovian barrier
Communications in Statistics: Theory and Methods | 2022-05-18 | Paper |
Equilibrium reinsurance-investment strategy with a common shock under two kinds of premium principles
RAIRO - Operations Research | 2022-02-21 | Paper |
Equilibrium reinsurance-investment strategies with partial information and common shock dependence
Annals of Operations Research | 2022-01-24 | Paper |
Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk
RAIRO - Operations Research | 2021-07-27 | Paper |
| Optimal mean-variance investment-reinsurance problem with constrained controls by the new Basel regulations for an insurer | 2021-01-14 | Paper |
Optimal mean-variance investment/reinsurance with common shock in a regime-switching market
Mathematical Methods of Operations Research | 2019-09-19 | Paper |
Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles
RAIRO - Operations Research | 2019-06-07 | Paper |
Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
Insurance Mathematics & Economics | 2019-03-28 | Paper |
Behavioral mean-variance portfolio selection
European Journal of Operational Research | 2018-07-25 | Paper |
On optimal proportional reinsurance and investment in a hidden Markov financial market
Acta Mathematicae Applicatae Sinica. English Series | 2017-04-21 | Paper |
Optimal investment with transaction costs and dividends for an insurer
RAIRO - Operations Research | 2017-01-12 | Paper |
Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence
Insurance Mathematics & Economics | 2016-12-13 | Paper |
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
Mathematical Methods of Operations Research | 2016-10-20 | Paper |
A first-order limit law for functionals of two independent fractional Brownian motions in the critical case
Journal of Theoretical Probability | 2016-10-11 | Paper |
Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer
Annals of Operations Research | 2014-05-08 | 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 |
Hedging unit-linked life insurance contracts under the mean-variance criterion
Acta Mathematica Scientia. Series A. (Chinese Edition) | 2012-06-01 | Paper |
The Markov-modulated mean-variance problem for an insurer
Acta Mathematica Scientia. Series B. (English Edition) | 2012-01-27 | 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 for an Insurer with Multiple Risky Assets Under Mean-Variance Criterion
COMPSTAT 2008 | 2008-11-10 | Paper |
