Lin Xu

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Person:6040953



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
Optimal investment and reinsurance for an insurer with constraints and ambiguous correlation
Mathematical Control and Related Fields
2026-03-24Paper
Life-cycle planning model with inflation and time-varying consumption constraints
Quantitative Finance
2025-08-26Paper
Maximizing insurer's firm value by dividend and reinsurance with a random time horizon
Acta Mathematica Scientia. Series A. (Chinese Edition)
2025-04-14Paper
Optimal investment and reinsurance to reach a bequest goal with random time solvency regulation
International Journal of Control
2025-02-21Paper
Household investment-consumption-insurance policies under the age-dependent risk preferences
International Journal of Control
2023-10-17Paper
Optimal active lifetime investment
International Journal of Control
2023-05-25Paper
On the distribution of first exit time for Brownian motion with double linear time-dependent barriers
ISRN Applied Mathematics
2014-11-11Paper


Research outcomes over time


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