Lan Wu

Available identifiers

Publication	Date of Publication	Type
Optimal impact portfolios with general dependence and marginals	2024-12-20	Paper
Optimal execution considering trading signal and execution risk simultaneously	2022-01-24	Paper
A factor-adjusted multiple testing of general alternatives	2020-10-19	Paper
Alternative approach to derive q-potential measures of refracted spectrally L\'evy processes	2016-04-12	Paper
A note on refracted L\'evy processes without positive jumps	2016-03-15	Paper
Pricing variable annuities with multi-layer expense strategy	2015-12-10	Paper
Occupation times of refracted Levy processes with jumps having rational Laplace transforms	2015-01-14	Paper
Optimal control problem for an insurance surplus model with debt liability	2014-08-11	Paper
VaR criteria for optimal limited change-loss and truncated change-loss reinsurance	2013-10-14	Paper

This page was built for person: Lan Wu