Manying Bai

Available identifiers

Publication	Date of Publication	Type
Uncertain random mean-variance-skewness models for the portfolio optimization problem	2022-11-29	Paper
Robust covariance estimation with noisy high-frequency financial data	2022-11-23	Paper
An uncertain alternating renewal insurance risk model	2020-07-23	Paper
Valuation of guaranteed unitized participating life insurance under MEGB2 distribution	2020-02-18	Paper
Chaos control on a duopoly game with homogeneous strategy	2019-02-20	Paper
First-passage time model driven by Lévy process for pricing CoCos	2018-11-05	Paper
Uncertain portfolio selection with background risk and liquidity constraint	2018-11-05	Paper
Valuation of guaranteed unitized participating life insurance under GEV distribution	2018-09-27	Paper
Mean-risk-skewness models for portfolio optimization based on uncertain measure	2018-05-28	Paper
Mean-risk model for uncertain portfolio selection with background risk	2017-11-03	Paper
A fuzzy control system with application to production planning problems	2011-03-25	Paper
Application of Copula and Copula-CVaR in the Multivariate Portfolio Optimization	2009-03-03	Paper

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