| Publication | Date of Publication | Type |
|---|
Optimal pricing approaches for data markets in market-operated data exchanges
Statistical Theory and Related Fields | 2026-03-31 | Paper |
The role of health in consumption and portfolio decision-making: insights from state-dependent models
Journal of Computational and Applied Mathematics | 2024-12-16 | Paper |
Equilibrium reinsurance strategy and mean residual life function
Acta Mathematicae Applicatae Sinica. English Series | 2024-07-02 | Paper |
Diagnostic tests before modeling longitudinal actuarial data
Insurance Mathematics & Economics | 2024-02-13 | Paper |
Optimal investment strategy for an insurer with partial information in capital and insurance markets
Journal of Industrial and Management Optimization | 2023-03-29 | Paper |
Optimal investment and consumption strategies for pooled annuity with partial information
Insurance Mathematics & Economics | 2023-02-03 | Paper |
Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering
Journal of Industrial and Management Optimization | 2022-10-26 | Paper |
Modelling the aggregate loss for insurance claims with dependence
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
Pricing and hedging equity-indexed annuities via local risk-minimization
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
Tontines with mixed cohorts
Scandinavian Actuarial Journal | 2021-07-21 | Paper |
Optimal stop-loss reinsurance with joint utility constraints
Journal of Industrial and Management Optimization | 2021-06-09 | Paper |
Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
Insurance Mathematics & Economics | 2021-03-17 | Paper |
Reinsurance-investment game between two mean-variance insurers under model uncertainty
Journal of Computational and Applied Mathematics | 2020-08-28 | Paper |
Stochastic differential reinsurance games with capital injections
Insurance Mathematics & Economics | 2019-09-19 | Paper |
Valuation of risk-based premium of DB pension plan with terminations
Insurance Mathematics & Economics | 2019-05-23 | Paper |
Robust non-zero-sum investment and reinsurance game with default risk
Insurance Mathematics & Economics | 2019-01-15 | Paper |
Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer
Journal of Computational and Applied Mathematics | 2018-06-13 | Paper |
Pricing dynamic fund protections for a hyperexponential jump diffusion process
Communications in Statistics: Theory and Methods | 2018-04-27 | Paper |
Constrained investment-reinsurance optimization with regime switching under variance premium principle
Insurance Mathematics & Economics | 2016-12-14 | Paper |
Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models
Stochastic Analysis and Applications | 2016-08-08 | Paper |
Hedging of contingent claims written on non traded assets under Markov-modulated models
Communications in Statistics: Theory and Methods | 2016-07-15 | Paper |
Pricing dynamic fund protections with regime switching
Journal of Computational and Applied Mathematics | 2015-12-14 | Paper |
Lookback option pricing for regime-switching jump diffusion models
Mathematical Control and Related Fields | 2015-11-02 | Paper |
Static hedging of geometric average Asian options with standard options
Communications in Statistics. Simulation and Computation | 2015-07-29 | Paper |
Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model
Acta Mathematicae Applicatae Sinica. English Series | 2015-05-06 | Paper |
Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model
Journal of Industrial and Management Optimization | 2015-02-03 | Paper |
Research on pricing longevity bonds with cohort mortality dependence
Chinese Journal of Applied Probability and Statistics | 2014-11-03 | Paper |
Valuation of equity-indexed annuities with stochastic interest rate and jump diffusion
Communications in Statistics. Theory and Methods | 2014-10-14 | Paper |
| A locally risk minimizing hedging strategy under a regime switching Lévy model | 2014-06-30 | Paper |
| An optimal investment strategy in a Markov-modulated risk model: maximizing the terminal utility | 2014-02-28 | Paper |
Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model
Journal of Industrial and Management Optimization | 2013-11-14 | Paper |
| An easy and feasible way to construct the joint-life status life table: method and theory | 2013-06-20 | Paper |
Weighted estimation of the dependence function for an extreme-value distribution
Bernoulli | 2013-05-30 | Paper |
Weighted estimation of the dependence function for an extreme-value distribution
Bernoulli | 2013-05-30 | Paper |
Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model
Frontiers of Mathematics in China | 2013-04-10 | Paper |
Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk
Science China. Mathematics | 2013-01-28 | Paper |
Valuation of equity-indexed annuity under stochastic mortality and interest rate
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Variable selection in a class of single-index models
Annals of the Institute of Statistical Mathematics | 2011-12-14 | Paper |
| Valuation of equity-indexed annuity under jump diffusion process | 2009-11-11 | Paper |
| Analysis of 2000-2003 new life tables effect on life insurance | 2009-07-22 | Paper |
| Valueing equity-indexed annuities with mortality risks | 2008-01-14 | Paper |
