Person:6583000
From MaRDI portal
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Optimal VPPI strategy under omega ratio with stochastic benchmark Annals of Operations Research | 2026-08-25 | Paper |
| A framework of state-dependent utility optimisation with general benchmarks Finance and Stochastics | 2025-03-28 | Paper |
| Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs North American Actuarial Journal | 2024-08-05 | Paper |
Research outcomes over time
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