Xudong Zeng

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
An equilibrium model of reinsurance pricing Statistics & Probability Letters	2024-12-09	Paper
Insurance pricing in an equilibrium model Scandinavian Actuarial Journal	2023-09-11	Paper
Pay-As-You-Drive Insurance: Modeling and Implications North American Actuarial Journal	2023-08-01	Paper
Portfolio concentration, portfolio inertia, and ambiguous correlation Journal of Economic Theory	2022-07-15	Paper
Dynamic asset allocation with uncertain jump risks: a pathwise optimization approach Mathematics of Operations Research	2020-03-12	Paper
The theory of optimal stochastic control as applied to insurance underwriting cycles North American Actuarial Journal	2019-05-28	Paper
Dynamic portfolio choice with stochastic wage and life insurance North American Actuarial Journal	2019-05-28	Paper
Optimal reinsurance: minimize the expected time to reach a goal Scandinavian Actuarial Journal	2018-07-13	Paper
Optimal life insurance with no-borrowing constraints: duality approach and example Scandinavian Actuarial Journal	2018-07-13	Paper
Non-zero-sum stochastic differential reinsurance and investment games with default risk European Journal of Operational Research	2017-11-23	Paper
An optimal investment model with Markov-driven volatilities Quantitative Finance	2015-04-16	Paper
Stochastic Pareto-optimal reinsurance policies Insurance Mathematics & Economics	2014-06-23	Paper
A stochastic volatility model and optimal portfolio selection Quantitative Finance	2014-01-23	Paper
Optimal reinsurance with a rescuing procedure Insurance Mathematics & Economics	2012-02-10	Paper
Optimal non-proportional reinsurance control and stochastic differential games Insurance Mathematics & Economics	2011-08-01	Paper
On maximizing CRRA utility in regime switching markets with random endowment SIAM Journal on Control and Optimization	2010-10-20	Paper
A stochastic differential reinsurance game Journal of Applied Probability	2010-07-20	Paper
Optimal Terminal Wealth Under Partial Information: Both the Drift and the Volatility Driven by a Discrete-Time Markov Chain SIAM Journal on Control and Optimization	2008-08-01	Paper
scientific article; zbMATH DE number 2075755 (Why is no real title available?)	2004-06-18	Paper

Research outcomes over time

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