Xudong Zeng

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Insurance pricing in an equilibrium model	2023-09-11	Paper
Pay-As-You-Drive Insurance: Modeling and Implications	2023-08-01	Paper
Portfolio concentration, portfolio inertia, and ambiguous correlation	2022-07-15	Paper
Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach	2020-03-12	Paper
Dynamic Portfolio Choice with Stochastic Wage and Life Insurance	2019-05-28	Paper
The Theory of Optimal Stochastic Control as Applied to Insurance Underwriting Cycles	2019-05-28	Paper
Optimal reinsurance: minimize the expected time to reach a goal	2018-07-13	Paper
Optimal life insurance with no-borrowing constraints: duality approach and example	2018-07-13	Paper
Non-zero-sum stochastic differential reinsurance and investment games with default risk	2017-11-23	Paper
An optimal investment model with Markov-driven volatilities	2015-04-16	Paper
Stochastic Pareto-optimal reinsurance policies	2014-06-23	Paper
A stochastic volatility model and optimal portfolio selection	2014-01-23	Paper
Optimal reinsurance with a rescuing procedure	2012-02-10	Paper
Optimal non-proportional reinsurance control and stochastic differential games	2011-08-01	Paper
On Maximizing CRRA Utility in Regime Switching Markets with Random Endowment	2010-10-20	Paper
A stochastic differential reinsurance game	2010-07-20	Paper
Optimal Terminal Wealth Under Partial Information: Both the Drift and the Volatility Driven by a Discrete-Time Markov Chain	2008-08-01	Paper
https://portal.mardi4nfdi.de/entity/Q4470791	2004-06-18	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Xudong Zeng