Lixia Xu

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
Robust optimal investment problem with delay under Heston's model Methodology and Computing in Applied Probability	2022-07-07	Paper
Optimal investment with derivatives and pricing in an incomplete market Journal of Computational and Applied Mathematics	2020-01-31	Paper
scientific article; zbMATH DE number 6613728 (Why is no real title available?)	2016-08-10	Paper
Optimal investment strategies with VaR constraint under the rank dependent utility maximization	2014-06-30	Paper
Bayesian estimation and the application of long memory stochastic volatility models Statistical Methodology	2012-10-19	Paper
Some properties of periodogram of autoregressive integrated moving average process	2010-02-12	Paper
Optimal new business for insurer to minimize the ruin probability under interest force	2008-08-06	Paper
The expected discounted penalty function for a kind of time-correlated risk model based on the renewal argument in consideration of the by-claim Journal of Shanghai University (English Edition)	2008-08-06	Paper
Expected discounted penalty function of Erlang(2) risk model with constant interest Applied Mathematics. Series B (English Edition)	2006-12-05	Paper
Bayesian estimation of long memory models and its application to exchange rates	2006-10-04	Paper
scientific article; zbMATH DE number 5012280 (Why is no real title available?)	2006-03-13	Paper
The expected discounted penalty function of Cox risk process with a constant interest rate	2006-03-10	Paper

Research outcomes over time

This page was built for person: Lixia Xu