| Publication | Date of Publication | Type |
|---|
Optimal investment and benefit payment strategies for TB pension plans with stochastic interest rate under the HARA utility
International Journal of Control | 2025-01-20 | Paper |
Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction
Mathematics and Financial Economics | 2024-08-28 | Paper |
Ruin-related problems in the dual risk model under two different randomized observations
Communications in Statistics: Theory and Methods | 2023-07-28 | Paper |
Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework
Journal of Industrial and Management Optimization | 2023-03-29 | Paper |
Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables
Journal of Industrial and Management Optimization | 2023-03-29 | Paper |
On a discrete interaction risk model with delayed claims and randomized dividends
Communications in Statistics: Theory and Methods | 2022-08-01 | Paper |
Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion
Communications in Statistics: Theory and Methods | 2022-08-01 | Paper |
Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates
Communications in Statistics: Theory and Methods | 2022-05-16 | Paper |
Equilibrium investment and risk control for an insurer with non-Markovian regime-switching and no-shorting constraints
AIMS Mathematics | 2022-04-27 | Paper |
Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk
Mathematical Problems in Engineering | 2021-05-07 | Paper |
| On the analysis of ruin-related quantities in the nonhomogeneous compound Poisson risk model | 2021-01-14 | Paper |
| 带延迟索赔和随机收入的离散风险模型的Gerber-Shiu分析（英） | 2020-08-12 | Paper |
| The optimal reinsurance problem towards joint interests of the insurer and the reinsurer with dependent risks | 2020-08-12 | Paper |
\(n\)-dimensional Laplace transforms of occupation times for pre-exit diffusion processes
Indian Journal of Pure & Applied Mathematics | 2020-04-07 | Paper |
Optimal investment and risk control policies for an insurer in an incomplete market
Optimization | 2019-10-21 | Paper |
On the expected discounted penalty function for the classical risk model with potentially delayed claims and random incomes
Journal of Applied Mathematics | 2019-02-01 | Paper |
| Randomized dividends in the Markov-modulated Pascal model with stochastic interest rates | 2018-10-22 | Paper |
Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities
Journal of Computational and Applied Mathematics | 2018-07-26 | Paper |
Robust optimal investment and proportional reinsurance toward joint interests of the insurer and the reinsurer
Communications in Statistics: Theory and Methods | 2017-12-06 | Paper |
Optimal proportional reinsurance and investment problem with constraints on risk control in a general jump-diffusion financial market
The ANZIAM Journal | 2017-10-17 | Paper |
Robust optimal investment and reinsurance problem for a general insurance company under Heston model
Mathematical Methods of Operations Research | 2017-08-11 | Paper |
| Robust portfolio optimization under stochastic interest rate and stochastic volatility framework | 2017-07-14 | Paper |
Optimal financing and dividend policy with Markovian switching regimes
Communications in Statistics: Theory and Methods | 2017-05-02 | Paper |
Robust optimal portfolio and reinsurance for an insurer under inflation risk
Chinese Journal of Applied Probability and Statistics | 2016-10-06 | Paper |
Optimal proportional reinsurance and investment for a constant elasticity of variance model under variance principle
Acta Mathematica Scientia. Series B. (English Edition) | 2016-01-15 | Paper |
Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables
Journal of Computational and Applied Mathematics | 2015-12-21 | Paper |
| An iterative method for the symmetric ortho-symmetric solutions of a class of matrix equation | 2010-11-05 | Paper |
| Iterative methods for three kinds of matrix equations with sub-matrix restrains on symmetric ortho-symmetric matrix set | 2009-11-11 | Paper |
