Kun Fan

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Robust reinsurance and investment strategies under principal-agent framework	2024-06-04	Paper
Posterior propriety of an objective prior in a 4-level normal hierarchical model	2021-05-18	Paper
Portfolio selection with parameter uncertainty under \(\alpha\) maxmin mean-variance criterion	2021-04-07	Paper
Characterizations on almost stochastic dominance revisited	2020-08-12	Paper
Stochastic differential reinsurance games with capital injections	2019-09-19	Paper
Pricing dynamic fund protection under hidden Markov models	2019-06-18	Paper
Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle	2019-02-05	Paper
Optimal dividend and risk control strategies in a nonlinear model	2018-07-18	Paper
Valuation of CatEPuts with regime switching	2018-01-29	Paper
Valuation of correlation options under a stochastic interest rate model with regime switching	2018-01-19	Paper
An FFT approach for option pricing under a regime-switching stochastic interest rate model	2017-08-23	Paper
Optimal risk and dividend control of an insurance company with exponential premium principle and liquidation value	2016-11-25	Paper
An effective modified binary particle swarm optimization (mBPSO) algorithm for multi-objective resource allocation problem (MORAP)	2016-01-19	Paper
On a Markov chain approximation method for option pricing with regime switching	2015-10-22	Paper
Pricing options under two-factor Markov-modulated stochastic volatility models	2015-06-29	Paper
Pricing annuity guarantees under a double regime-switching model	2015-05-26	Paper
An FFT approach to price guaranteed minimum death benefit in variable annuities under a regime-switching model	2014-06-30	Paper

Research outcomes over time

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