Weiwei Shen

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
Optimal investment and reinsurance strategies for an insurer with regime-switching Mathematics and Financial Economics	2024-12-27	Paper
Optimal investment and consumption strategies for an investor with stochastic economic factor in a defaultable market RAIRO - Operations Research	2024-01-22	Paper
Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model Journal of Industrial and Management Optimization	2023-04-24	Paper
Optimal investment and reinsurance strategies for an insurer with stochastic economic factor Hacettepe Journal of Mathematics and Statistics	2023-04-06	Paper
Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market Methodology and Computing in Applied Probability	2023-02-17	Paper
Multiple graph regularized graph transduction via greedy gradient Max-Cut Information Sciences	2020-07-16	Paper
Numerical solutions to dynamic portfolio problems with upper bounds Computational Management Science	2018-10-10	Paper
A posteriori error analysis for Crank-Nicolson-Galerkin type methods for reaction-diffusion equations with delay SIAM Journal on Scientific Computing	2018-04-25	Paper
High-dimensional portfolio optimization with transaction costs International Journal of Theoretical and Applied Finance	2016-06-22	Paper
Establishing the original hypothesis in a significant hypothesis test	2011-07-19	Paper

Research outcomes over time

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