Shihua Wang

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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!

PublicationDate of PublicationType
A mean field game approach to equilibrium consumption under external habit formation
Stochastic Processes and their Applications
2024-11-12Paper
A mean field game approach to optimal investment and risk control for competitive insurers
Insurance Mathematics & Economics
2024-05-24Paper
Dynamic bivariate mortality modelling
Methodology and Computing in Applied Probability
2022-07-07Paper
Mean Field Game of Optimal Relative Investment with Jump Risk
 
2021-08-02Paper
Optimal investment and risk control for an insurer with stochastic factor
Operations Research Letters
2019-02-22Paper
Global exponential stability for stochastic networks of coupled oscillators with variable delay
Communications in Nonlinear Science and Numerical Simulation
2016-01-26Paper


Research outcomes over time


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