Huayue Zhang

Available identifiers

Publication	Date of Publication	Type
Optimal pairs trading of mean-reverting processes over multiple assets	2023-07-26	Paper
Optimal proportional reinsurance and pairs trading under exponential utility criterion for the insurer	2022-11-14	Paper
A multiperiod equilibrium pricing model	2019-02-01	Paper
Investment-consumption with regime-switching discount rates	2014-10-08	Paper
Optimal investment, consumption and life insurance under mean-reverting returns: the complete market solution	2014-04-14	Paper
Dynamic below-target semi-variance risk measure in a fractional Black-Scholes market	2012-10-05	Paper
Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes	2010-12-20	Paper
Ruin probability of a special risk model	2010-07-08	Paper
https://portal.mardi4nfdi.de/entity/Q3641691	2009-11-11	Paper
Total duration of negative surplus for the risk model with debit interest	2009-06-09	Paper
Dynamic mean-variance problem with constrained risk control for the insurers	2009-03-25	Paper
DYNAMIC MEAN-VARIANCE OPTIMIZATION UNDER CLASSICAL RISK MODEL WITH FRACTIONAL BROWNIAN MOTION PERTURBATION	2009-02-26	Paper
Ruin probabilities of a surplus process described by PDMPs	2008-05-26	Paper
The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate	2006-06-30	Paper

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