Shangzhen Luo

Available identifiers

zbMath Open luo.shangzhenMaRDI QIDQ939384

List of research outcomes

Publication	Date of Publication	Type
Time-inconsistent life-cycle consumption and retirement choice with mortality risk	2022-08-05	Paper
Ruin minimization for insurers with borrowing constraints	2022-01-19	Paper
Stochastic differential reinsurance games in diffusion approximation models	2021-02-03	Paper
Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process	2019-05-28	Paper
On proportional reinsurance with a linear transaction rate	2019-03-12	Paper
Maximizing a robust goal-reaching probability with penalization on ambiguity	2019-01-04	Paper
Optimal reinsurance: minimize the expected time to reach a goal	2018-07-13	Paper
Barrier present value maximization for a diffusion model of insurance surplus	2018-07-13	Paper
Optimal constrained investment in the Cramer-Lundberg model	2018-07-11	Paper
A stochastic differential game for quadratic-linear diffusion processes	2017-02-21	Paper
An optimal investment model with Markov-driven volatilities	2015-04-16	Paper
Stochastic Brownian Game of Absolute Dominance	2014-07-11	Paper
Stochastic Pareto-optimal reinsurance policies	2014-06-23	Paper
Minimal cost of a Brownian risk without ruin	2014-04-25	Paper
Optimal reinsurance under a jump diffusion model	2011-10-21	Paper
Optimal excess-of-loss reinsurance under borrowing constraints	2011-08-16	Paper
On absolute ruin minimization under a diffusion approximation model	2011-08-01	Paper
Filtering of a multi-dimension stochastic volatility model	2011-06-07	Paper
On reinsurance and investment for large insurance portfolios	2008-08-22	Paper
Filtering of Hidden Weak Markov Chain -Discrete Range Observations	2007-11-05	Paper
Multi-Period Asset Allocation Under Hidden Markovianly Driven Noises	2007-10-24	Paper

Research outcomes over time

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