| Publication | Date of Publication | Type |
|---|
Optimal reinsurance strategy with mean-variance premium principle and relative performance concern
RAIRO. Operations Research | 2025-01-20 | Paper |
Robust optimal reinsurance-investment strategy with extrapolative bias premiums and ambiguity aversion
Statistical Theory and Related Fields | 2025-01-10 | Paper |
Fundamental, dipole, and vortex solitons in fractional nonlinear Schrödinger equation with a parity-time-symmetric periodic potential
Physica D | 2024-02-21 | Paper |
Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity
Methodology and Computing in Applied Probability | 2023-08-16 | Paper |
Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model
Scandinavian Actuarial Journal | 2022-10-26 | Paper |
Dynamic risk-sharing game and reinsurance contract design
Insurance Mathematics & Economics | 2019-05-23 | Paper |
Optimal dividend strategies with time-inconsistent preferences
Journal of Economic Dynamics and Control | 2018-11-01 | Paper |
| Optimal reinsurance-investment strategies for an insurance company with real estate investment | 2018-10-22 | Paper |
Stochastic differential games between two insurers with generalized mean-variance premium principle
ASTIN Bulletin | 2018-06-05 | Paper |
Optimal dividend strategy for a general diffusion process with time-inconsistent preferences and ruin penalty
SIAM Journal on Financial Mathematics | 2018-04-16 | Paper |
Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model
Insurance Mathematics & Economics | 2017-05-24 | Paper |
Optimal excess-of-loss reinsurance and investment strategy under state-dependent utility function
Operations Research Transactions | 2016-10-06 | Paper |
Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
Insurance Mathematics & Economics | 2016-05-12 | Paper |
| scientific article; zbMATH DE number 6492429 (Why is no real title available?) | 2015-10-09 | Paper |
Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs
Acta Mathematicae Applicatae Sinica. English Series | 2015-07-22 | Paper |
Optimal dividend payout for classical risk model with risk constraint
Acta Mathematicae Applicatae Sinica. English Series | 2014-12-09 | Paper |
| scientific article; zbMATH DE number 6262709 (Why is no real title available?) | 2014-02-28 | Paper |
Funding and investment decisions in a stochastic defined benefit pension plan with regime switching
Lithuanian Mathematical Journal | 2013-08-08 | Paper |
Optimal investment-reinsurance policy for an insurance company with VaR constraint
Insurance Mathematics & Economics | 2012-02-10 | Paper |
| The optimal policy for an insurance company with real investment | 2012-01-27 | Paper |
| scientific article; zbMATH DE number 5733481 (Why is no real title available?) | 2010-07-08 | Paper |
An Efficient Password Authenticated Key Exchange Protocol with Bilinear Parings
Advances in Information Security and Its Application | 2010-05-10 | Paper |
| scientific article; zbMATH DE number 3694728 (Why is no real title available?) | 1980-01-01 | Paper |
