The following pages link to Suxin Wang (Q1619553):
Displaying 24 items.
- On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (Q1619554) (← links)
- Optimal investment strategies and intergenerational risk sharing for target benefit pension plans (Q1641132) (← links)
- Asymptotic analysis of a kernel estimator for parabolic stochastic partial differential equations driven by fractional noises (Q1705067) (← links)
- Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans (Q2008410) (← links)
- Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan (Q2010894) (← links)
- Stochastic Cahn-Hilliard equations driven by Poisson random measures (Q2018899) (← links)
- Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility (Q2140305) (← links)
- Asymptotics of the solutions to stochastic wave equations driven by a non-Gaussian Lévy process (Q2153082) (← links)
- Diffusion occupation time before exiting (Q2259237) (← links)
- First hitting times for doubly skewed Ornstein-Uhlenbeck processes (Q2339552) (← links)
- On a class of Cahn-Hilliard type stochastic interacting systems with stepping-stone noises (Q2444368) (← links)
- Skew Ornstein-Uhlenbeck processes and their financial applications (Q2510020) (← links)
- Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700) (← links)
- Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk (Q2656079) (← links)
- A hybrid metaheuristic algorithm for the multi-objective location-routing problem in the early post-disaster stage (Q2691409) (← links)
- Stochastic heat equation with Burgers term driven by fractional noises with two reflecting walls (Q2697685) (← links)
- Closed-form likelihood estimation for one type of affine point processes (Q2830794) (← links)
- (Q2993975) (← links)
- (Q3132142) (← links)
- (Q3385842) (← links)
- Optimal investment problem for an open-end fund with dynamic flows (Q5012668) (← links)
- Mean-variance problem for an insurer with default risk under a jump-diffusion risk model (Q5076896) (← links)
- Stochastic partial differential equation with reflection driven by fractional noises (Q5086473) (← links)
- (Q5209113) (← links)
