The following pages link to Yan Zeng (Q249989):
Displaying 50 items.
- Equilibrium dividend strategy with non-exponential discounting in a dual model (Q274116) (← links)
- Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282) (← links)
- Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
- Quantum Fisher information for \(su(2)\) atomic coherent states and \(su(1,1)\) coherent states (Q293941) (← links)
- Steady flow around and through a permeable circular cylinder (Q365211) (← links)
- Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk (Q495509) (← links)
- Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion (Q518137) (← links)
- Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (Q646757) (← links)
- Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers (Q654939) (← links)
- Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (Q903344) (← links)
- Fluid dynamics and oxygen transport in a micro-bioreactor with a tissue engineering scaffold (Q1007958) (← links)
- How do capital structure and economic regime affect fair prices of bank's equity and liabilities? (Q1615809) (← links)
- Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (Q1656433) (← links)
- Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (Q1657206) (← links)
- Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility (Q1697216) (← links)
- \(q\)-deformed Barut-Girardello \(\mathrm{su}(1,1)\) coherent states and Schrödinger cat states (Q1709387) (← links)
- Numerical study on thermal-induced lubricant depletion in laser heat-assisted magnetic recording systems (Q1948918) (← links)
- Optimal dividend strategies with time-inconsistent preferences (Q1994625) (← links)
- Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model (Q2015626) (← links)
- Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
- A causal discovery algorithm based on the prior selection of leaf nodes (Q2185711) (← links)
- Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
- Optimal time-consistent investment and reinsurance policies for mean-variance insurers (Q2276271) (← links)
- New maximum entropy-based algorithm for structural design optimization (Q2307123) (← links)
- Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
- Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064) (← links)
- Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← links)
- Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (Q2364016) (← links)
- Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset (Q2397571) (← links)
- Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model (Q2397851) (← links)
- Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps (Q2443229) (← links)
- Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720) (← links)
- Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model (Q2447423) (← links)
- Optimal reinsurance-investment strategies for insurers under mean-car criteria (Q2450818) (← links)
- Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem (Q2476401) (← links)
- Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach (Q2513435) (← links)
- Solving 2D parabolic equations by using time parareal coupling with meshless collocation RBFs methods (Q2662436) (← links)
- Portfolio choice with illiquid asset for a loss-averse pension fund investor (Q2681450) (← links)
- (Q2749246) (← links)
- Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets (Q2871726) (← links)
- (Q2924037) (← links)
- (Q2993493) (← links)
- (Q3014560) (← links)
- (Q3052243) (← links)
- (Q3109793) (← links)
- Credit Risk Models with Incomplete Information (Q3169037) (← links)
- (Q3180348) (← links)
- (Q3194290) (← links)
- (Q3307497) (← links)
- (Q3411609) (← links)
