The following pages link to Xiuchun Bi (Q256761):
Displaying 25 items.
- Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process (Q256762) (← links)
- Web renewal counting processes and their applications in insurance (Q824803) (← links)
- Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints (Q1735133) (← links)
- Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion (Q2015746) (← links)
- Several properties of a nonstandard renewal counting process and their applications (Q2179651) (← links)
- Large deviations for sums of claims in a general renewal risk model with the regression dependent structure (Q2197625) (← links)
- Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment (Q2341612) (← links)
- Dynamic asset allocation with loss aversion in a jump-diffusion model (Q2355373) (← links)
- Pricing credit derivatives under fractional stochastic interest rate models with jumps (Q2398847) (← links)
- Precise large deviations of aggregate claims in a risk model with regression-type size-dependence (Q2435745) (← links)
- Pricing barrier options under stochastic volatility framework (Q2440325) (← links)
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- OPTIMAL PORTFOLIO AND CONSUMPTION MODELS UNDER LOSS AVERSION IN INFINITE TIME HORIZON (Q5358096) (← links)
- An arbitrage strategy model for ferrous metal futures based on LSTM neural network (Q5382110) (← links)
- Optimal control for controllable stochastic linear systems (Q5854391) (← links)
- Optimal investment problem under behavioral setting: a Lagrange duality perspective (Q6087275) (← links)