The following pages link to Zhongyang Sun (Q282273):
Displaying 24 items.
- Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
- Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
- Partial generalizations of some conjectures in Lorentzian manifolds (Q389055) (← links)
- On the injectivicy radius growth of complete noncompact Riemannian manifolds (Q461933) (← links)
- On spacelike hypersurfaces with constant scalar curvature in locally symmetric Lorentz spaces (Q847064) (← links)
- Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994) (← links)
- Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility (Q1616790) (← links)
- Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming (Q1743531) (← links)
- Optimal mean-variance reinsurance in a financial market with stochastic rate of return (Q1983739) (← links)
- Equilibrium investment and risk control for an insurer with non-Markovian regime-switching and no-shorting constraints (Q2132264) (← links)
- Optimal mean-variance investment-reinsurance strategy for a dependent risk model with Ornstein-Uhlenbeck process (Q2152261) (← links)
- Mean-variance asset-liability management in a non-Markovian regime-switching jump-diffusion market with random horizon (Q2238961) (← links)
- Radius of locally convex subsets in Alexandrov spaces with curvature \(\geqslant 1\) and radius \(>\pi /2\) (Q2259113) (← links)
- A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling (Q2332719) (← links)
- Equilibrium for a time-inconsistent stochastic linear-quadratic control system with jumps and its application to the mean-variance problem (Q2420788) (← links)
- A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type (Q3174750) (← links)
- (Q3179808) (← links)
- A stochastic maximum principle for processes driven by <i>G</i>‐Brownian motion and applications to finance (Q4599839) (← links)
- The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system (Q4622808) (← links)
- A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications (Q4646819) (← links)
- Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option (Q4959771) (← links)
- (Q4968695) (← links)
- Upper bounds for ruin probabilities under model uncertainty (Q5076913) (← links)
- A BSDE approach for bond pricing under interest rate models with self-exciting jumps (Q5078537) (← links)
