The following pages link to Xin Zhang (Q282280):
Displaying 42 items.
- Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282) (← links)
- (Q333901) (redirect page) (← links)
- Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
- A Bayesian approach for optimal reinsurance and investment in a diffusion model (Q383414) (← links)
- (Q523745) (redirect page) (← links)
- On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
- Ruin probabilities for a risk model with two classes of claims (Q606333) (← links)
- Optimal investment and reinsurance of an insurer with model uncertainty (Q659098) (← links)
- On the ruin problem in a Markov-modulated risk model (Q931376) (← links)
- On a risk model with dependence between claim sizes and claim intervals (Q947167) (← links)
- Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming (Q1743531) (← links)
- Optimization of risk policy and dividends with fixed transaction costs under interest rate (Q1758139) (← links)
- Mean-variance portfolio selection under a constant elasticity of variance model (Q1785248) (← links)
- On optimal proportional reinsurance and investment in a Markovian regime-switching economy (Q1943015) (← links)
- Optimal reinsurance-investment and dividends problem with fixed transaction costs (Q2031387) (← links)
- Optimal investment problem with delay under partial information (Q2197192) (← links)
- Optimal investment-reinsurance policy with stochastic interest and inflation rates (Q2298524) (← links)
- Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727) (← links)
- A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model and Its Application to Finance (Q2903513) (← links)
- Markovian regime-switching market completion using additional Markov jump assets (Q2912029) (← links)
- (Q2916211) (← links)
- Portfolio Selection in the Enlarged Markovian Regime-Switching Market (Q3162592) (← links)
- A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type (Q3174750) (← links)
- (Q3179808) (← links)
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system (Q3383275) (← links)
- Total duration of negative surplus for the dual model (Q3552655) (← links)
- Optimal Risk Control for The Excess of Loss Reinsurance Policies (Q3569710) (← links)
- Bond and option pricing for interest rate model with clustering effects (Q4554475) (← links)
- A stochastic maximum principle for processes driven by <i>G</i>‐Brownian motion and applications to finance (Q4599839) (← links)
- Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option (Q4959771) (← links)
- A BSDE approach for bond pricing under interest rate models with self-exciting jumps (Q5078537) (← links)
- (Q5276347) (← links)
- Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting (Q5430336) (← links)
- Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System (Q6042799) (← links)
- Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps (Q6139965) (← links)
- Stochastic linear quadratic optimal control problems with regime-switching jumps in infinite horizon (Q6524115) (← links)
- Optimal claim-dependent proportional reinsurance under a self-exciting claim model (Q6582432) (← links)
- Two person non-zero-sum linear-quadratic differential game with Markovian jumps in infinite horizon (Q6729004) (← links)
- Stochastic linear-quadratic differential game with Markovian jumps in an infinite horizon (Q6741441) (← links)
- Zero-sum stochastic linear-quadratic Stackelberg differential games of Markovian regime-switching system (Q6742360) (← links)
- Open-loop and closed-loop solvabilities for zero-sum stochastic linear quadratic differential games of Markovian regime switching system (Q6742884) (← links)
- Robust optimal stopping with regime switching (Q6752818) (← links)
