The following pages link to Shu-Min Chen (Q477498):
Displaying 15 items.
- Optimal dividend payout for classical risk model with risk constraint (Q477499) (← links)
- (Q661227) (redirect page) (← links)
- Optimal investment-reinsurance policy for an insurance company with VaR constraint (Q661229) (← links)
- Optimal dividend strategies with time-inconsistent preferences (Q1994625) (← links)
- Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs (Q2355355) (← links)
- Funding and investment decisions in a stochastic defined benefit pension plan with regime switching (Q2393667) (← links)
- Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model (Q2397851) (← links)
- Dynamic risk-sharing game and reinsurance contract design (Q2415979) (← links)
- (Q2825065) (← links)
- (Q2950547) (← links)
- (Q3110276) (← links)
- (Q4690841) (← links)
- STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE (Q5745199) (← links)
- Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity (Q6117107) (← links)
- Fundamental, dipole, and vortex solitons in fractional nonlinear Schrödinger equation with a parity-time-symmetric periodic potential (Q6198211) (← links)
