The following pages link to Xudong Zeng (Q659240):
Displayed 18 items.
- Optimal reinsurance with a rescuing procedure (Q659241) (← links)
- Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
- Stochastic Pareto-optimal reinsurance policies (Q2015633) (← links)
- Portfolio concentration, portfolio inertia, and ambiguous correlation (Q2155229) (← links)
- Optimal non-proportional reinsurance control and stochastic differential games (Q2276206) (← links)
- A stochastic volatility model and optimal portfolio selection (Q2871407) (← links)
- On Maximizing CRRA Utility in Regime Switching Markets with Random Endowment (Q3162573) (← links)
- Optimal Terminal Wealth Under Partial Information: Both the Drift and the Volatility Driven by a Discrete-Time Markov Chain (Q3516084) (← links)
- A stochastic differential reinsurance game (Q3578668) (← links)
- (Q4470791) (← links)
- Optimal reinsurance: minimize the expected time to reach a goal (Q4575374) (← links)
- Optimal life insurance with no-borrowing constraints: duality approach and example (Q4575376) (← links)
- Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach (Q5219546) (← links)
- An optimal investment model with Markov-driven volatilities (Q5245919) (← links)
- Dynamic Portfolio Choice with Stochastic Wage and Life Insurance (Q5379156) (← links)
- The Theory of Optimal Stochastic Control as Applied to Insurance Underwriting Cycles (Q5379197) (← links)
- Insurance pricing in an equilibrium model (Q6096079) (← links)
- Pay-As-You-Drive Insurance: Modeling and Implications (Q6110494) (← links)