The following pages link to Shuaiqi Zhang (Q826816):
Displayed 21 items.
- A stochastic maximum principle for partially observed stochastic control systems with delay (Q826817) (← links)
- Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang (Q889425) (← links)
- The Gerber-Shiu discounted penalty function in the classical risk model with impulsive dividend policy (Q900947) (← links)
- Ruin probability in the continuous-time compound binomial model with investment (Q902319) (← links)
- Optimal reinsurance-investment and dividends problem with fixed transaction costs (Q2031387) (← links)
- A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information (Q2059484) (← links)
- Fokker-Planck equation for Feynman-Kac transform of anomalous processes (Q2121082) (← links)
- Optimal investment problem with delay under partial information (Q2197192) (← links)
- Optimal proportional reinsurance and investment problem with jump-diffusion risk process under effect of inside information (Q2259244) (← links)
- A numerical method for forward-backward stochastic equations with delay and anticipated term (Q2322581) (← links)
- A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687) (← links)
- On path-independent Girsanov transform (Q2663804) (← links)
- Impulse Stochastic Control for the Optimization of the Dividend Payments of the Compound Poisson Risk Model Perturbed by Diffusion (Q2905357) (← links)
- (Q3187139) (← links)
- Optimal dividend policies for piecewise-deterministic compound Poisson risk models (Q4576905) (← links)
- (Q4927864) (← links)
- Optimal dividend payment and capital injection of the compound Poisson risk model with both proportional and xed costs (Q5017779) (← links)
- Mean-Variance Portfolio Selection for Partially Observed Point Processes (Q5136123) (← links)
- Stochastic Maximum Principle for Subdiffusions and Its Applications (Q6202388) (← links)
- Partial Information Differential Games for Mean-Field SDEs (Q6269104) (← links)
- Fully coupled forward-backward stochastic differential equations driven by sub-diffusions (Q6460756) (← links)