The following pages link to Hua-Yue Zhang (Q925988):
Displayed 15 items.
- Item:Q925988 (redirect page) (← links)
- Investment-consumption with regime-switching discount rates (Q459181) (← links)
- Ruin probabilities of a surplus process described by PDMPs (Q925989) (← links)
- Dynamic mean-variance problem with constrained risk control for the insurers (Q1006562) (← links)
- Total duration of negative surplus for the risk model with debit interest (Q1021771) (← links)
- A multiperiod equilibrium pricing model (Q1714594) (← links)
- Optimal proportional reinsurance and pairs trading under exponential utility criterion for the insurer (Q2097469) (← links)
- Optimal investment, consumption and life insurance under mean-reverting returns: the complete market solution (Q2445343) (← links)
- The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate (Q2494876) (← links)
- (Q2916596) (← links)
- Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes (Q3064017) (← links)
- (Q3571491) (← links)
- DYNAMIC MEAN-VARIANCE OPTIMIZATION UNDER CLASSICAL RISK MODEL WITH FRACTIONAL BROWNIAN MOTION PERTURBATION (Q3606614) (← links)
- (Q3641691) (← links)
- Optimal pairs trading of mean-reverting processes over multiple assets (Q6164088) (← links)