| Publication | Date of Publication | Type |
|---|
Optimal investment selection game problems for institutional investors under log returns
| 2024-02-27 | Paper |
scientific article; zbMATH DE number 7652039 (Why is no real title available?)
| 2023-02-09 | Paper |
scientific article; zbMATH DE number 7652058 (Why is no real title available?)
| 2023-02-09 | Paper |
scientific article; zbMATH DE number 7652142 (Why is no real title available?)
| 2023-02-09 | Paper |
Optimal portfolio selection problem under relative return concerns
| 2022-05-10 | Paper |
scientific article; zbMATH DE number 7491790 (Why is no real title available?)
| 2022-03-17 | Paper |
Competition among institutional investors and asset specialization in multi-period discrete time
| 2021-07-01 | Paper |
The excess-of-loss reinsurance strategy selection game between an insurer and a reinsurer
| 2021-07-01 | Paper |
scientific article; zbMATH DE number 7267272 (Why is no real title available?)
| 2020-10-27 | Paper |
Privacy preserving query over encrypted multidimensional massive data in cloud storage
Wuhan University Journal of Natural Sciences | 2018-10-22 | Paper |
Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model
Mathematical Problems in Engineering | 2018-08-27 | Paper |
Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model
Scandinavian Actuarial Journal | 2018-07-13 | Paper |
scientific article; zbMATH DE number 6500452 (Why is no real title available?)
| 2015-10-28 | Paper |
Optimal reinsurance and investment for a jump diffusion risk process under the CEV model
North American Actuarial Journal | 2014-07-19 | Paper |
Optimal investment and optimal reinsurance policy for jump-diffusion risk model
| 2014-06-30 | Paper |
Ruin probability and optimal investment and excess of loss reinsurance policy
| 2013-05-24 | Paper |
Stochastic differential portfolio games for an insurer in a jump-diffusion risk process
Mathematical Methods of Operations Research | 2013-02-20 | Paper |
Optimal investment and reinsurance for risk models
| 2013-01-24 | Paper |
scientific article; zbMATH DE number 6001275 (Why is no real title available?)
| 2012-01-27 | Paper |
Optimal investment and reinsurance in a jump diffusion risk model
The ANZIAM Journal | 2012-01-04 | Paper |
Ruin theory for classical risk process that is perturbed by diffusion with risky investments
Applied Stochastic Models in Business and Industry | 2011-02-22 | Paper |
Optimal investment for a defined contribution pension plan under a Heston model
| 2011-02-05 | Paper |
Ruin probabilities under an optimal investment and proportional reinsurance policy in a jump diffusion risk process
The ANZIAM Journal | 2010-05-26 | Paper |
The convergence property of a type of branching processes
| 2007-06-14 | Paper |
scientific article; zbMATH DE number 5076222 (Why is no real title available?)
| 2006-11-27 | Paper |
scientific article; zbMATH DE number 2189765 (Why is no real title available?)
| 2005-08-01 | Paper |
scientific article; zbMATH DE number 1894925 (Why is no real title available?)
| 2003-10-28 | Paper |
scientific article; zbMATH DE number 1902424 (Why is no real title available?)
| 2003-08-25 | Paper |
Strong ergodicity of monotone transition functions
Statistics & Probability Letters | 2002-07-29 | Paper |
Invariant distribution of \(Q\)-process. I
Chinese Annals of Mathematics. Series A | 2002-06-10 | Paper |
scientific article; zbMATH DE number 1507853 (Why is no real title available?)
| 2000-11-23 | Paper |
