| Publication | Date of Publication | Type |
|---|
Stackelberg investment and reinsurance game under dynamic CVaR constraints
Communications in Statistics. Theory and Methods | 2026-06-10 | Paper |
Asset allocation for a DC pension plan with minimum guarantee constraint and hidden Markov regime-switching
Probability in the Engineering and Informational Sciences | 2025-07-03 | Paper |
Time-consistent risk control and investment strategies with transaction costs
Acta Mathematica Scientia. Series A. (Chinese Edition) | 2025-04-15 | Paper |
Optimal investment and reinsurance strategies for loss-averse insurer considering inflation risk and minimum performance guarantee
Acta Mathematica Scientia. Series A. (Chinese Edition) | 2025-04-08 | Paper |
Optimal investment strategy for DC pension with mean-weighted variance-CVaR criterion under partial information
Insurance Mathematics & Economics | 2025-02-14 | Paper |
Optimal investment and benefit payment adjustment strategies for the target benefit plan under partial information
Communications in Statistics. Theory and Methods | 2025-02-03 | Paper |
Alpha-robust mean-variance reinsurance and investment strategies with transaction costs
Journal of Computational and Applied Mathematics | 2024-12-16 | Paper |
Mean-variance asset-liability management with inside information
Communications in Statistics. Theory and Methods | 2024-08-14 | Paper |
Equilibrium investment-reinsurance strategy under information asymmetry and random horizon
Physica D | 2024-05-03 | Paper |
Optimal investment, consumption and life insurance purchase with learning about return predictability
Insurance Mathematics & Economics | 2024-02-13 | Paper |
| Time consistent investment strategy of DC pension with premium return clause under partial information | 2024-01-23 | Paper |
Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching
Journal of Computational and Applied Mathematics | 2023-06-22 | Paper |
A non-zero-sum stochastic differential game between two mean-variance insurers with inside information
Journal of Industrial and Management Optimization | 2023-03-29 | Paper |
DETERMINISTIC INVESTMENT STRATEGY IN A DC PENSION PLAN WITH INFLATION RISK UNDER MEAN-VARIANCE CRITERION
Probability in the Engineering and Informational Sciences | 2022-11-22 | Paper |
Expected utility maximization for an insurer with investment and risk control under inside information
Communications in Statistics: Theory and Methods | 2022-05-30 | Paper |
Optimal deterministic reinsurance and investment for an insurer under mean–variance criterion
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
Risk minimization for an insurer with investment and reinsurance via <i>g</i>-expectation
Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
Mean-variance asset-liability management with partial information and uncertain time horizon
Optimization | 2021-08-19 | Paper |
Robust optimal investment and reinsurance for an insurer with inside information
Insurance Mathematics & Economics | 2021-03-17 | Paper |
Optimal investment and risk control for an insurer with partial information in an anticipating environment
Scandinavian Actuarial Journal | 2018-12-14 | Paper |
A note on joint occupation times of spectrally negative Lévy risk processes with tax
Statistics & Probability Letters | 2018-06-21 | Paper |
Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information
Acta Mathematicae Applicatae Sinica. English Series | 2017-04-04 | Paper |
Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching
Acta Mathematicae Applicatae Sinica. English Series | 2017-03-23 | Paper |
Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures
Journal of Computational and Applied Mathematics | 2016-12-22 | Paper |
Optimal investment and risk control for an insurer under inside information
Insurance Mathematics & Economics | 2016-11-21 | Paper |
On the Markov-dependent risk model with tax
Applied Mathematics. Series B (English Edition) | 2016-01-15 | Paper |
Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff
Insurance Mathematics & Economics | 2015-02-03 | Paper |
Optimal investment, consumption and proportional reinsurance under model uncertainty
Insurance Mathematics & Economics | 2015-02-03 | Paper |
Optimal proportional reinsurance and investment under partial information
Insurance Mathematics & Economics | 2015-01-28 | Paper |
