| Publication | Date of Publication | Type |
|---|
A new maximum entropy method for estimation of multimodal probability density function
Applied Mathematical Modelling | 2023-08-25 | Paper |
Portfolio choice with illiquid asset for a loss-averse pension fund investor
Insurance Mathematics \& Economics | 2023-02-03 | Paper |
No Reference Quality Assessment for 3D Synthesized Views by Local Structure Variation and Global Naturalness Change
IEEE Transactions on Image Processing | 2022-09-16 | Paper |
Dynamic asset-liability management problem in a continuous-time model with delay
International Journal of Control | 2022-06-03 | Paper |
Equilibrium reinsurance-investment strategies with partial information and common shock dependence
Annals of Operations Research | 2022-01-24 | Paper |
Solving 2D parabolic equations by using time parareal coupling with meshless collocation RBFs methods
Engineering Analysis with Boundary Elements | 2021-04-13 | Paper |
Adjustable parameter analysis of an improved maximum entropy method
| 2020-08-12 | Paper |
A causal discovery algorithm based on the prior selection of leaf nodes
Neural Networks | 2020-06-05 | Paper |
New maximum entropy-based algorithm for structural design optimization
Applied Mathematical Modelling | 2020-03-27 | Paper |
Robust optimal consumption-investment strategy with non-exponential discounting
Journal of Industrial and Management Optimization | 2019-11-21 | Paper |
Stability and dynamical bifurcation of a generalized Fisher equation
| 2019-10-02 | Paper |
Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion
Insurance Mathematics \& Economics | 2019-09-19 | Paper |
Control variate methods and applications to Asian and basket options pricing under jump-diffusion models
IMA Journal of Management Mathematics | 2019-06-18 | Paper |
Optimal dividend strategies with time-inconsistent preferences
Journal of Economic Dynamics and Control | 2018-11-01 | Paper |
How do capital structure and economic regime affect fair prices of bank's equity and liabilities?
Annals of Operations Research | 2018-10-31 | Paper |
Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps
Scandinavian Actuarial Journal | 2018-08-31 | Paper |
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions
OR Spectrum | 2018-08-10 | Paper |
Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
Stochastic differential games between two insurers with generalized mean-variance premium principle
ASTIN Bulletin | 2018-06-05 | Paper |
Optimal dividend strategy for a general diffusion process with time-inconsistent preferences and ruin penalty
SIAM Journal on Financial Mathematics | 2018-04-16 | Paper |
\(q\)-deformed Barut-Girardello \(\mathrm{su}(1,1)\) coherent states and Schrödinger cat states
Theoretical and Mathematical Physics | 2018-04-05 | Paper |
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility
Insurance Mathematics \& Economics | 2018-02-15 | Paper |
Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
Insurance Mathematics \& Economics | 2017-07-17 | Paper |
Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models
Science China. Mathematics | 2017-06-29 | Paper |
Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model
Insurance Mathematics \& Economics | 2017-05-24 | Paper |
Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset
Journal of Industrial and Management Optimization | 2017-05-22 | Paper |
Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion
Optimization Letters | 2017-03-28 | Paper |
scientific article; zbMATH DE number 6671704 (Why is no real title available?)
| 2017-01-06 | Paper |
\(L_2\) decay estimate of nonlinear convection-diffusion equations in one dimension
| 2016-08-10 | Paper |
Quantum Fisher information for \(su(2)\) atomic coherent states and \(su(1,1)\) coherent states
International Journal of Theoretical Physics | 2016-06-09 | Paper |
Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
Insurance Mathematics \& Economics | 2016-05-12 | Paper |
Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
Insurance Mathematics \& Economics | 2016-05-12 | Paper |
Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model
Insurance Mathematics \& Economics | 2016-05-12 | Paper |
Equilibrium dividend strategy with non-exponential discounting in a dual model
Journal of Optimization Theory and Applications | 2016-04-22 | Paper |
Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security
Journal of Mathematical Analysis and Applications | 2016-02-29 | Paper |
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
Insurance Mathematics \& Economics | 2016-01-05 | Paper |
Life test sampling plans for exponentiated Weibull distribution based on the expected total cost minimum
| 2015-10-28 | Paper |
Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk
Insurance Mathematics \& Economics | 2015-09-14 | Paper |
Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process
Insurance Mathematics \& Economics | 2015-05-26 | Paper |
Multi-period portfolio selection with hidden Markov regime switching and stochastic investment horizon
| 2015-02-11 | Paper |
\(t\)-norms on bounded poset.
| 2015-02-11 | Paper |
Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach
Insurance Mathematics \& Economics | 2015-01-28 | Paper |
Steady state bifurcation of extended Fisher-Kolmogorov systems with Neumann boundary condition
Journal of Sichuan Normal University. Natural Science | 2014-11-03 | Paper |
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Insurance Mathematics \& Economics | 2014-06-23 | Paper |
Optimal reinsurance-investment strategies for insurers under mean-car criteria
Journal of Industrial and Management Optimization | 2014-05-16 | Paper |
Multi-period mean-variance portfolio selection in a regime-switching market with a bankruptcy state
Optimal Control Applications \& Methods | 2014-05-16 | Paper |
Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
Insurance Mathematics \& Economics | 2014-04-25 | Paper |
Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model
Insurance Mathematics \& Economics | 2014-04-10 | Paper |
Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
Insurance Mathematics \& Economics | 2014-04-04 | Paper |
An optimal investment strategy under Ornstein-Uhlenbeck model for a DC pension plan
| 2014-02-28 | Paper |
Optimal portfolio strategies with mispricing and stochastic volatility
| 2014-02-28 | Paper |
Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets
International Journal of Control | 2014-01-09 | Paper |
Steady flow around and through a permeable circular cylinder
Computers and Fluids | 2013-09-04 | Paper |
Optimal portfolio strategy under minimax criterion with constraints
| 2013-06-20 | Paper |
Numerical study on thermal-induced lubricant depletion in laser heat-assisted magnetic recording systems
International Journal of Heat and Mass Transfer | 2013-04-25 | Paper |
scientific article; zbMATH DE number 6129667 (Why is no real title available?)
| 2013-01-24 | Paper |
scientific article; zbMATH DE number 6130031 (Why is no real title available?)
| 2013-01-24 | Paper |
Optimal proportional reinsurance-investment policies for an insurer under capital-at-risk constraint
| 2012-01-27 | Paper |
Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers
Journal of Industrial and Management Optimization | 2011-12-28 | Paper |
Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market
Journal of Systems Science and Complexity | 2011-11-17 | Paper |
Optimal time-consistent investment and reinsurance policies for mean-variance insurers
Insurance Mathematics \& Economics | 2011-08-01 | Paper |
Optimal investment strategy for insurers under linear constraint
| 2011-07-19 | Paper |
Credit risk models with incomplete information
Mathematics of Operations Research | 2011-04-27 | Paper |
Optimal proportional reinsurance policy based on regulations
| 2010-11-05 | Paper |
Steady axisymmetric flow in an enclosed conical frustum chamber with a rotating bottom wall
Physics of Fluids | 2010-03-18 | Paper |
A numerical technique for laminar swirling flow at the interface between porous and homogenous fluid domains
International Journal for Numerical Methods in Fluids | 2009-04-30 | Paper |
Fluid dynamics and oxygen transport in a micro-bioreactor with a tissue engineering scaffold
International Journal of Heat and Mass Transfer | 2009-03-24 | Paper |
MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL
Mathematical Finance | 2009-03-06 | Paper |
Effects of conical lids on vortex breakdown in an enclosed cylindrical chamber
Physics of Fluids | 2008-11-03 | Paper |
Characterization of flow behavior in an enclosed cylinder with a partially rotating end wall
Physics of Fluids | 2008-11-03 | Paper |
Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem
The Annals of Applied Probability | 2008-03-19 | Paper |
NUMERICAL STUDY ON THE INFLUENCE OF SURFACE ROUGHNESS ON FLUID FLOW AND MASS TRANSFER IN A FLAT-PLATE MICROCHANNEL BIOREACTOR
International Journal of Modern Physics C | 2007-07-04 | Paper |
A numerical method for flows in porous and homogenous fluid domains coupled at the interface by stress jump
International Journal for Numerical Methods in Fluids | 2007-05-11 | Paper |
The influence of network topology on local minority game behavior
| 2006-12-11 | Paper |
scientific article; zbMATH DE number 5054706 (Why is no real title available?)
| 2006-09-15 | Paper |
EFFECT OF VORTEX BREAKDOWN ON MASS TRANSFER IN A CELL CULTURE BIOREACTOR
Modern Physics Letters B | 2006-05-10 | Paper |
EFFECT OF SURFACE ROUGHNESS ON MASS TRANSFER IN A FLAT-PLATE MICROCHANNEL BIOREACTOR
Modern Physics Letters B | 2006-05-10 | Paper |
The relations between polarization and circular conic curves
Natural Science Journal of Harbin Normal University | 2001-10-21 | Paper |
