| Publication | Date of Publication | Type |
|---|
Mean-variance reinsurance and asset liability management with common shock via non-Markovian stochastic factors
International Journal of Control | 2025-01-20 | Paper |
Optimal mean-variance investment-reinsurance strategy for a dependent risk model with Ornstein-Uhlenbeck process
Methodology and Computing in Applied Probability | 2022-07-07 | Paper |
A BSDE approach for bond pricing under interest rate models with self-exciting jumps
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
Upper bounds for ruin probabilities under model uncertainty
Communications in Statistics: Theory and Methods | 2022-05-17 | Paper |
Equilibrium investment and risk control for an insurer with non-Markovian regime-switching and no-shorting constraints
AIMS Mathematics | 2022-04-27 | Paper |
Mean-variance asset-liability management in a non-Markovian regime-switching jump-diffusion market with random horizon
Applied Mathematics and Optimization | 2021-11-02 | Paper |
Optimal mean-variance reinsurance in a financial market with stochastic rate of return
Journal of Industrial and Management Optimization | 2021-09-10 | Paper |
Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option
Scandinavian Actuarial Journal | 2020-04-07 | Paper |
A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling
Journal of Computational and Applied Mathematics | 2019-11-05 | Paper |
scientific article; zbMATH DE number 7081034 (Why is no real title available?)
| 2019-07-16 | Paper |
Equilibrium for a time-inconsistent stochastic linear-quadratic control system with jumps and its application to the mean-variance problem
Journal of Optimization Theory and Applications | 2019-06-07 | Paper |
The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system
Stochastic Analysis and Applications | 2019-02-18 | Paper |
A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications
ESAIM: Control, Optimisation and Calculus of Variations | 2018-12-21 | Paper |
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility
Mathematical Methods of Operations Research | 2018-11-07 | Paper |
A general stochastic maximum principle for a Markov regime switching jump-diffusion model of mean-field type
SIAM Journal on Control and Optimization | 2018-07-18 | Paper |
Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming
Journal of Optimization Theory and Applications | 2018-04-13 | Paper |
A stochastic maximum principle for processes driven by \(G\)-Brownian motion and applications to finance
Optimal Control Applications \& Methods | 2018-01-05 | Paper |
Optimal portfolio problems for an insurance company under default risk and model uncertainty
| 2017-01-06 | Paper |
Eigenvalue estimates of minimal hypersurfaces with finite index in Riemannian manifolds
| 2016-12-09 | Paper |
Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk
Journal of Mathematical Analysis and Applications | 2016-10-31 | Paper |
Partial result of Yau's Conjecture of the first eigenvalue in unit sphere $\mathbb{S}^{n+1}(1)$
| 2016-07-27 | Paper |
Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model
Insurance Mathematics \& Economics | 2016-05-12 | Paper |
Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming
Journal of Computational and Applied Mathematics | 2015-12-21 | Paper |
Radius of locally convex subsets in Alexandrov spaces with curvature \(\geqslant 1\) and radius \(>\pi /2\)
Frontiers of Mathematics in China | 2015-02-27 | Paper |
On the injectivicy radius growth of complete noncompact Riemannian manifolds
The Asian Journal of Mathematics | 2014-10-15 | Paper |
Partial generalizations of some conjectures in Lorentzian manifolds
Kodai Mathematical Journal | 2014-01-17 | Paper |
Partial generalizations of some Conjectures in locally symmetric Lorentz spaces
| 2013-09-07 | Paper |
On spacelike hypersurfaces with constant scalar curvature in locally symmetric Lorentz spaces
Journal of Mathematical Analysis and Applications | 2010-02-12 | Paper |
