Showing 1–20 of 62 results
/ Date/ Name
Jul 30, 2010Optimal control of a big financial company with debt liability under bankrupt probability constraintsMay 9, 2010Theoretical and numerical Analysis on Optimal dividend policy of an insurance company with positive transaction cost and higher solvencyDec 12, 2006Anticipating Reflected Stochastic Differential EquationsSep 7, 2010Optimal Dividend and reinsurance strategy of a Property Insurance Company under Catastrophe RiskMay 9, 2010Optimal dividend and investing control of a insurance company with higher solvency constraintsMay 3, 2007Large deviations for multidimensional SDEs with reflectionMay 9, 2010Stock loan with Automatic termination clause, cap and marginMay 9, 2010Variational inequality method in stock loansApr 20, 2007Multidimensional SDE with anticipating initial process and reflectionMay 9, 2010Optimization of dividend and reinsurance strategies under ruin probability constraintJan 17, 2021A Framework of State-dependent Utility Optimization with General BenchmarksMar 31, 2021Optimal Retirement Time and Consumption with the Variation in Habitual PersistenceDec 29, 2022A Stackelberg reinsurance-investment game under $α$-maxmin mean-variance criterion and stochastic volatilityNov 12, 2023Dynamic portfolio selection for nonlinear law-dependent preferencesDec 22, 2023Time-inconsistent mean field and n-agent games under relative performance criteriaSep 29, 2024Robust Portfolio Selection under State-dependent Confidence SetMar 7, 2021Optimal management of DC pension fund under relative performance ratio and VaR constraintNov 20, 2020Retirement decision with addictive habit persistence in a jump diffusion marketOct 13, 2023Equilibria for Time-inconsistent Singular Control ProblemsMay 10, 2024A Two-layer Stochastic Game Approach to Reinsurance Contracting and Competition