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A note on the quantile formulation
Xu, Zuo Quan
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 589-601
Persistent link: https://www.econbiz.de/10011583612
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Robust utility maximisation with intractable claims
Li, Yunhong
;
Xu, Zuo Quan
;
Zhou, Xun Yu
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 985-1015
Persistent link: https://www.econbiz.de/10014426411
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3
Optimal insurance design with a bonus
Li, Yongwu
;
Xu, Zuo Quan
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 111-118
Persistent link: https://www.econbiz.de/10011783925
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Continuous-time Markowitz's model with constraints on wealth and portfolio
Li, Xun
;
Xu, Zuo Quan
- In:
Operations research letters
44
(
2016
)
6
,
pp. 729-736
Persistent link: https://www.econbiz.de/10011622222
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5
Optimal insurance in the presence of reinsurance
Zhuang, Sheng Chao
;
Boonen, Tim J.
;
Ken Seng Tan
;
Xu, …
- In:
Scandinavian actuarial journal
(
2017
)
6
,
pp. 535-554
Persistent link: https://www.econbiz.de/10011848458
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6
Mean-variance portfolio selection under partial information with drift uncertainty
Xiong, Jie
;
Xu, Zuo Quan
;
Zheng, Jiayu
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1461-1473
Persistent link: https://www.econbiz.de/10012624147
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Dual utilities on risk aggregation under dependence uncertainty
Wang, Ruodu
;
Xu, Zuo Quan
;
Zhou, Xun Yu
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 1025-1048
Persistent link: https://www.econbiz.de/10012114687
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8
Dividend optimization for jump-diffusion model with solvency constraints
Li, Yongwu
;
Li, Zhongfei
;
Wang, Shouyang
;
Xu, Zuo Quan
- In:
Operations research letters
48
(
2020
)
2
,
pp. 170-175
Persistent link: https://www.econbiz.de/10012254035
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9
Optimal redeeming strategy of stock loans under drift uncertainty
Xu, Zuo Quan
;
Yi, Fahuai
- In:
Mathematics of operations research
45
(
2020
)
1
,
pp. 384-401
Persistent link: https://www.econbiz.de/10012183057
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10
A perturbation approach to optimal investment, liability ratio, and dividend strategies
Jin, Zhuo
;
Xu, Zuo Quan
;
Zou, Bin
- In:
Scandinavian actuarial journal
2022
(
2022
)
2
,
pp. 165-188
Persistent link: https://www.econbiz.de/10012872656
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