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Modeling the recovery rate in a reduced form model

Guo, Xin; Jarrow, Robert A.; Zeng, Yan - In: Mathematical finance : an international journal of … 19 (2009) 1, pp. 73-97

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Credit risk models with incomplete information

Guo, Xin; Jarrow, Robert A.; Zeng, Yan - In: Mathematics of operations research 34 (2009) 2, pp. 320-332

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The economic default time and the arcsine law

Guo, Xin; Jarrow, Robert A.; Larrard, Adrien de - In: Journal of financial engineering 1 (2014) 3, pp. 1-18

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Distressed debt prices and recovery rate estimation

Guo, Xin; Jarrow, Robert A.; Lin, Haizhi - In: Review of derivatives research 11 (2008) 3, pp. 171-204

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First-train timing synchronisation using multi-objective optimisation in urban transit networks

Guo, Xin; Wu, Jianjun; Zhou, Jin; Yang, Xin; Wu, … - In: International journal of production research 57 (2019) 11, pp. 3522-3537

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A capacity matching model in a collaborative urban public transport system : integrating passenger and freight transportation

Li, Feng; Guo, Xin; Zhou, Li; Wu, Jianjun; Li, Tongfei - In: International journal of production research 60 (2022) 20, pp. 6303-6328

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Optimal Commissions and Subscriptions in Mutual Aid Platforms

Zhao, Yixing; Zeng, Yan - 2021

This paper investigates an operation mechanism for mutual aid platforms to develop more sustainably and profitably. A mutual aid platform is an online risk-sharing platform for risk-heterogeneous participants, and the platform extracts revenues by charging participants commission and...

Persistent link: https://www.econbiz.de/10013239074

Portfolio choice with illiquid asset for a loss-averse pension fund investor

Chen, Zheng; Li, Zhongfei; Zeng, Yan - In: Insurance / Mathematics & economics 108 (2023), pp. 60-83

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Optimal commissions and subscriptions in mutual aid platforms

Zhao, Yixing; Zeng, Yan - In: ASTIN bulletin : the journal of the International … 53 (2023) 3, pp. 658-683

Persistent link: https://www.econbiz.de/10014342971

Optimal investment strategy for α-robust utility maximization problem

Yang, Zhou; Li, Danping; Zeng, Yan; Liu, Guanting - In: Mathematics of operations research 50 (2025) 1, pp. 606-632

Persistent link: https://www.econbiz.de/10015211757