Narrow search
Showing 1 - 10 of 12
Cover Image
Optimal reinsurance-investment with loss aversion under rough Heston model
Ma, Jingtang; Lu, Zhengyang; Chen, Dengsheng - In: Quantitative finance 23 (2023) 1, pp. 95-109
Persistent link: https://www.econbiz.de/10013490957
Cover Image
Stochastic comparisons for allocations of policy limits and deductibles with applications
Lu, ZhiYi; Meng, LiLi - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 338-343
Persistent link: https://www.econbiz.de/10008989300
Cover Image
European option pricing model based on uncertain fractional differential equation
Lu, Ziqiang; Yan, Hongyan; Zhu, Yuanguo - In: Fuzzy optimization and decision making : a journal of … 18 (2019) 2, pp. 199-217
Persistent link: https://www.econbiz.de/10012228556
Cover Image
Parameter estimation for uncertain fractional differential equations
He, Liu; Zhu, Yuanguo; Lu, Ziqiang - In: Fuzzy optimization and decision making : a journal of … 22 (2023) 1, pp. 103-122
Persistent link: https://www.econbiz.de/10014227970
Cover Image
Estimation of potential gains from mergers in multiple periods : a comparison of stochastic frontier analysis and data envelopment analysis
Wu, Desheng Dash; Zhou, Zhaoxin; Birge, John R. - 2011
Persistent link: https://www.econbiz.de/10009243350
Cover Image
Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows
Zhou, Zhongbao; Xiao, Helu; Yin, Jialing; Zeng, Ximei; … - In: Insurance / Mathematics & economics 68 (2016), pp. 187-202
Persistent link: https://www.econbiz.de/10011492670
Cover Image
Strong and weak equilibria for time-inconsistent stochastic control in continuous time
Huang, Yu-Jui; Zhou, Zhou - In: Mathematics of operations research 46 (2021) 2, pp. 428-451
Persistent link: https://www.econbiz.de/10012582175
Cover Image
A mathematical analysis of technical analysis
Lorig, Matthew; Zhou, Zhou; Zou, Bin - In: Applied mathematical finance 26 (2019) 1, pp. 38-68
Persistent link: https://www.econbiz.de/10012210259
Cover Image
A hybrid stochastic differential reinsurance and investment game with bounded memory
Bai, Yanfei; Zhou, Zhongbao; Xiao, Helu; Gao, Rui; … - In: European journal of operational research : EJOR 296 (2022) 2, pp. 717-737
Persistent link: https://www.econbiz.de/10012663391
Cover Image
A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market
Bai, Yanfei; Zhou, Zhongbao; Xiao, Helu; Gao, Rui; … - In: Mathematical methods of operations research : ZOR 94 (2021) 3, pp. 341-381
Persistent link: https://www.econbiz.de/10012793533