E-LIB Suche - Ergebnisse für: Xu, Zuo Quan

1

Optimal Investment, Heterogeneous Consumption, and Best Tim..:

Jang, Hyun Jin ; Xu, Zuo Quan ; Zheng, Harry
Operations Research. 72 (2024) 2 - p. 832-847 , 2024

Link: https://doi.org/10.1287/..

2

Optimal Moral-Hazard-Free Reinsurance Under Extended Distor..:

Jin, Zhuo ; Xu, Zuo Quan ; Zou, Bin
SIAM Journal on Control and Optimization. 62 (2024) 3 - p. 1390-1416 , 2024

Link: https://doi.org/10.1137/..

3

Constrained monotone mean–variance investment-reinsurance u..:

Shi, Xiaomin ; Xu, Zuo Quan
Systems & Control Letters. 188 (2024) - p. 105796 , 2024

Link: https://doi.org/10.1016/..

4

Constrained Monotone Mean-Variance Problem with Random Coef..:

Hu, Ying ; Shi, Xiaomin ; Xu, Zuo Quan
SIAM Journal on Financial Mathematics. 14 (2023) 3 - p. 838-854 , 2023

Link: https://doi.org/10.1137/..

5

Relative Growth Rate Optimization Under Behavioral Criterio:

Peng, Jing ; Wei, Pengyu ; Xu, Zuo Quan
SIAM Journal on Financial Mathematics. 14 (2023) 4 - p. 1140-1174 , 2023

Link: https://doi.org/10.1137/..

6

Continuous-Time Markowitz's Mean-Variance Model Under Diffe..:

Guan, Chonghu ; Shi, Xiaomin ; Xu, Zuo Quan
Journal of Optimization Theory and Applications. 199 (2023) 1 - p. 167-208 , 2023

Link: https://doi.org/10.1007/..

7

Optimal portfolio selection with VaR and portfolio insuranc..:

Mi, Hui ; Xu, Zuo Quan
Insurance: Mathematics and Economics. 110 (2023) - p. 82-105 , 2023

Link: https://doi.org/10.1016/..

8

Robust utility maximisation with intractable claims:

Li, Yunhong ; Xu, Zuo Quan ; Zhou, Xun Yu
Finance and Stochastics. 27 (2023) 4 - p. 985-1015 , 2023

Link: https://doi.org/10.1007/..

9

Stochastic Linear Quadratic Optimal Control Problem: A Rein..:

Li, Na ; Li, Xun ; Peng, Jing.
IEEE Transactions on Automatic Control. 67 (2022) 9 - p. 5009-5016 , 2022

Link: https://doi.org/10.1109/..

10

Constrained stochastic LQ control on infinite time horizon ..:

Hu, Ying ; Shi, Xiaomin ; Xu, Zuo Quan
ESAIM: Control, Optimisation and Calculus of Variations. 28 (2022) - p. 5 , 2022

Link: https://doi.org/10.1051/..

11

Moral-hazard-free insurance: mean-variance premium principl..:

Xu, Zuo Quan
Scandinavian Actuarial Journal. 2023 (2022) 3 - p. 269-289 , 2022

Link: https://doi.org/10.1080/..

12

Short Communication: Minimal Quantile Functions Subject to ..:

Wang, Xiangyu ; Xia, Jianming ; Xu, Zuo Quan.
SIAM Journal on Financial Mathematics. 13 (2022) 3 - p. SC87-SC98 , 2022

Link: https://doi.org/10.1137/..

13

A consumption-investment model with state-dependent lower b..:

Guan, Chonghu ; Xu, Zuo Quan ; Yi, Fahuai
Journal of Mathematical Analysis and Applications. 516 (2022) 1 - p. 126511 , 2022

Link: https://doi.org/10.1016/..

14

A free boundary problem arising from a multi-state regime-s..:

Guan, Chonghu ; Peng, Jing ; Xu, Zuo Quan
Journal of Differential Equations. 337 (2022) - p. 436-459 , 2022

Link: https://doi.org/10.1016/..

15

State-Dependent Temperature Control for Langevin Diffusions:

Gao, Xuefeng ; Xu, Zuo Quan ; Zhou, Xun Yu
SIAM Journal on Control and Optimization. 60 (2022) 3 - p. 1250-1268 , 2022

Link: https://doi.org/10.1137/..