|
Household decision-making with inflationary environment and theCobb-Douglas utility
|
Applied Economics |
2025 |
A |
|
Life-cycle planning model with inflation and time-varying consumption constraints
|
Quantitative Finance |
2025 |
A |
|
Life-cycle planning model with stochastic volatility and recursive preferences
|
International Review of Finance |
2025 |
A |
|
Optimal decision-making for consumption, investment, housing, and life insurance purchase in a couple with dependent mortality
|
Annals of Actuarial Science |
2025 |
A |
|
Robust asset-liability management games in a stochastic market with stochastic cash flows under HARA utility
|
Insurance: Mathematics & Economics |
2025 |
A* |
|
Utility maximization of household with information learning and health shocks
|
Finance Research Letters |
2025 |
A |
|
Equilibrium reinsurance strategies for catastrophe and secondary claims under α-maxmin mean-variance criterion
|
International Review of Financial Analysis |
2024 |
A |
|
Investment-consumption Optimization with Transaction Cost and Learning about Return Predictability
|
European Journal of Operational Research |
2024 |
A* |
|
Life-cycle model with subsistence consumption constraint and state-dependent utilities
|
The North American Journal of Economics and Finance |
2024 |
B |
|
Life-cycle planning with CEV model and time-inconsistent preferences
|
International Review of Economics |
2024 |
C |
|
Robust asset-liability management games for n players under multivariate stochastic covariance models
|
Insurance: Mathematics & Economics |
2024 |
A* |
|
Optimal asset allocation under search frictions and stochastic interest rate
|
Quantitative Finance |
2023 |
A |
|
Robust optimal asset-liability management with mispricing and stochastic factor market dynamics
|
Insurance: Mathematics & Economics |
2023 |
A* |
|
Dynamic Fund Protection for Property Markets
|
North American Actuarial Journal |
2022 |
A |
|
Robust reinsurance and investment strategies under principal–agent framework
|
Annals of Operations Research |
2022 |
A |
|
Household consumption-investment-insurance decisions with uncertain income and market ambiguity
|
Scandinavian Actuarial Journal |
2021 |
A |
|
Modelling the aggregate loss for insurance claims with dependence
|
Communications in Statistics: Theory and Methods |
2021 |
B |
|
Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
|
Insurance: Mathematics & Economics |
2021 |
A* |
|
Robust reinsurance contracts with risk constraint
|
Scandinavian Actuarial Journal |
2020 |
A |
|
Pricing and hedging equity-indexed annuities via local risk-minimization
|
Communications in Statistics: Theory and Methods |
2019 |
B |
|
Robust non-zero-sum investment and reinsurance game with default risk
|
Insurance: Mathematics & Economics |
2019 |
A* |