受强制性开放获取政策约束的文章 - Xin Zhang了解详情
无法在其他位置公开访问的文章：9 篇
Optimal investment and reinsurance strategies for insurers with generalized mean–variance premium principle and no-short selling
X Zhang, H Meng, Y Zeng
Insurance: Mathematics and Economics 67, 125-132, 2016
强制性开放获取政策： 国家自然科学基金委员会
Mean–variance portfolio selection under a constant elasticity of variance model
Y Shen, X Zhang, TK Siu
Operations Research Letters 42 (5), 337-342, 2014
强制性开放获取政策： 国家自然科学基金委员会
Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option
Z Sun, X Zhang, KC Yuen
Scandinavian Actuarial Journal 2020 (3), 218-244, 2020
强制性开放获取政策： 国家自然科学基金委员会, Research Grants Council, Hong Kong
Maximum Principle for Markov Regime-Switching Forward–Backward Stochastic Control System with Jumps and Relation to Dynamic Programming
Z Sun, J Guo, X Zhang
Journal of Optimization Theory and Applications 176 (2), 319-350, 2018
强制性开放获取政策： 国家自然科学基金委员会
Optimal investment problem with delay under partial information
S Zhang, J Xiong, X Zhang
Mathematical Control & Related Fields 10 (2), 365, 2020
强制性开放获取政策： 国家自然科学基金委员会
Bond and option pricing for interest rate model with clustering effects
X Zhang, J Xiong, Y Shen
Quantitative Finance 18 (6), 969-981, 2018
强制性开放获取政策： Natural Sciences and Engineering Research Council of Canada, 国家自然科学基 …
Zero-Sum Stochastic Linear-Quadratic Stackelberg Differential Games with Jumps
F Wu, J Xiong, X Zhang
Applied Mathematics & Optimization 89 (1), 29, 2024
强制性开放获取政策： 国家自然科学基金委员会
A BSDE approach for bond pricing under interest rate models with self-exciting jumps
Z Sun, X Zhang, YN Li
Communications in Statistics-Theory and Methods 50 (14), 3249-3261, 2021
强制性开放获取政策： 国家自然科学基金委员会
On optimal proportional reinsurance and investment in a hidden Markov financial market
Q Meng, X Zhang, J Bi
Acta Mathematicae Applicatae Sinica, English Series 33 (1), 53-62, 2017
强制性开放获取政策： 国家自然科学基金委员会
可在其他位置公开访问的文章：9 篇
Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk
Z Sun, X Zheng, X Zhang
Journal of Mathematical Analysis and Applications 446 (2), 1666-1686, 2017
强制性开放获取政策： 国家自然科学基金委员会
A general stochastic maximum principle for a Markov regime switching jump-diffusion model of mean-field type
X Zhang, Z Sun, J Xiong
SIAM Journal on Control and Optimization 56 (4), 2563-2592, 2018
强制性开放获取政策： 国家自然科学基金委员会
Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system
X Zhang, X Li, J Xiong
ESAIM: Control, Optimisation and Calculus of Variations 27, 69, 2021
强制性开放获取政策： 国家自然科学基金委员会, Research Grants Council, Hong Kong
Linear quadratic leader–follower stochastic differential games for mean-field switching diffusions
S Lv, J Xiong, X Zhang
Automatica 154, 111072, 2023
强制性开放获取政策： 国家自然科学基金委员会
Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System
J Wen, X Li, J Xiong, X Zhang
SIAM Journal on Control and Optimization 61 (2), 949-979, 2023
强制性开放获取政策： 国家自然科学基金委员会, Research Grants Council, Hong Kong
Robust optimal investment and reinsurance of an insurer under Jump-diffusion models
X Zhang, H Meng, J Xiong, Y Shen
Mathematical Control & Related Fields 9 (1), 59-76, 2019
强制性开放获取政策： Natural Sciences and Engineering Research Council of Canada, 国家自然科学基 …
Optimal Investment-Reinsurance Policy with Stochastic Interest and Inflation Rates
X Zhang, X Zheng
Mathematical Problems in Engineering 2019, 2019
强制性开放获取政策： 国家自然科学基金委员会
A stochastic maximum principle for processes driven by G‐Brownian motion and applications to finance
Z Sun, X Zhang, J Guo
Optimal Control Applications and Methods 38 (6), 934-948, 2017
强制性开放获取政策： 国家自然科学基金委员会
On the ruin problems of a self-exciting risk model
X Zhang, X Liang, KC Yuen
强制性开放获取政策： 国家自然科学基金委员会, Research Grants Council, Hong Kong
出版信息和资助信息由计算机程序自动确定