Optimal investment strategies and intergenerational risk sharing for target benefit pension plans. Zbl 1402.91218
Wang, Suxin; Lu, Yi; Sanders, Barbara |
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2018
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Skew Ornstein-Uhlenbeck processes and their financial applications. Zbl 1304.60046
Wang, Suxin; Song, Shiyu; Wang, Yongjin |
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2015
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Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market. Zbl 1411.91319
Wang, Suxin; Rong, Ximin; Zhao, Hui |
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2019
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Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan. Zbl 1427.91245
Wang, Suxin; Lu, Yi |
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2019
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Diffusion occupation time before exiting. Zbl 1308.60093
Li, Yingqiu; Wang, Suxin; Zhou, Xiaowen; Zhu, Na |
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2014
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Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans. Zbl 1429.91296
Wang, Suxin; Rong, Ximin; Zhao, Hui |
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2019
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Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility. Zbl 1506.91161
Zhao, Hui; Wang, Suxin |
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2022
|
Analysis of dynamic fracture with cohesive crack segment method. Zbl 1153.74373
Wang, H. X.; Wang, S. X. |
|
2008
|
First hitting times for doubly skewed Ornstein-Uhlenbeck processes. Zbl 1321.60157
Song, Shiyu; Wang, Suxin; Wang, Yongjin |
|
2015
|
Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk. Zbl 1459.91164
Wang, Peiqi; Rong, Ximin; Zhao, Hui; Wang, Suxin |
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2021
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Mean-variance problem for an insurer with default risk under a jump-diffusion risk model. Zbl 1508.91488
Wang, Suxin; Rong, Ximin; Zhao, Hui |
|
2019
|
Synchronisation in an array of spatial diffusion coupled reaction-diffusion neural networks via pinning control. Zbl 1482.93581
Huang, Y. L.; Wang, S. X. |
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2018
|
Stochastic partial differential equation with reflection driven by fractional noises. Zbl 1492.35436
Wang, Suxin; Jiang, Yiming; Wang, Yongjin |
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2020
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A game between insurer and reinsurer under the Heston model. Zbl 1349.91258
Wang, Suxin; Rong, Ximin; Zhao, Hui |
|
2016
|
Stochastic Cahn-Hilliard equations driven by Poisson random measures. Zbl 1315.60077
Jiang, Yiming; Shi, Kehua; Wang, Suxin |
|
2014
|
Modeling of 3D cargo loading problem and optimization of crow search algorithm. Zbl 1463.90181
Wang, Suxin; Wen, Heng; Lu, Fuqiang; Liu, Haobo; Wang, Leizhen |
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2020
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Asymptotics of the solutions to stochastic wave equations driven by a non-Gaussian Lévy process. Zbl 1499.60224
Jiang, Yiming; Wang, Suxin; Wang, Xingchun |
|
2019
|
On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media. Zbl 1400.60129
Song, Shiyu; Wang, Suxin; Wang, Yongjin |
|
2016
|
Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility. Zbl 1506.91161
Zhao, Hui; Wang, Suxin |
|
2022
|
Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk. Zbl 1459.91164
Wang, Peiqi; Rong, Ximin; Zhao, Hui; Wang, Suxin |
|
2021
|
Stochastic partial differential equation with reflection driven by fractional noises. Zbl 1492.35436
Wang, Suxin; Jiang, Yiming; Wang, Yongjin |
|
2020
|
Modeling of 3D cargo loading problem and optimization of crow search algorithm. Zbl 1463.90181
Wang, Suxin; Wen, Heng; Lu, Fuqiang; Liu, Haobo; Wang, Leizhen |
|
2020
|
Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market. Zbl 1411.91319
Wang, Suxin; Rong, Ximin; Zhao, Hui |
|
2019
|
Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan. Zbl 1427.91245
Wang, Suxin; Lu, Yi |
|
2019
|
Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans. Zbl 1429.91296
Wang, Suxin; Rong, Ximin; Zhao, Hui |
|
2019
|
Mean-variance problem for an insurer with default risk under a jump-diffusion risk model. Zbl 1508.91488
Wang, Suxin; Rong, Ximin; Zhao, Hui |
|
2019
|
Asymptotics of the solutions to stochastic wave equations driven by a non-Gaussian Lévy process. Zbl 1499.60224
Jiang, Yiming; Wang, Suxin; Wang, Xingchun |
|
2019
|
Optimal investment strategies and intergenerational risk sharing for target benefit pension plans. Zbl 1402.91218
Wang, Suxin; Lu, Yi; Sanders, Barbara |
|
2018
|
Synchronisation in an array of spatial diffusion coupled reaction-diffusion neural networks via pinning control. Zbl 1482.93581
Huang, Y. L.; Wang, S. X. |
|
2018
|
A game between insurer and reinsurer under the Heston model. Zbl 1349.91258
Wang, Suxin; Rong, Ximin; Zhao, Hui |
|
2016
|
On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media. Zbl 1400.60129
Song, Shiyu; Wang, Suxin; Wang, Yongjin |
|
2016
|
Skew Ornstein-Uhlenbeck processes and their financial applications. Zbl 1304.60046
Wang, Suxin; Song, Shiyu; Wang, Yongjin |
|
2015
|
First hitting times for doubly skewed Ornstein-Uhlenbeck processes. Zbl 1321.60157
Song, Shiyu; Wang, Suxin; Wang, Yongjin |
|
2015
|
Diffusion occupation time before exiting. Zbl 1308.60093
Li, Yingqiu; Wang, Suxin; Zhou, Xiaowen; Zhu, Na |
|
2014
|
Stochastic Cahn-Hilliard equations driven by Poisson random measures. Zbl 1315.60077
Jiang, Yiming; Shi, Kehua; Wang, Suxin |
|
2014
|
Analysis of dynamic fracture with cohesive crack segment method. Zbl 1153.74373
Wang, H. X.; Wang, S. X. |
|
2008
|