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浏览/检索结果: 共4条，第1-4条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Mean-variance hedging with basis risk 期刊论文 APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2019, 卷号: 35, 期号: 3, 页码: 704-716 作者:  Xue, Xiaole;  Zhang, Jingong;  Weng, Chengguo 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11 basis risk  BSDE  Malliavin derivative  mean-variance analysis  optimal  hedging  stochastic LQ control   Derivatives trading for insurers 期刊论文 INSURANCE MATHEMATICS & ECONOMICS, 2019, 卷号: 84, 页码: 40-53 作者:  Xue, Xiaole;  Wei, Pengyu;  Weng, Chengguo 收藏  |  浏览/下载：10/0  |  提交时间：2019/12/11 Derivatives trading  HJB equations  Investment-reinsurance  Stochastic  control  Stochastic volatility   Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models 期刊论文 Science China(Mathematics), 2017, 卷号: 第60卷, 页码: P317-344 作者:  Zhao Hui1 收藏  |  浏览/下载：6/0  |  提交时间：2019/11/26 investment-reinsurance problem/mean-variance analysis/time-consistent strategy/constant elasticity of variance model   Approximation of the tail probability of randomly weighted sums and applications 期刊论文 Stochastic process and its applications, 2009, 卷号: 119, 页码: 655-675 作者:  Zhang Yi;  Shen XM(沈新美);  Weng Chengguo 收藏  |  浏览/下载：5/0  |  提交时间：2019/12/24