The following pages link to Sheung Chi Phillip Yam (Q252725):
Displaying 50 items.
- Oracle, multiple robust and multipurpose calibration in a missing response problem (Q252726) (← links)
- Linear-quadratic mean field games (Q289122) (← links)
- (Q315769) (redirect page) (← links)
- Mean field games with a dominating player (Q315770) (← links)
- Optimal asset allocation: risk and information uncertainty (Q322719) (← links)
- A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272) (← links)
- (Q491910) (redirect page) (← links)
- Well-posedness of mean-field type forward-backward stochastic differential equations (Q491912) (← links)
- The optimal insurance under disappointment theories (Q495453) (← links)
- Convex ordering for insurance preferences (Q495510) (← links)
- Optimal selling time in stock market over a finite time horizon (Q692685) (← links)
- A probabilistic proof for Fourier inversion formula (Q722675) (← links)
- Evolutionary credibility risk premium (Q784440) (← links)
- Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities (Q1688621) (← links)
- Probabilistic solutions for a class of deterministic optimal allocation problems (Q1696457) (← links)
- A paradox in time-consistency in the mean-variance problem? (Q1711723) (← links)
- Long cycle behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise (Q1759787) (← links)
- Estimation of a monotone density in \(s\)-sample biased sampling models (Q1800796) (← links)
- Borch's theorem from the perspective of comonotonicity (Q2015483) (← links)
- Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers (Q2015659) (← links)
- A Fourier-cosine method for finite-time ruin probabilities (Q2038248) (← links)
- On asymptotic equivalence of the NPMLE of a monotone density and a Grenander-type estimator in multi-sample biased sampling models (Q2044400) (← links)
- Satisficing credibility for heterogeneous risks (Q2076853) (← links)
- Dynamic mean-variance problem with frictions (Q2120542) (← links)
- Mean-field-type games with jump and regime switching (Q2175351) (← links)
- Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates (Q2274303) (← links)
- Concave distortion risk minimizing reinsurance design under adverse selection (Q2306100) (← links)
- Higher-order, polar and Sz.-Nagy's generalized derivatives of random polynomials with independent and identically distributed zeros on the unit circle (Q2339700) (← links)
- The master equation in mean field theory (Q2344557) (← links)
- Fourier-cosine method for Gerber-Shiu functions (Q2347108) (← links)
- On the interpretation of the master equation (Q2359715) (← links)
- Risk-adjusted bowley reinsurance under distorted probabilities (Q2415964) (← links)
- Markowitz's mean-variance asset-liability management with regime switching: a time-consistent approach (Q2446009) (← links)
- Linear-quadratic time-inconsistent mean field games (Q2514571) (← links)
- Fourier-cosine method for ruin probabilities (Q2515094) (← links)
- Systems of quasilinear parabolic equations in \(\mathbb{R}^n\) and systems of quadratic backward stochastic differential equations (Q2661963) (← links)
- Relative performance evaluation for dynamic contracts in a large competitive market (Q2672102) (← links)
- Nonlocal boundary value problems of a stochastic variational inequality modeling an elasto-plastic oscillator excited by a filtered noise (Q2817443) (← links)
- Critical points of random finite Blaschke products with independent and identically distributed zeros (Q2825853) (← links)
- A unified ``bang-bang'' principle with respect to \({\mathcal R}\)-invariant performance benchmarks (Q2845222) (← links)
- Average value-at-risk minimizing reinsurance under Wang's premium principle with constraints (Q2866026) (← links)
- Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting (Q2940757) (← links)
- Two Rationales Behind the ‘Buy-And-Hold or Sell-At-Once’ Strategy (Q3182424) (← links)
- Mean field approach to stochastic control with partial information (Q3383300) (← links)
- VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK (Q4563742) (← links)
- Optimal reinsurance under general law-invariant risk measures (Q4576840) (← links)
- A class of nonzero-sum investment and reinsurance games subject to systematic risks (Q4577200) (← links)
- Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions (Q4997380) (← links)
- Control in Hilbert Space and First-Order Mean Field Type Problem (Q5050076) (← links)
- A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
