Zuo Quan Xu

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon	2024-02-23	Paper
Relative Growth Rate Optimization Under Behavioral Criterion	2023-11-23	Paper
Comparison theorems for multi-dimensional BSDEs with jumps and applications to constrained stochastic linear-quadratic control	2023-11-11	Paper
Robust utility maximisation with intractable claims	2023-10-12	Paper
Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method	2023-09-21	Paper
Stochastic linear-quadratic control with a jump and regime switching on a random horizon	2023-09-19	Paper
Constrained Monotone Mean-Variance Problem with Random Coefficients	2023-08-15	Paper
Policy Iteration Reinforcement Learning Method for Continuous-time Mean-Field Linear-Quadratic Optimal Problem	2023-04-30	Paper
Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory	2023-04-20	Paper
Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory	2023-04-18	Paper
Optimal moral-hazard-free reinsurance under extended distortion premium principles	2023-04-18	Paper
Optimal control of SDEs with expected path constraints and related constrained FBSDEs	2022-11-16	Paper
\(g\)-expectation of distributions	2022-11-16	Paper
Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk	2022-10-06	Paper
Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints	2022-09-23	Paper
A free boundary problem arising from a multi-state regime-switching stock trading model	2022-09-15	Paper
A consumption-investment model with state-dependent lower bound constraint on consumption	2022-08-24	Paper
State-Dependent Temperature Control for Langevin Diffusions	2022-05-31	Paper
Constrained stochastic LQ control with regime switching and application to portfolio selection	2022-03-21	Paper
Constrained stochastic LQ control on infinite time horizon with regime switching	2022-01-31	Paper
Non-homogeneous stochastic LQ control with regime switching and random coefficients	2022-01-04	Paper
Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty	2020-04-30	Paper
Dividend optimization for jump-diffusion model with solvency constraints	2020-04-07	Paper
Dual utilities on risk aggregation under dependence uncertainty	2019-09-19	Paper
Optimal insurance under rank‐dependent utility and incentive compatibility	2019-05-23	Paper
Utility Maximization Under Trading Constraints with Discontinuous Utility	2019-05-14	Paper
Continuous-time Markowitz's model with constraints on wealth and portfolio	2019-01-15	Paper
Optimal insurance in the presence of reinsurance	2018-07-17	Paper
Optimal insurance design with a bonus	2017-11-23	Paper
A stochastic control problem and related free boundaries in finance	2017-10-20	Paper
An optimal consumption-investment model with constraint on consumption	2016-10-12	Paper
A NOTE ON THE QUANTILE FORMULATION	2016-07-15	Paper
Investment under duality risk measure	2016-06-27	Paper
A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim	2016-03-31	Paper
Optimal Investment Stopping Problem with Nonsmooth Utility in Finite Horizon	2015-07-03	Paper
A note on the Monge-Kantorovich problem in the plane	2015-04-14	Paper
Corrigendum to ``A new characterization of comonotonicity and its application in behavioral finance.	2015-01-28	Paper
A new characterization of comonotonicity and its application in behavioral finance	2015-01-26	Paper
Optimal stopping under probability distortion	2013-04-24	Paper
OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY	2011-11-21	Paper
Continuous-Time Markowitz's Model with Transaction Costs	2010-02-03	Paper
Response to comment on ‘Thou shalt buy and hold’	2009-02-23	Paper
Thou shalt buy and hold	2009-02-23	Paper
BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME	2008-05-22	Paper

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