Zuo Quan Xu

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Person:297405

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zbMath Open xu.zuoquanMaRDI QIDQ297405

List of research outcomes

PublicationDate of PublicationType
Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon2024-02-23Paper
Relative Growth Rate Optimization Under Behavioral Criterion2023-11-23Paper
Comparison theorems for multi-dimensional BSDEs with jumps and applications to constrained stochastic linear-quadratic control2023-11-11Paper
Robust utility maximisation with intractable claims2023-10-12Paper
Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method2023-09-21Paper
Stochastic linear-quadratic control with a jump and regime switching on a random horizon2023-09-19Paper
Constrained Monotone Mean-Variance Problem with Random Coefficients2023-08-15Paper
Policy Iteration Reinforcement Learning Method for Continuous-time Mean-Field Linear-Quadratic Optimal Problem2023-04-30Paper
Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory2023-04-20Paper
Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory2023-04-18Paper
Optimal moral-hazard-free reinsurance under extended distortion premium principles2023-04-18Paper
Optimal control of SDEs with expected path constraints and related constrained FBSDEs2022-11-16Paper
\(g\)-expectation of distributions2022-11-16Paper
Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk2022-10-06Paper
Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints2022-09-23Paper
A free boundary problem arising from a multi-state regime-switching stock trading model2022-09-15Paper
A consumption-investment model with state-dependent lower bound constraint on consumption2022-08-24Paper
State-Dependent Temperature Control for Langevin Diffusions2022-05-31Paper
Constrained stochastic LQ control with regime switching and application to portfolio selection2022-03-21Paper
Constrained stochastic LQ control on infinite time horizon with regime switching2022-01-31Paper
Non-homogeneous stochastic LQ control with regime switching and random coefficients2022-01-04Paper
Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty2020-04-30Paper
Dividend optimization for jump-diffusion model with solvency constraints2020-04-07Paper
Dual utilities on risk aggregation under dependence uncertainty2019-09-19Paper
Optimal insurance under rank‐dependent utility and incentive compatibility2019-05-23Paper
Utility Maximization Under Trading Constraints with Discontinuous Utility2019-05-14Paper
Continuous-time Markowitz's model with constraints on wealth and portfolio2019-01-15Paper
Optimal insurance in the presence of reinsurance2018-07-17Paper
Optimal insurance design with a bonus2017-11-23Paper
A stochastic control problem and related free boundaries in finance2017-10-20Paper
An optimal consumption-investment model with constraint on consumption2016-10-12Paper
A NOTE ON THE QUANTILE FORMULATION2016-07-15Paper
Investment under duality risk measure2016-06-27Paper
A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim2016-03-31Paper
Optimal Investment Stopping Problem with Nonsmooth Utility in Finite Horizon2015-07-03Paper
A note on the Monge-Kantorovich problem in the plane2015-04-14Paper
Corrigendum to ``A new characterization of comonotonicity and its application in behavioral finance.2015-01-28Paper
A new characterization of comonotonicity and its application in behavioral finance2015-01-26Paper
Optimal stopping under probability distortion2013-04-24Paper
OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY2011-11-21Paper
Continuous-Time Markowitz's Model with Transaction Costs2010-02-03Paper
Response to comment on ‘Thou shalt buy and hold’2009-02-23Paper
Thou shalt buy and hold2009-02-23Paper
BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME2008-05-22Paper

Research outcomes over time


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