Hiroaki Hata

Available identifiers

Publication	Date of Publication	Type
Expected power utility maximization with delay for insurers under the 4/2 stochastic volatility model	2024-04-12	Paper
Expressions of forward starting option price in Hull-White stochastic volatility model	2022-06-17	Paper
Optimal investment and reinsurance of insurers with lognormal stochastic factor model	2022-03-29	Paper
Risk-sensitive asset management with lognormal interest rates	2021-06-30	Paper
Optimal investment-consumption-insurance with partial information	2020-02-28	Paper
Risk-sensitive portfolio optimization problem for a large trader with inside information	2018-12-07	Paper
Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps	2018-12-03	Paper
Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model	2018-08-31	Paper
Risk-sensitive asset management in a general diffusion factor model: risk-seeking case	2017-07-19	Paper
A market model with medium/long-term effects due to an insider	2014-02-08	Paper
``Down-side risk probability minimization problem with Cox-Ingersoll-Ross's interest rates	2011-03-30	Paper
Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem	2010-12-03	Paper
A risk-sensitive stochastic control approach to an optimal investment problem with partial information	2006-12-08	Paper
https://portal.mardi4nfdi.de/entity/Q5482561	2006-08-28	Paper

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