Chonghu Guan

Available identifiers

zbMath Open guan.chonghuMaRDI QIDQ907785

List of research outcomes

Publication	Date of Publication	Type
Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon	2024-02-23	Paper
Finite horizon optimal dividend and reinsurance problem driven by a jump-diffusion process with controlled jumps	2023-04-27	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
Free boundary problem for an optimal investment problem with a borrowing constraint	2022-06-09	Paper
A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite Horizon	2021-07-15	Paper
A fully nonlinear free boundary problem for minimizing the ruin probability	2020-06-11	Paper
An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon	2020-06-08	Paper
On a free boundary problem for an optimal investment problem with different interest rates	2020-04-07	Paper
A fully nonlinear free boundary problem arising from optimal dividend and risk control model	2019-12-18	Paper
Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain	2018-12-03	Paper
A free boundary problem in variational inequality with gradient constraint	2018-10-22	Paper
A consumption-investment problem with constraints on minimum and maximum consumption rates	2018-04-16	Paper
A stochastic control problem and related free boundaries in finance	2017-10-20	Paper
A free boundary problem arising from a stochastic optimal control model under controllable risk	2016-01-26	Paper
Optimal Investment Stopping Problem with Nonsmooth Utility in Finite Horizon	2015-07-03	Paper
A Free Boundary Problem Arising from a Stochastic Optimal Control Model with Bounded Dividend Rate	2014-11-12	Paper
The free boundary problem of American butterfly option	2014-01-29	Paper

Research outcomes over time

Doctoral students

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