A. Chunxiang

Publication Activity (10 Years)

Years Active: 2013-2022
Publications (10 Years): 3

Top Topics

Conditional Expectation

Contract Algorithms

Investment Strategies

Poisson Process

Top Venues

Oper. Res. Lett.

Int. J. Bifurc. Chaos

J. Comput. Appl. Math.

Int. J. Control

Publications

A. Chunxiang, Yang Shen, Yan Zeng
Dynamic asset-liability management problem in a continuous-time model with delay. Int. J. Control 95 (5) (2022)
A. Chunxiang, Yongzeng Lai, Yi Shao
Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model. J. Comput. Appl. Math. 342 (2018)
A. Chunxiang, Zhongfei Li, Fan Wang
Optimal investment strategy under time-inconsistent preferences and high-water mark contract. Oper. Res. Lett. 44 (2) (2016)
Yi Shao, A. Chunxiang
Quadratic perturbations of a Class of quadratic Reversible Lotka-Volterra Systems. Int. J. Bifurc. Chaos 23 (8) (2013)