Chonghu Guan

Publication Activity (10 Years)

Years Active: 2018-2023
Publications (10 Years): 5

Top Topics

Optimal Stopping

Yield Management

Top Venues

J. Optim. Theory Appl.

J. Comput. Appl. Math.

Math. Oper. Res.

SIAM J. Financial Math.

Publications

Chonghu Guan, Zuo Quan Xu, Rui Zhou
Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon. Math. Oper. Res. 48 (1) (2023)
Chonghu Guan, Xiaomin Shi, Zuo Quan Xu
Continuous-Time Markowitz's Mean-Variance Model Under Different Borrowing and Saving Rates. J. Optim. Theory Appl. 199 (1) (2023)
Xiaoshan Chen, Chonghu Guan, Fahuai Yi
A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite Horizon. SIAM J. Control. Optim. 59 (4) (2021)
Chonghu Guan, Xun Li, Wenxin Zhou
An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon. SIAM J. Financial Math. 11 (2) (2020)
Qinghua Ma, Fahuai Yi, Chonghu Guan
A consumption-investment problem with constraints on minimum and maximum consumption rates. J. Comput. Appl. Math. 338 (2018)