Fengxia Hu

Publication Activity (10 Years)

Years Active: 2010-2017
Publications (10 Years): 1

Top Topics

Investment Strategies

Parameter Estimation

Chance Constraints

Computational Model

Top Venues

Appl. Math. Comput.

Publications

Fengxia Hu, Rongming Wang
Optimal investment-consumption strategy with liability and regime switching model under Value-at-Risk constraint. Appl. Math. Comput. 313 (2017)
Fengxia Hu, Rongming Wang
Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors. J. Comput. Appl. Math. 234 (10) (2010)