Shangzhen Luo

Publication Activity (10 Years)

Years Active: 2010-2022
Publications (10 Years): 3

Top Topics

Cooperative Game

Development Life Cycle

Stochastic Model

Concurrent Engineering

Top Venues

J. Comput. Appl. Math.

J. Appl. Probab.

Appl. Math. Comput.

Publications

Shangzhen Luo, Mingming Wang, Wei Zhu
Time-inconsistent life-cycle consumption and retirement choice with mortality risk. Appl. Math. Comput. 433 (2022)
Shangzhen Luo, Mingming Wang, Wei Zhu
Stochastic differential reinsurance games in diffusion approximation models. J. Comput. Appl. Math. 386 (2021)
Shangzhen Luo, Mingming Wang, Wei Zhu
Maximizing a robust goal-reaching probability with penalization on ambiguity. J. Comput. Appl. Math. 348 (2019)
Shangzhen Luo
Stochastic Brownian Game of Absolute Dominance. J. Appl. Probab. 51 (2) (2014)
Shangzhen Luo
On proportional reinsurance with a linear transaction rate. Risk Decis. Anal. 3 (1-2) (2012)
Shangzhen Luo, Michael Taksar
Optimal excess-of-loss reinsurance under borrowing constraints. Risk Decis. Anal. 2 (2) (2010)