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Xingchun Peng
ORCID
Publication Activity (10 Years)
Years Active: 2017-2023
Publications (10 Years): 2
Top Topics
Portfolio Optimization
Simulated Annealing
Risk Measures
Top Venues
J. Comput. Appl. Math.
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Publications
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Xingchun Peng
,
Hao Zhou
,
Liuling Luo
Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching.
J. Comput. Appl. Math.
425 (2023)
Wenyuan Wang
,
Xingchun Peng
Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures.
J. Comput. Appl. Math.
315 (2017)