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兰州财经大学机构知识库
Lanzhou University of Finance and Economics. All
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Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks
期刊论文
INSURANCE MATHEMATICS & ECONOMICS, INSURANCE MATHEMATICS & ECONOMICS, INSURANCE MATHEMATICS & ECONOMICS, INSURANCE MATHEMATICS & ECONOMICS, INSURANCE MATHEMATICS & ECONOMICS, 2019, 2019, 2019, 2019, 2019, 卷号: 89, 89, 89, 89, 89, 页码: 157-170, 157-170, 157-170, 157-170, 157-170
作者:
Sun, Jingyun
;
Yao, Haixiang
;
Kang, Zhilin
Adobe PDF(553Kb)
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收藏
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浏览/下载:176/7
  |  
提交时间:2021/03/24
Ambiguity-averse insurer
Ambiguity-averse insurer
Ambiguity-averse insurer
Ambiguity-averse insurer
Ambiguity-averse insurer
Robust optimal control
Robust optimal control
Robust optimal control
Robust optimal control
Robust optimal control
Multiple dependent risks
Multiple dependent risks
Multiple dependent risks
Multiple dependent risks
Multiple dependent risks
Square-root factor process
Square-root factor process
Square-root factor process
Square-root factor process
Square-root factor process
Suboptimal strategy
Suboptimal strategy
Suboptimal strategy
Suboptimal strategy
Suboptimal strategy
Utility loss
Utility loss
Utility loss
Utility loss
Utility loss
Precommitment and equilibrium investment Strategies for defined contribution pension plans under a jump-diffusion Model
期刊论文
Insurance: Mathematics and Economics, 2016, 卷号: 67, 期号: 2, 页码: 158-172
作者:
Sun JY(孙景云)
;
Li ZF(李仲飞)
;
Ceng Y(曾燕)
Adobe PDF(673Kb)
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收藏
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浏览/下载:98/4
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提交时间:2021/05/31
Bi-space Global Attractors for a Class of Nonclassical Parabolic Equations with Arbitrary Polynomial Growth in Unbounded Domain
期刊论文
MEDITERRANEAN JOURNAL OF MATHEMATICS, 2016, 卷号: 13, 期号: 4, 页码: 1807-1821
作者:
Li, Jia-lin
;
Zhang, Fang-hong
收藏
  |  
浏览/下载:65/0
  |  
提交时间:2021/03/24
Nonclassical diffusion equations
global attractor
absorbing set
unbounded domain
Eigenvalues of transition weight matrix for a family of weighted networks
期刊论文
OPEN MATHEMATICS, 2022, 卷号: 20, 期号: 1, 页码: 1296-1308
作者:
Su, Jing
;
Wang, Xiaomin
;
Zhang, Mingjun
;
Yao, Bing
收藏
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浏览/下载:68/0
  |  
提交时间:2022/11/23
Laplacian eigenvalue
weighted network
random walk
random target access time
weighted spanning tree
Optimal Consumption and Investment Problem under 4/2-CIR Stochastic Hybrid Model
期刊论文
MATHEMATICS, 2023, 卷号: 11, 期号: 17
作者:
Ma, Aiqin
;
Zhang, Cuiyun
;
Wang, Yubing
收藏
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浏览/下载:59/0
  |  
提交时间:2023/09/27
4/2 stochastic volatility
CIR interest rate
optimal strategy
CRRA utility
HJB equation
Matching anti-forcing polynomials of catacondensed hexagonal systems
期刊论文
DISCRETE APPLIED MATHEMATICS, 2023, 卷号: 337, 页码: 54-67
作者:
Zhao, Shuang
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浏览/下载:80/0
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提交时间:2023/06/25
Catacondensed hexagonal system
Anti-forcing number
Anti-forcing polynomial
Perfect matching
Constraint effect of enterprise productivity based on constrained form variational computing
期刊论文
Applied Mathematics and Nonlinear Sciences, 2022, 卷号: 7, 期号: 2, 页码: 457-466
作者:
Tian, Taorui
;
Bajenaid, Aboubakr Salem
;
Zhang, Shibin
收藏
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浏览/下载:33/0
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提交时间:2023/07/17
Economics
Finance
Variational techniques
Constraint form
Credit monitoring
Financing
Financing policies
Frontier analysis
Nonparametric frontier
Nonparametric frontier analyse
Parameter
The weight
Variational calculation
Optimal Investment Consumption Choices under Mispricing and Habit Formation
期刊论文
MATHEMATICS, 2024, 卷号: 12, 期号: 14
作者:
Shi, Ailing
;
Sun, Jingyun
;
Liu, Botao
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浏览/下载:62/0
  |  
提交时间:2024/08/20
habit formation
mispricing
optimal strategies
utility loss
financial market
Uncertain logistic regression models
期刊论文
AIMS MATHEMATICS, 2024, 卷号: 9, 期号: 5, 页码: 10478-10493
作者:
Gao, Jinling
;
Gong, Zengtai
收藏
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浏览/下载:66/0
  |  
提交时间:2024/05/13
uncertain logistic regression
maximum likelihood estimation
uncertainty theory
On Fall-Colorable Graphs
期刊论文
MATHEMATICS, 2024, 卷号: 12, 期号: 7
作者:
Wang, Shaojun
;
Wen, Fei
收藏
  |  
浏览/下载:62/0
  |  
提交时间:2024/04/17
fall k-coloring
fall k-colorable graph
computational complexity
domination problem