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浏览/检索结果: 共7条，第1-7条 帮助 限定条件 专题：广东外语外贸大学（超星）    第一署名单位    第一作者单位    通讯作者单位     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Dynamic asset–liability management in a Markov market with stochastic cash flows 期刊论文 Quantitative Finance, 2016, 卷号: Vol.16 No.10, 页码: 1575-1597 作者:  Yao, Haixiang;  Li, Xun;  Hao, Zhifeng;  Li, Yong 收藏  |  浏览/下载：3/0  |  提交时间：2019/03/04 Stochastic cash flow  Asset–liability management  Multi-period mean–variance model  Markov regime-switching  Efficient investment strategy   An irreversible investment problem with maintenance expenditure on a finite horizon: Free boundary analysis. 期刊论文 J. Math. Anal. Appl., 2016, 卷号: Vol.440 No.2, 页码: 597-623 作者:  Han, Xiaoru;  Yi, Fahuai 收藏  |  浏览/下载：3/0  |  提交时间：2019/03/04 Irreversible investment  Maintenance  Finite horizon  Singular stochastic control  Variational inequality  Free boundary problem   A free boundary problem arising from a stochastic optimal control model under controllable risk 期刊论文 Journal of Differential Equations, 2016, 卷号: Vol.260 No.6, 页码: 4845-4870 作者:  Guan, Chonghu;  Yi, Fahuai 收藏  |  浏览/下载：4/0  |  提交时间：2019/03/04 Parabolic Barenblatt equation  Free boundary  Stochastic optimal control  Insurance company  Reinsurance   Free boundary problem of Barenblatt equation in stochastic control 期刊论文 Discrete and Continuous Dynamical Systems - Series B, 2016, 卷号: Vol.21 No.5, 页码: 1421-1434 作者:  Xiaoshan Chen;  Fahuai Yi 收藏  |  浏览/下载：3/0  |  提交时间：2019/03/04 Free boundary problem  Barenblatt equation  optimal control  stochastic control  HJB equation.   Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability 期刊论文 European Journal of Operational Research, 2016, 卷号: Vol.252 No.3, 页码: 837-851 作者:  Yao, Haixiang;  Li, Zhongfei;  Li, Duan 收藏  |  浏览/下载：10/0  |  提交时间：2019/03/04 Stochastic interest rate  Multi-period mean-variance portfolio selection  Uncontrollable liability  Dynamic programming  Lagrangian duality   Asset allocation for a DC pension fund with stochastic income and mortality risk: A multi-period mean–variance framework 期刊论文 Insurance: Mathematics and Economics, 2014, 卷号: Vol.54, 页码: 84-92 作者:  Haixiang Yao;  Yongzeng Lai;  Qinghua Ma and Minjie Jian 收藏  |  浏览/下载：7/0  |  提交时间：2019/03/04 Asset allocation  Defined contribution pension fund  Multi-period mean–variance  Stochastic income  Mortality risk   Dynamic portfolio selection of risky assets under uncertain exit time and stochastic market environment. 期刊论文 Xitong Gongcheng Lilun yu Shijian (Systems Engineering Theory & Practice), 2014, 卷号: Vol.34 No.11, 页码: 2737-2747 作者:  LI Zhong-fei;  YAO Hai-xiang 收藏  |  浏览/下载：7/0  |  提交时间：2019/03/04 LAGRANGE equations  STOCHASTIC analysis  RESEARCH  THEOREMS (Mathematics)  MODULES (Algebra)  MARKOV processes  DYNAMIC programming