SUSTech
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Mathematics
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Conference
中文
Financial Math Seminar
Jan 1-1, 1970
Conference Summary
Semi-analytical Valuation for Discrete Barrier Options Under Time-Dependent Levy Processes
Sensitivity Analysis for American Options
Forecasting Financial Extremes: A Network Degree Measure of Super-Exponential Growth
学术报告：投资组合管理---实践的视角
A new estimator for integrated volatility with microstructure noise and jumps
金融工程中的数学之本
An Adaptive Simulation Approach for Pricing Financial Options
Optimal Model Averaging Estimation for Generalized Linear Models
Generalized Sequential Auctions
Optimal Insurance under Mean-variance Premium Principles
Maximum likelihood estimation of Levy processes in finance
Maximum likelihood estimation of Levy processes in finance
Nonlinearity and It’s application in Portfolio Selection
Systemic Risk and Optimal Design of Central Clearing Counterparty (CCP)
Robo-Advising: A Dynamic Mean-Variance Approach
Interpolation: From Spirochete's Helical Body to Implied Volatility Surfaces
Family Involvement in Finance
Investment Decisions and Falling Cost of Data Analytics
Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs
Some optimization problems based on risk measures in actuarial science
Hyperbolic Normal Stochastic Volatility Model
Implied Stochastic Volatility Models
Mathematics behind volatility index and trading on volatility
Mean-Variance Portfolio Selection for Partially-Observed Point Processes
Variable Volatility and Financial Failure
Portfolio selection under Partial Information and relative performance concerns
Some optimization problems for the risk models with or without dependence structure
The Rise of Peer-to-Peer Insurance and Its Mathematical Modeling
用简单的数学发现谬误
FinTech: from blockchain to machine learning, and beyond
Random Sampling and Reconstruction in Some Signal Spaces
The Tail-null-space-property and the Stability of the Tail-minimization Approach in Compressed Sensing with or without Frames
Path-dependent Partial Differential Equations
Controllability, Observability and Stabilization for Stochastic Partial Differential Equations
Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights
Dynamic Programming Approach for Optimal Control Problems with State Constraints
On time inconsistent stochastic linear quadratic problems
Consensusability of multi-agent systems with time delay and/or packet dropout
Indefinite Mean-Field Type Linear-Quadratic Stochastic Optimal Control Problems
Some fine well-posedness results on Backward Stochastic Differential Equations
量化投资和数字经济中的新技术
Optimal Consumption with Reference to Past Spending Maximum
Forward-Backward Doubly Stochastic Differential Equations with Random Jumps and Related Games
A Global Maximum Principle for Stochastic Optimal Control Problems with Delay and Applications
Well-posedness of high dimensional degenerate SDEs
保持单调性和凸性的算子分裂期权定价方法
Revisiting Deterministic Stackelberg Games: Time-consistent Open-loop Solution
Synchronization of Nonlinearly and Stochastically Coupled Markovian Switching Networks via Event-triggered Sampling
Approximation methods for the finite time ruin probability and the ultimate ruin probability under reinsurance with partial information
The cross-interval price impact model and its empirical analysis on cryptocurrency order book
智能量化交易算法设计与实证研究
Applications of Stackelberg Game in Reinsurance Contract
Testing the factors driving human cooperation based on the big data from the online worlds
S-shaped narrow framing, skewness and the demand for insurance
Gradient tree-boosted mixture models and their applications in insurance loss prediction
Optimal management of DB pension fund with the possibilities of both underfunded and overfunded cases
Circuit Breakers and Financial Contagion
Moral-hazard-free insurance
Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis
Mean-Variance Portfolio Selection in Contagious Markets
Bilateral Risk Sharing in a Comonotone Market with Rank-Dependent Utilities
Valuing variable annuities via fair dynamic valuation: Effect of longevity-linked security
On the extinction-extinguishing dichotomy for a stochastic Lotka-Volterra type population dynamic system
Credibility theory for mean-variance premium principles
Optimal reinsurance for several lines of business
Dynamic mean–variance problem with frictions
Optimal singular dividend control with capital injection and affine penalty payment at ruin
Systemic Risk under Extremes
Assessing Cyber Risks of Networked Systems Based on L-hop Propagation
Optimal control with performance dependent dividend strategies and capital injection for spectrally negative Lévy risk processes
Optimal risk management with reinsurance and its counterparty risk hedging
Stackelberg Reinsurance Games From a Single Game to a Chain of Game
Optimal Risk Pooling of Peer-to-Peer Insurance
The Equivalence of Density Expansions for Multivariate Diffusions
Distributional robust insurance within the L^2 ball
Convergence analysis on the particle systems with centralized control
Monotonic Transformation, Implied Stock Price Process and Pricing of Spread Options and Other Derivatives
Robust Estimates of Insurance Misrepresentation through Kernel Quantile Regression Mixtures
Pareto-optimal insurance under robust distortion risk measures
Inverse scattering with phaseless data
Robust peer-to-peer risk sharing in continuous time
A Bayesian Approach in Projecting Future Mortality at the Provincial Level in China
Stackelberg reinsurance game between the insurer and the reinsurer
Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks
Moral hazard in peer-to-peer insurance with social connection
Risk Contagion Under Extremes: interplay of Heavy-tailedness and Tail dependence
Optimal ratcheting of dividends with capital injection
Contract Structure and Risk Aversion in Longevity Risk Transfers
Optimal investment and benefit adjustment problem for a collective DC pension plan with longevity trend under CEV model
Dispersion Swap within a continuous-time Financial Market
Factor risk measures
Competitive insurance pricing in a duopoly
Optimal reinsurance design under the moment-based premium principle: a representative reinsurer’s perspective
Optimal timing of investment in cybersecurity technology
Decentralized risk-sharing: pooling risks without a central insurer
Robust Λ-quantiles and extremal distributions
Textual Analysis of Insurance Claims with Large Language Models
Trading Behavior of Large and Small Investors in the Presence of Large Investor Premium
Optimal Annuity Divisor of Notional Defined Contribution Plan
Optimal investment and consumption strategies for pooled annuity with partial information
Nonzero-sum Dynkin Games under a Generalised Order Condition: Verification Theorem and Application to Convertible Bonds
Optimal reinsurance design under convex premium principles and distortion risk measures
Stochastic reinsurance demand-supply game under alpha-maxmin mean-variance criterion
Optimal weighted reinsurance contract in a Stackelberg-Nash differential game with negotiation
Optimal usage strategy of catastrophe insurance compensation based on epidemiological model
Maximum likelihood estimation of Levy processes in finance