Shangzhen Luo, Ph.D. - Publications
Affiliations: | 2005 | University of Missouri - Columbia, Columbia, MO, United States |
Area:
Mathematics, FinanceYear | Citation | Score | |||
---|---|---|---|---|---|
2017 | Belkina T, Luo S. Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process The North American Actuarial Journal. 21: 36-62. DOI: 10.1080/10920277.2016.1246252 | 0.371 | |||
2016 | Luo S, Wang M. Barrier present value maximization for a diffusion model of insurance surplus Scandinavian Actuarial Journal. 2016: 905-931. DOI: 10.1080/03461238.2015.1031165 | 0.353 | |||
2016 | Luo S, Wang M, Zeng X. Optimal reinsurance: Minimize the expected time to reach a goal Scandinavian Actuarial Journal. 2016: 741-762. DOI: 10.1080/03461238.2015.1015161 | 0.347 | |||
2014 | Belkina T, Hipp C, Luo S, Taksar M. Optimal constrained investment in the Cramer-Lundberg model Scandinavian Actuarial Journal. 383-404. DOI: 10.1080/03461238.2012.699001 | 0.378 | |||
2013 | Zeng X, Luo S. Stochastic Pareto-optimal reinsurance policies Insurance Mathematics & Economics. 53: 671-677. DOI: 10.1016/J.Insmatheco.2013.09.006 | 0.339 | |||
2012 | Luo S. On proportional reinsurance with a linear transaction rate Risk and Decision Analysis. 3: 115-137. DOI: 10.3233/Rda-2011-0034 | 0.386 | |||
2012 | Luo S, Taksar M. Minimal cost of a Brownian risk without ruin Insurance: Mathematics and Economics. 51: 685-693. DOI: 10.1016/J.Insmatheco.2012.09.006 | 0.343 | |||
2011 | Luo S, Taksar M. On absolute ruin minimization under a diffusion approximation model Insurance: Mathematics and Economics. 48: 123-133. DOI: 10.1016/J.Insmatheco.2010.10.004 | 0.39 | |||
2010 | Luo S, Taksar M. Optimal excess-of-loss reinsurance under borrowing constraints Risk and Decision Analysis. 2: 103-123. DOI: 10.3233/Rda-2011-0029 | 0.361 | |||
2008 | Luo S, Taksar M, Tsoi A. On reinsurance and investment for large insurance portfolios Insurance: Mathematics and Economics. 42: 434-444. DOI: 10.1016/J.Insmatheco.2007.04.002 | 0.598 | |||
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