Grants & Publications
- Faculty & Research
教授学生共同参与
Optimal dividend policy with self-exciting claims in the Gamma–Omega model
Dynamic programmingGamma–Omega modelOptimal dividend strategySelf-exciting Hawkes processOptimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models
Lifetime uncertaintyLiquidity riskMarkov chain approximation methodRegime-switchingStochastic controlHousehold Lifetime Strategies under a Self-Contagious Market
Dynamic programmingInvestment and consumptionLife insuranceSelf-contagious marketStochastic labor incomeOptimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market
Dynamic programmingLife insuranceMutual-exciting Hawkes processPortfolio allocationStochastic labor incomeStochastic asset allocation and reinsurance game under contagious claims
Contagious insurance marketMutual-excitation Hawkes processNash equilibriumRelative performanceStochastic differential gameOptimal asset allocation and reinsurance problem under enhanced dynamic contagion processes
asset allocationdynamic programmingenhanced dynamic contagion processiterative schemereinsuranceCo-doped zinc oxide nanoparticles embedded in Polyvinylalcohol Hydrogel as solar light derived photocatalyst disinfection and removal of coloured pollutants
ZnO nanoparticlePolyvinyl alcoholPhotocatalystSolar lightDye degradationDisinfectionMagnetic, Electronic, and Optical Studies of Gd-Doped WO3: A First Principle Study
Gd-dopedWO3first-principle studyantiferromagneticbandgap tuningSynthesis, In Vitro Biological Evaluation and In Silico Molecular Docking Studies of Indole Based Thiadiazole Derivatives as Dual Inhibitor of Acetylcholinesterase and Butyrylchloinesterase
indolethiadiazole analogsSARAchE and BuChE inhibitorsmolecular docking
