| A general option pricing framework for affine fractionally integrated modelsAugustyniak, Maciej, Badescu, Alexandru, Bégin, Jean-François and Jayaraman, Sarath Kumar |
| A Marginal Indemnity Function Approach to Optimal Reinsurance under the Vajda ConditionBoonen, Tim and Jiang, Wenjun |
| Bilateral risk sharing in a comonotone market with rank-dependent utilitiesTim, Boonen and Jiang, Wenjun |
| Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton–Jacobi equationsQiu, Jinniao |
| Evaluating the tail risks of multivariate aggregate lossesJiang, Wenjun and Ren, Jiandong |
| Mean-variance insurance design with counterparty risk and incentive compatibilityBoonen, Tim and Jiang, Wenjun |
| Neumann problem for backward SPDEs with singular terminal conditions and application in constrained stochastic control under target zoneQiu, Jinniao, Elliott, Robert and Wei, Wenning |
| On k-diametral point configurations in Minkowski spacesBezdek, Karoly and Langi, Zsolt |
| On Non-negative Equity Guarantee Calculations with Macroeconomic Variables Related to House PricesBadescu, Alexandru, Quaye, Enoch and Tunaru, Radu |
| On the intrinsic volumes of intersections of congruent ballsBezdek, Karoly |
| On the mean‐field limit for the consensus‐based optimizationQiu, Jinniao and Huang, Hui |
| Optimal insurance for a prudent decision maker under heterogeneous beliefsMario, Ghossoub, Jiang, Wenjun and Ren, Jiandong |
| Pareto-optimal insurance under heterogeneous beliefs and incentive compatibilityJiang, Wenjun |
| Pareto-optimal reinsurance under individual risk constraintsMario, Ghossoub, Jiang, Wenjun and Ren, Jiandong |
| Penalized Variable Selection with Broken Adaptive Ridge Regression for Semi-competing Risks DataMahmoudi, Fatemeh and Xuewen Lu |
| Pricing options under rough volatility with backward SPDEsQiu, Jinniao, Bayer, Christian and Yao, Yao |
| Revisiting the optimal insurance design under adverse selection: distortion risk measures and tail-risk overestimationLiang, Zhihang, Zou, Jushen and Jiang, Wenjun |
| Robust and efficient estimation for nonlinear model based on composite quantile regression with missing covariatesZhao, Qiang, Zhang, Chao, Wu, Jingjing and Wang, Xiuli |
| Robust and efficient estimation of GARCH models based on Hellinger distanceZhao, Qiang, Chen, Liang and Wu, Jingjing |
| Zero-inertia limit: from particle swarm optimization to consensus-based optimizationQiu, Jinniao, Cipriani, Cristina and Huang, Hui |