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The optimal investment problem with inflation and liquidity risk
期刊论文
Journal of Computational and Applied Mathematics,2024, 卷号: 438
作者:
Chen, Xinyue
;
Chen, Peimin
;
He, Yong
;
Wang, Xiaoyang
收藏
  |  
浏览/下载:14/0
  |  
提交时间:2024/03/12
HJB equation
Inflation
Labor supply flexibility
Liquidity risk
Optimal investment and consumption
Valuing new drug R&D project under economic fluctuation, technical risks and subjective uncertainty
期刊论文
Chaos, Solitons and Fractals,2023, 卷号: 172
作者:
Zhao, Pingping
;
Wang, Tong
;
Song, Aimin
;
Chen, Peimin
收藏
  |  
浏览/下载:16/0
  |  
提交时间:2025/03/25
Compound real option
Decision-maker's subjective judgment
Fractional Brownian motion
Fuzzy stochastic process
New drug R&D project
A new active-learning estimation method for the failure probability of structural reliability based on Kriging model and simple penalty function
期刊论文
Computer Methods in Applied Mechanics and Engineering,2023, 卷号: 410
作者:
Wang, Yanjin
;
Pan, Hao
;
Shi, Yina
;
Wang, Ruili
;
Wang, Pei
收藏
  |  
浏览/下载:15/0
  |  
提交时间:2023/09/11
Active learning method
Failure probability
Kriging model
Simple penalty function
Structural reliability analysis
An analytical solution for the robust investment-reinsurance strategy with general utilities
期刊论文
North American Journal of Economics and Finance,2022, 卷号: 63
作者:
He, Yong
;
Zhou, Xia
;
Chen, Peimin
;
Wang, Xiaoyang
收藏
  |  
浏览/下载:14/0
  |  
提交时间:2025/03/25
Ambiguity
General utility function
Hamilton–Jacobi–Bellman (HJB) equation
Homotopy analysis method
Taylor series expansion
N-Fold Compound Option Fuzzy Pricing Based on the Fractional Brownian Motion
期刊论文
International Journal of Fuzzy Systems,2022, 卷号: 24, 期号: 6, 页码: 2767-2782
作者:
Zhao, Pingping
;
Wang, Tong
;
Xiang, Kaili
;
Chen, Peimin
收藏
  |  
浏览/下载:12/0
  |  
提交时间:2025/03/25
Fractional Brownian motion
Fuzzy stochastic process
Mean value
N-fold compound option
Stochastic optimal control on impulse dividend model with stochastic returns
期刊论文
Optimization,2021, 卷号: 70, 期号: 11, 页码: 2401-2426
作者:
收藏
  |  
浏览/下载:14/0
  |  
提交时间:2025/03/25
impulse dividend model
quasi-variational inequalities
Stochastic optimal control
stochastic returns
Economic activity and financial markets: the case of air travel in COVID-19 pandemic
期刊论文
Economics Bulletin,2021, 卷号: 41, 期号: 3, 页码: 2116-2126
作者:
Wang, Xiaoyang
;
Chen, Peimin
;
Liu, Jianhe
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2025/03/25
The Medium-Term Impact of COVID-19 Lockdown on Referrals to Secondary Care Mental Health Services: A Controlled Interrupted Time Series Study
期刊论文
Frontiers in Psychiatry,2020, 卷号: 11
作者:
Chen, Shanquan
收藏
  |  
浏览/下载:16/0
  |  
提交时间:2022/01/18
comorbidity
controlled interrupted time series analysis
COVID-19/SARS-CoV-2 coronavirus pandemic
lockdown
secondary care mental health services
Decentralized Clustering by Finding Loose and Distributed Density Cores
期刊论文
Information Sciences,2018, 卷号: 433, 页码: 510-526
作者:
Chen, Yewang
;
Tang, Shengyu
;
Zhou, Lida
;
Wang, Cheng
;
Du, Jixiang
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2021/12/02
Density cores
False distances
False peaks
Local density peaks
Shape loss
Urine anti-PLA2R antibody is a novel biomarker of idiopathic membranous nephropathy
期刊论文
Oncotarget,2018, 卷号: 9, 期号: 1, 页码: 67-74
作者:
Wang, Yu
;
He, Yi Xin
;
Diao, Tian Tian
;
Wei, Shi Yao
;
Qi, Wen Rui
收藏
  |  
浏览/下载:14/0
  |  
提交时间:2021/10/19
Biomarker
Diagnosis
Idiopathic membranous nephropathy
Immune response
Immunity
Immunology and Microbiology Section
Proteinuria
Urine anti-PLA2R antibody