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	OPTIMAL CONTROL ON INVESTMENT AND REINSURANCE STRATEGIES WITH DELAY AND COMMON SHOCK DEPENDENCE IN A JUMP-DIFFUSION FINANCIAL MARKET 期刊论文 Journal of Industrial and Management Optimization,2023, 卷号: 19, 期号: 4, 页码: 2855-2888 作者: Li, Sheng; Yuan, Wei 收藏 \| 浏览/下载：39/0 \| 提交时间：2025/03/25 jump-diffusion process Mean-variance stochastic delay differential equation two-dimensional dependent claims viscosity solution
	Conditional generalized estimating equations of mean-variance-correlation for clustered data 期刊论文 Computational Statistics and Data Analysis,2022, 卷号: 168 作者: Luo, Renwen; Pan, Jianxin 收藏 \| 浏览/下载：32/0 \| 提交时间：2022/03/07 Clustered data Estimator efficiency Generalised estimating equation Mean-variance-correlation models
	Robust state-dependent mean–variance portfolio selection: a closed-loop approach 期刊论文 Finance and Stochastics,2021, 卷号: 25, 期号: 3, 页码: 529-561 作者: Han, Bingyan; Pun, Chi Seng; Wong, Hoi Ying 收藏 \| 浏览/下载：25/0 \| 提交时间：2021/10/19 Closed-loop control Model uncertainty Robust mean–variance portfolio selection State-dependence Time-inconsistency