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	OPTIMAL CONTROL ON INVESTMENT AND REINSURANCE STRATEGIES WITH DELAY AND COMMON SHOCK DEPENDENCE IN A JUMP-DIFFUSION FINANCIAL MARKET Journal article Journal of Industrial and Management Optimization,2023, volume: 19, issue: 4, pages: 2855-2888 Authors: Li, Sheng; Yuan, Wei; Chen, Peimin Favorite \| View/Download：4/0 \| Submit date：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 Journal article Computational Statistics and Data Analysis,2022, volume: 168 Authors: Luo, Renwen; Pan, Jianxin Favorite \| View/Download：11/0 \| Submit date：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 Journal article Finance and Stochastics,2021, volume: 25, issue: 3, pages: 529-561 Authors: Han, Bingyan; Pun, Chi Seng; Wong, Hoi Ying Favorite \| View/Download：4/0 \| Submit date：2021/10/19 Closed-loop control Model uncertainty Robust mean–variance portfolio selection State-dependence Time-inconsistency