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> Professor Sheung Chi Phillip YAM
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,
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ORCiD
0000-0002-4380-0919
中大研究成果
1/2
Concave Distortion Risk Minimizing Reinsurance Design under Adverse Selection
(
2020
)
Evolutionary Credibility Risk Premium
(
2020
)
Mean Field Games with Parametrized Followers
(
2020
)
Mean-Field-Type Games with Jump and Regime Switching
(
2020
)
A paradox in time-consistency in the mean-variance problem?
(
2019
)
Feedback Stackelberg-Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising
(
2019
)
Mean-risk Portfolio Management with Bankruptcy Prohibition
(
2019
)
On Additivity of Tail Comonotonic Risks
(
2019
)
Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates
(
2019
)
Reinsurance Contract Design with Adverse Selection
(
2019
)
Risk-adjusted Bowley reinsurance under distorted probabilities
(
2019
)
A probabilistic proof for Fourier inversion formula
(
2018
)
Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities
(
2018
)
Control Problem on Space of Random Variables and Master Equation
(
2018
)
Enlargement of Filtration on Poisson Space: a Malliavin Calculus Approach
(
2018
)
Parabolic Equations with Quadratic Growth in R^n
(
2018
)
Probabilistic Solutions for a Class of Deterministic Optimal Allocation Problems
(
2018
)
A class of nonzero-sum investment and reinsurance games subject to systematic risks
(
2017
)
Discrete-Time Mean Field Partially Observable Controlled Systems Subject to Common Noise
(
2017
)
Estimation of a Monotone Density in S-sample Biased Sampling Models
(
2017
)
Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays
(
2017
)
On the interpretation of the Master Equation
(
2017
)
Optimal Liquidation of Child Limit Orders
(
2017
)
Utility-Deviation-Risk Portfolio Selection
(
2017
)
Callable Stock Loans Recent Advances in Financial Engineering 2014
(
2016
)
Globally efficient non-parametric inference of average treatment effects by empirical balancing calibration weighting
(
2016
)
Linear-Quadratic Mean Field Games
(
2016
)
Mean Field Games with a Dominating Player
(
2016
)
NonLocal Boundary Value Problems of a Stochastic Variational Inequality Modeling an Elasto-Plastic Oscillator Excited by a Filtered Noise
(
2016
)
Optimal asset allocation: Risk and information uncertainty
(
2016
)
An Analytical Approach for the Growth Rate of the Variance of the Deformation Related to an Elasto-Plastic Oscillator Excited by a White Noise
(
2015
)
Convex ordering for insurance preferences
(
2015
)
DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE
(
2015
)
Fourier-cosine method for Gerber-Shiu functions
(
2015
)
Fourier-cosine method for ruin probabilities
(
2015
)
Higher-Order, Polar and Sz.-Nagy's Generalized Derivatives of Random Polynomials with Independent and Identically Distributed Zeros on the Unit Circle
(
2015
)
Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays
(
2015
)
MEAN FIELD STACKELBERG GAMES: AGGREGATION OF DELAYED INSTRUCTIONS
(
2015
)
The Master equation in mean field theory
(
2015
)
The optimal insurance under disappointment theories
(
2015
)
Well-posedness of mean-field type forward-backward stochastic differential equations
(
2015
)
Well-posedness of Mean-field Type Forward–backward Stochastic Differential Equations
(
2015
)
Well-posedness of Mean-field Type Forward–backward Stochastic Differential Equations
(
2015
)
A class of non-zero-sum stochastic differential investment and reinsurance games
(
2014
)
Approximate solutions of a stochastic variational inequality modeling an Elasto-Plastic problem with noise
(
2014
)
A test for the equality of multiple sharpe ratios
(
2014
)
Borch's Theorem from the perspective of comonotonicity
(
2014
)
Calendar Effects and Real Estate Securities
(
2014
)
CAN WE BEAT THE "BUY-AND-HOLD" STRATEGY? ANALYSIS ON EUROPEAN AND AMERICAN SECURITIZED REAL ESTATE INDICES
(
2014
)
Critical Points of Random Finite Blaschke Products with Independent and Identically Distributed Zeros.Complex Analysis and Potential Theory with ApplicationsThe 9th ISAAC Congress (International Society for Analysis, its Application and Computation)was held on 5-9th August 2013, in Krakow, Poland
(
2014
)
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