Research on the Pricing of Global Drought Catastrophe Bonds von Deng, Chushi, Li, Li, Liu, Shiqiang, Deng, Guoqu

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Estimates for the Finite-Time Ruin Probability of a Time-Dependent Risk Model with a Brownian Perturbation von Wang, Kaiyong, Mao, Yanzhu, Cui, Yongfang

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The Pareto-Optimal Stop-Loss Reinsurance von You, Haiyan, Zhou, Xiaoqing

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The New Fertility Policy and the Actuarial Balance of China Urban Employee Basic Endowment Insurance Fund Based on Stochastic Mortality Model von Guo, Xiaojing, Lv, Huijuan, Zhang, Xinzhu, Xie, Yuantao

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A Hybrid Forecasting Model for Nonstationary and Nonlinear Time Series in the Stochastic Process of CO2 Emission Trading Price Fluctuation von Chu, Wenjun, Chen, Xi, Du, Mo, Chai, Shanglei

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Robust Time-Consistent Portfolio Selection for an Investor under CEV Model with Inflation Influence von Yang, Peng

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Threshold Estimation for a Spectrally Negative Lévy Process von You, Honglong, Yin, Chuancun

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A Fourier-Cosine Method for Pricing Discretely Monitored Barrier Options under Stochastic Volatility and Double Exponential Jump von Huang, Shoude, Guo, Xunxiang

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Option Pricing under Double Stochastic Volatility Model with Stochastic Interest Rates and Double Exponential Jumps with Stochastic Intensity von Chang, Ying, Wang, Yiming

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The Delayed Doubly Stochastic Linear Quadratic Optimal Control Problem von Chen, Yan, Xu, Jie

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A Lévy Risk Model with Ratcheting Dividend Strategy and Historic High-Related Stopping von Zhang, Aili, Liu, Zhang

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Some Properties of Bifractional Bessel Processes Driven by Bifractional Brownian Motion von Sun, Xichao, Li, Ming, Guo, Rui

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Optimal Investment of DC Pension Plan under Incentive Schemes and Loss Aversion von Gong, Yeyang, Wei, Siyuan, Lv, Wenxin, Dong, Yinghui

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Optimal Strategies for an Ambiguity-Averse Insurer under a Jump-Diffusion Model and Defaultable Risk von Ou, Hui, Huang, Ya, Deng, Yingchun, Li, Man

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European Spread Option Pricing with the Floating Interest Rate for Uncertain Financial Market von Zhang, Lidong, Meng, Xiangbo, Sun, Yanmei

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An Optimal Portfolio Problem of DC Pension with Input-Delay and Jump-Diffusion Process von Xu, Weixiang, Gao, Jinggui

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Optimal Time-Consistent Investment and Reinsurance Strategy Under Time Delay and Risk Dependent Model von Li, Sheng, He, Yong

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A Reinsurance and Investment Game between Two Insurers under the CEV Model von Cao, Ming, Li, Ziye, Cheng, Shuo, Zhang, Gongliang

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Egoroff’s Theorem and Lusin’s Theorem for Capacities in the Framework of g-Expectation von Zong, Zhaojun, Tian, Xiaoxin, Hu, Feng

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Optimal Investment Policy for Insurers under the Constant Elasticity of Variance Model with a Correlated Random Risk Process von Liu, Xiaotao, Liu, Hailong

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