Chonghu Guan

According to our database, Chonghu Guan authored at least 5 papers between 2018 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Continuous-Time Markowitz's Mean-Variance Model Under Different Borrowing and Saving Rates.

Chonghu Guan, Xiaomin Shi, Zuo Quan Xu

J. Optim. Theory Appl., October, 2023

Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon.

Chonghu Guan, Zuo Quan Xu, Rui Zhou

Math. Oper. Res., February, 2023

2021

A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite Horizon.

Xiaoshan Chen, Chonghu Guan, Fahuai Yi

SIAM J. Control. Optim., 2021

2020

An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon.

Chonghu Guan, Xun Li, Wenxin Zhou

SIAM J. Financial Math., 2020

2018

A consumption-investment problem with constraints on minimum and maximum consumption rates.

Qinghua Ma, Fahuai Yi, Chonghu Guan

J. Comput. Appl. Math., 2018