Shangzhen Luo

According to our database1, Shangzhen Luo authored at least 6 papers between 2010 and 2022.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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PhD thesis 
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Links

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Bibliography

2022
Time-inconsistent life-cycle consumption and retirement choice with mortality risk.
Appl. Math. Comput., 2022

2021
Stochastic differential reinsurance games in diffusion approximation models.
J. Comput. Appl. Math., 2021

2019
Maximizing a robust goal-reaching probability with penalization on ambiguity.
J. Comput. Appl. Math., 2019

2014
Stochastic Brownian Game of Absolute Dominance.
J. Appl. Probab., 2014

2012
On proportional reinsurance with a linear transaction rate.
Risk Decis. Anal., 2012

2010
Optimal excess-of-loss reinsurance under borrowing constraints.
Risk Decis. Anal., 2010


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