Optimal excess-of-loss reinsurance under borrowing constraints. - Shangzhen Luo; Michael Taksar (Risk Decis. Anal., 2010)

On proportional reinsurance with a linear transaction rate. - Shangzhen Luo (Risk Decis. Anal., 2012)

Stochastic Brownian Game of Absolute Dominance. - Shangzhen Luo (J. Appl. Probab., 2014)

Maximizing a robust goal-reaching probability with penalization on ambiguity. - Shangzhen Luo; Mingming Wang; Wei Zhu (J. Comput. Appl. Math., 2019)

Stochastic differential reinsurance games in diffusion approximation models. - Shangzhen Luo; Mingming Wang; Wei Zhu (J. Comput. Appl. Math., 2021)

Time-inconsistent life-cycle consumption and retirement choice with mortality risk. - Shangzhen Luo; Mingming Wang; Wei Zhu (Appl. Math. Comput., 2022)