Zobrazeno 1 - 10
of 94
pro vyhledávání: '"Weiyin Fei"'
Publikováno v:
Systems Science & Control Engineering, Vol 12, Iss 1 (2024)
Global warming, as the main feature of the climate problem, is gradually coming into our field of vision. Under this background, Poisson jump is applied to describe the arrival of natural disasters caused by global warming. Households and firms can d
Externí odkaz:
https://doaj.org/article/a80143e77e224cad81493519a0626bef
Publikováno v:
Systems Science & Control Engineering, Vol 11, Iss 1 (2023)
In this paper, we investigate an optimal investment strategy for defined-contribution (DC) pension plan under hybrid stochastic volatility (Heston–Hull–White) model, taking account of the inflation risk and the stochastic salary. The fund wealth
Externí odkaz:
https://doaj.org/article/2b727320590b4f9b93706fc7c55e5596
Publikováno v:
Systems Science & Control Engineering, Vol 8, Iss 1, Pp 618-627 (2020)
This paper is concerned with a class of stochastic set differential equations (SSDEs) driven by a fractional Brownian motion (fBm) with the Lipschitzian condition. The solutions of SSDEs with an fBm are set-valued stochastic processes. We first provi
Externí odkaz:
https://doaj.org/article/c3fbe7676a874ec3b832cbe032cfff3d
Publikováno v:
Systems Science & Control Engineering, Vol 7, Iss 3, Pp 112-121 (2019)
This paper studies the problem of optimal consumption and portfolio with labour income under inflation. The purpose of investor is to maximize the expected utility of personal terminal real wealth. Firstly, the life cycle of the investor is divided i
Externí odkaz:
https://doaj.org/article/ead0010b690441e0b5c606830bffa4cf
Publikováno v:
Systems Science & Control Engineering, Vol 7, Iss 3, Pp 13-19 (2019)
In this paper, we study the optimal reinsurance and investment problem for a class of jump-diffusion model, where the diffusion term represents the additional claims (i.e. A-C case). The insurer can purchase proportional reinsurance while allowing sh
Externí odkaz:
https://doaj.org/article/712923d823df4f01bc03bdcd39e145f1
Properties of Solutions to Stochastic Set Differential Equations under Non-Lipschitzian Coefficients
Publikováno v:
Abstract and Applied Analysis, Vol 2014 (2014)
A class of stochastic set differential equations (SSDEs) with non-Lipschitzian coefficients is investigated. We first give the preliminaries on the stochastic set differential equations. Then the nonexplosion of solutions to the SSDEs is discussed. M
Externí odkaz:
https://doaj.org/article/4ca7aeff4c44489bb262cf71b564d975
Publikováno v:
Neurocomputing. 520:320-330
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::74feb28f9055b61611d4c2317bd36574
https://doi.org/10.1016/j.neucom.2022.10.065
https://doi.org/10.1016/j.neucom.2022.10.065
Publikováno v:
International Journal of Systems Science. 54:907-928
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::46fdef76758d53f5bd126baea1899ab4
https://doi.org/10.1080/00207721.2022.2152297
https://doi.org/10.1080/00207721.2022.2152297
Publikováno v:
International Journal of Robust and Nonlinear Control. 32:9957-9976
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d58482619a809364a7719843d8311d14
https://doi.org/10.1002/rnc.6384
https://doi.org/10.1002/rnc.6384
Publikováno v:
Journal of the Franklin Institute. 359:4366-4392
Based on the classical probability, the stability criteria for stochastic differential delay equations (SDDEs) where their coefficients are either linear or nonlinear but bounded by linear functions have been investigated intensively. Moreover, the d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8f28617a2bbfc6bc7780e6ee4c82db48
https://doi.org/10.1016/j.jfranklin.2022.03.027
https://doi.org/10.1016/j.jfranklin.2022.03.027