Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1
Chinese Journal of Engineering Mathematics
Other articles related with "F22":
  YANG Lu, ZHANG Chengke, ZHU Huainian, XU Meng
  Robust Asset-liability Investment Game with Time Delay under Partial Information
    Chinese Journal of Engineering Mathematics   2024 Vol.41 (3): 551-567 [Abstract] (36) [PDF 0 KB] (10)
  BAI Yuming, JIANG Yuxi
  Research on Bond Default Early Warning Model of Listed Companies in China Based on Feature Selection and Default Identification
    Chinese Journal of Engineering Mathematics   2024 Vol.41 (1): 67-87 [Abstract] (111) [PDF 322 KB] (166)
  WANG Rufeng, HOU Pengwen, ZHENG Wei
  Multi-channel Supply Chain Pricing Decisions Considering Heterogeneous Consumers
    Chinese Journal of Engineering Mathematics   2023 Vol.40 (4): 559-575 [Abstract] (64) [PDF 478 KB] (138)
  ZHANG Weiwei
  The Continuous Time Newsvendor with Return and Shortage Cost
    Chinese Journal of Engineering Mathematics   2023 Vol.40 (1): 83-96 [Abstract] (170) [PDF 242 KB] (187)
  LI Peng, NIU Zhikang, ZHONG Weizhou
  Temperature Modeling and Weather Derivative Pricing with Forward-looking Information---A Case Study of Zhengzhou
    Chinese Journal of Engineering Mathematics   2022 Vol.39 (3): 357-378 [Abstract] (127) [PDF 5466 KB] (185)
  WANG Yuwei, RONG Ximin, ZHAO Hui
  Optimal Reinsurance and Investment Strategies for Insurers with Ambiguity Aversion: Minimizing the Probability of Ruin
    Chinese Journal of Engineering Mathematics   2022 Vol.39 (1): 1-19 [Abstract] (50) [PDF 15913 KB] (61)
  SUN Jingyun, GUO Jingjun, ZHAO Yu
  Optimal Asset Allocation for a DC Pension Fund in the Market with Multiple Dependent Risky Assets
    Chinese Journal of Engineering Mathematics   2021 Vol.38 (6): 778-796 [Abstract] (92) [PDF 288 KB] (98)
  CHEN Jia-chen, RONG Xi-min, ZHAO Hui
  Optimal Investment Problem for DC Pension Plan with Return of Death and Accident Clauses
    Chinese Journal of Engineering Mathematics   2020 Vol.37 (6): 651-663 [Abstract] (187) [PDF 629 KB] (302)
  CHENG Jing
  Mathematical Model and Analysis of Residential Land Leasing for Non-center Districts in Shanghai
    Chinese Journal of Engineering Mathematics   2020 Vol.37 (4): 403-414 [Abstract] (516) [PDF 1037 KB] (247)
  FU Yong-bin, SUN Hai-lin
  Multi-product Newsvendor Problem with Constraints of Second Order Stochastic Dominance and Order Capability
    Chinese Journal of Engineering Mathematics   2020 Vol.37 (1): 1-15 [Abstract] (501) [PDF 236 KB] (421)
  WANG Li-yuan, CHEN Zhi-ping, LI Zong-xin
  Optimal Strategy with Multiple Risky Assets for DC Pension Plans under Inflation: a Market Completion Framework
    Chinese Journal of Engineering Mathematics   2019 Vol.36 (5): 557-577 [Abstract] (212) [PDF 215 KB] (299)
  ZHOU Rui, RONG Xi-min, ZHAO Hui
  Optimal Reinsurance and Investment Strategies under CIR Stochastic Interest Rate Model
    Chinese Journal of Engineering Mathematics   2018 Vol.35 (3): 245-257 [Abstract] (233) [PDF 579 KB] (417)
  LI Yu, FEI Wei-yin, LV Hui-ying
  Optimal Trading Strategy with Inflation under Partial Information
    Chinese Journal of Engineering Mathematics   2018 Vol.35 (2): 155-167 [Abstract] (148) [PDF 227 KB] (443)
  KONG Xiang-yu, RONG Xi-min
  A Game between Two Insurance Companies with Jump-diffusion Risk Model
    Chinese Journal of Engineering Mathematics   2018 Vol.35 (1): 1-15 [Abstract] (229) [PDF 1058 KB] (299)
  FEI Wei-yin, ZHU Tao-tao, FEI Chen
  Optimal Portfolio of Hedge Funds with High Water Marks under Knightian Uncertainty
    Chinese Journal of Engineering Mathematics   2015 Vol.32 (6): 823-834 [Abstract] (21) [PDF 246 KB] (2)
  LIANG Yong, FEI Wei-yin, YAO Yuan-hao, RUI Ya-yun
  Study on Optimal Portfolio for Defined Contribution Pension with Inflation and Knightian Uncertainty
    Chinese Journal of Engineering Mathematics   2015 Vol.32 (3): 337-347 [Abstract] (25) [PDF 183 KB] (9)

Copyright © Editorial office of Chinese Journal of Engineering Mathematics

Tel: (029)82667877　E-mail: jgsx@mail.xjtu.edu.cn