Activities per year
Activities
Search results
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Optimal dividend and capital injection control for a killed jump–diffusion process with two–sided jumps
Ran Xu (Speaker)
28 Jun 2024Activity: Talk or presentation › Invited talk
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Optimal dividend and capital injection control for a killed jump–diffusion process with two–sided jumps
Ran Xu (Speaker)
28 Jun 2024Activity: Talk or presentation › Invited talk
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Optimal dividend strategy under Parisian ruin with affine penalty
Ran Xu (Speaker)
16 Dec 2021Activity: Talk or presentation › Invited talk
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Optimal dividend strategy under Parisian ruin with affine penalty
Ran Xu (Speaker)
12 Dec 2021Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Optimal ratcheting dividend with capital injection
Ran Xu (Speaker)
9 Apr 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Optimal ratcheting of dividends with capital injection
Ran Xu (Speaker)
16 Nov 2024Activity: Talk or presentation › Invited talk
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Optimal ratcheting of dividend with capital injection
Ran Xu (Speaker)
18 Apr 2023Activity: Talk or presentation › Invited talk
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Optimal ratcheting of dividend with capital injection
Ran Xu (Speaker)
27 Jun 2024Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Optimal ratcheting of dividend with capital injection
Ran Xu (Speaker)
11 Aug 2023 → 12 Aug 2023Activity: Talk or presentation › Invited talk
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Optimal singular dividend control with capital injection and affine penalty payment at ruin
Ran Xu (Speaker)
3 Jul 2023 → 8 Jul 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Optimal singular dividend control with capital injection and affine penalty payment at ruin
Ran Xu (Speaker)
26 Aug 2022Activity: Talk or presentation › Invited talk
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Optimal singular dividend control with capital injection and affine penalty payment at ruin
Ran Xu (Speaker)
13 Mar 2023Activity: Talk or presentation › Invited talk
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Optimal singular dividend control with capital injection and affine penalty payment at ruin
Ran Xu (Speaker)
22 Sept 2022Activity: Talk or presentation › Invited talk
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Option Pricing under Markov Regime Switching Economy- a Practical Study
David Liu (Speaker)
12 Nov 2022Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Option pricing using deep convolutional neural networks enhanced by technical indicators.
David Liu (Speaker)
2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Organizing IFoA Accreditation Signing Ceremony
Xiaojun Zhu (Organiser) & Zhehao Zhang (Organiser)
17 May 2023Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …
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Powder Technology (Journal)
David Liu (Reviewer)
2016Activity: Peer-review and editorial work of publications › Publication Peer-review
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Powder Technology (Journal)
David Liu (Reviewer)
2018Activity: Peer-review and editorial work of publications › Publication Peer-review
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Precise Asymptotic of Ewens-Pitman Sampling model
Youzhou Zhou (Speaker)
12 Apr 2024 → 14 Apr 2024Activity: Talk or presentation › Invited talk
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Precise Estimates for the ruin probability with Dependent Insurance and Financial risks
Jiajun Liu (Speaker)
3 Jul 2017 → 7 Jul 2017Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Predicting the Realized Volatility of Bitcoin Using GARCH Types Models
Long Bai (Supervisor)
Jun 2023 → Jan 2024Activity: Supervision › Master Dissertation Supervision
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Prediction of Derivative Features Based on Machine Learning
Conghua Wen (Supervisor), Linglong Yuan (Co-supervisor) & Yi Hong (Supervisor)
1 Jan 2023 → 30 Dec 2026Activity: Supervision › PhD Supervision
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Pricing fair premium for the loss from MBS in a CDO under a reduced form framework with regime switching
Long Bai (Organiser)
21 Dec 2022Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …
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Probability in the Engineering and Informational Sciences (Journal)
Ran Xu (Reviewer)
21 Nov 2022Activity: Peer-review and editorial work of publications › Publication Peer-review
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Probability in the Engineering and Informational Sciences (Journal)
Ran Xu (Reviewer)
4 Jan 2022Activity: Peer-review and editorial work of publications › Publication Peer-review
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Quality Technology and Quantitative Management (Journal)
Xiaojun Zhu (Reviewer)
2021 → …Activity: Peer-review and editorial work of publications › Editorial work
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Quantative analysis on the core competitiveness of insurance companies-a digial perspective
Zhehao Zhang (Supervisor)
1 Jul 2024 → 31 Aug 2024Activity: Supervision › Completed SURF Project
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Quantinar: A Blockchain p2p Ecosystem for Scientific Research
Long Bai (Chair)
5 Nov 2024Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …
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Quantitative Analysis on the Behavior of Financial Analysts
Zhehao Zhang (Supervisor), Xiaojun Zhu (Co-supervisor) & Zhiying Huang (Co-supervisor)
1 Jun 2023 → 31 Aug 2023Activity: Supervision › Completed SURF Project
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Queueing Systems (Journal)
Long Bai (Reviewer)
Feb 2023 → May 2023Activity: Peer-review and editorial work of publications › Publication Peer-review
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Random Walk and Martingales
Youzhou Zhou (Supervisor)
1 Jun 2023 → 31 Aug 2023Activity: Supervision › Completed SURF Project
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Recent advances on reliability, statistical reliability and survival analysis
Xiaojun Zhu (Organiser), Zhehao Zhang (Organiser) & Mu He (Organiser)
4 Nov 2023 → 5 Nov 2023Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …
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Reinforcement Learning in Portfolio Management: A Comparative Study of DDPG and PPO
Arodh Lal Karn (Supervisor)
Aug 2024Activity: Supervision › Completed SURF Project
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Relative asset valuation: A global perspective
Yi Hong (Speaker)
20 Oct 2023 → 22 Oct 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Relative Asset Valuation: A Global Perspective
Yi Hong (Speaker)
20 Oct 2023 → 22 Oct 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Reliability Analysis of Repairable System: Discrete Time Approach
Cihangir Kan (Supervisor)
1 Jun 2021 → 31 Aug 2021Activity: Supervision › Completed SURF Project
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Reliability analysis of specific coherent systems
Cihangir Kan (Supervisor)
1 Jun 2017 → 30 Aug 2017Activity: Supervision › Completed SURF Project
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Reliability Engineering and System Safety (Journal)
Xiaojun Zhu (Reviewer)
2017 → …Activity: Peer-review and editorial work of publications › Editorial work
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Reliability evaluation of discrete time consecutive-k systems
Cihangir Kan (Speaker)
1 Jun 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Reliablity of Financial System Modelling
Zhehao Zhang (Supervisor), Xiaojun Zhu (Co-supervisor) & Zhiying Huang (Co-supervisor)
1 Jul 2024 → 31 Aug 2024Activity: Supervision › Completed SURF Project
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Research on Actuarial Models under Stochastic Interest Rate
Xin Xu (Supervisor)
2023 → …Activity: Supervision › Master Dissertation Supervision
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Research on China's Corporate Bonds and Applications for Asset-Liability Management (ALM)
Yi Hong (Supervisor) & Linglong Yuan (Co-supervisor)
1 Mar 2022 → 28 Feb 2026Activity: Supervision › PhD Supervision
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Research on Credit Risk Assessment Method Based on Deep Learning
Conghua Wen (Supervisor), Linglong Yuan (Co-supervisor) & Qiang Niu (Co-supervisor)
1 Jan 2022 → 30 Dec 2025Activity: Supervision › PhD Supervision
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Research on European Option Pricing and Implied Volatility under the Bates Model
Yi Hong (Supervisor)
1 Jun 2023 → 31 Dec 2023Activity: Supervision › Master Dissertation Supervision
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Research on Exchange Rate Forecasting Based on ARIMA and Machine Learning
Xin Xu (Supervisor)
2023 → …Activity: Supervision › Master Dissertation Supervision
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Research on individual stock trend prediction based on point efficiency theory
Conghua Wen (Supervisor)
1 Sept 2023 → 30 Apr 2024Activity: Supervision › Master Dissertation Supervision
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Research on Machine Learning-Based Bond Default Risk Prediction
David Liu (Supervisor)
Jan 2024Activity: Supervision › Master Dissertation Supervision
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Research on Term Structure of Dynamic Yield Curves and Applications in China's Bond Markets
Yi Hong (Supervisor) & Linglong Yuan (Co-supervisor)
1 Dec 2023 → 30 Nov 2026Activity: Supervision › PhD Supervision