Jiguang Yuan

According to our database¹, Jiguang Yuan authored at least 3 papers between 2009 and 2024.

Collaborative distances:

Timeline

Book

In proceedings

Article

PhD thesis

Dataset

Other

2024

A Splitting Method for Band Control of Brownian Motion: With Application to Mutual Reserve Optimization.

[BibT_eX]

[DOI]

Oper. Res., 2024

2010

QVI characterization of contingent options in marine mutual insurance.

[BibT_eX]

[DOI]

Risk Decis. Anal., 2010

2009

Singular control and impulse control with application to mutual insurance optimization.

[BibT_eX]

[DOI]

Proceedings of the 48th IEEE Conference on Decision and Control, 2009