Kun Fan

Pricing annuity guarantees under a double regime-switching model

Kun Fan, Yang Shen, Tak Kuen Siu et al. · Insurance Mathematics and Economics · 2015 · 45 citations

Business, Economics, Finance +12

Robust reinsurance and investment strategies under principal–agent framework

Ning Wang, Tak Kuen Siu, Kun Fan · Annals of Operations Research · 2022 · 26 citations

Business, Finance, Risk Management +16

Portfolio selection with parameter uncertainty under <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e20" altimg="si2.svg"><mml:mi>α</mml:mi></mml:math> maxmin mean–variance criterion

Xingying Yu, Yang Shen, Xiang Li et al. · Operations Research Letters · 2020 · 12 citations

Business, Finance, Financial Management +16