Shengjie Yue

Finance · 2015

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 13 citations into it
• Demography — 11 citations into it
• Management Science and Operations Research — 7 citations into it

Whom Shengjie Yue trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Xudong Zeng

Papers from Shengjie Yue's perspective

Ordered by how strongly the researchers Shengjie Yue trusts endorse each paper. Same corpus, a different order for every researcher.

1. Credit Risk: Modeling, Valuation And Hedging
2. Controlled Markov processes and viscosity solutions
3. A stochastic volatility model and optimal portfolio selection
4. Optimal non-proportional reinsurance control
5. Portfolio Selection in Stochastic Environments
6. Dynamic Noncooperative Game Theory
7. A Benchmark Approach to Quantitative Finance
8. A stochastic differential reinsurance game (Journal of Applied Probability)
9. Controlled diffusion processes
10. The Pricing of Options and Corporate Liabilities

Their papers

• Optimal reinsurance and investment problem for an insurer with counterparty risk (2015) — 54 citations