Shangzhen Luo

Identifiers

• name variant Shangzhen Luo 0.60 · backfill

Papers (3)

1. Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process q-fin.PM · 2015 · author #2
2. Optimal Constrained Investment in the Cramer-Lundberg model q-fin.PM · 2011 · author #3
3. Minimal Cost of a Brownian Risk without Ruin math.OC · 2011 · author #1

Mentions

• 1502.02286 #2 · backfill · confidence 0.70 Shangzhen Luo
• 1112.4007 #3 · backfill · confidence 0.70 Shangzhen Luo
• 1112.4005 #1 · backfill · confidence 0.70 Shangzhen Luo

Frequent Coauthors

• Michael Taksar 2 shared papers
• Tatiana Belkina 2 shared papers
• Christian Hipp 1 shared papers