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Fan, Kun

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Author ID: fan.kun Recent zbMATH articles by "Fan, Kun"
Published as: Fan, Kun
Documents Indexed: 14 Publications since 2013

Publications by Year

Citations contained in zbMATH

7 Publications have been cited 21 times in 20 Documents Cited by Year
Pricing annuity guarantees under a double regime-switching model. Zbl 1318.91111
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming
10
2015
Pricing dynamic fund protection under hidden Markov models. Zbl 07067564
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming
3
2018
An FFT approach for option pricing under a regime-switching stochastic interest rate model. Zbl 1369.91178
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming
3
2017
Optimal risk and dividend control of an insurance company with exponential premium principle and liquidation value. Zbl 1367.91085
Cheng, Gongpin; Wang, Rongming; Fan, Kun
2
2016
Pricing options under two-factor Markov-modulated stochastic volatility models. Zbl 1324.91056
Fan, Kun
1
2014
An effective modified binary particle swarm optimization (mBPSO) algorithm for multi-objective resource allocation problem (MORAP). Zbl 1329.90128
Fan, Kun; You, Weijia; Li, Yuanyuan
1
2013
An FFT approach to price guaranteed minimum death benefit in variable annuities under a regime-switching model. Zbl 1299.91044
Fan, Kun
1
2013
Pricing dynamic fund protection under hidden Markov models. Zbl 07067564
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming
3
2018
An FFT approach for option pricing under a regime-switching stochastic interest rate model. Zbl 1369.91178
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming
3
2017
Optimal risk and dividend control of an insurance company with exponential premium principle and liquidation value. Zbl 1367.91085
Cheng, Gongpin; Wang, Rongming; Fan, Kun
2
2016
Pricing annuity guarantees under a double regime-switching model. Zbl 1318.91111
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming
10
2015
Pricing options under two-factor Markov-modulated stochastic volatility models. Zbl 1324.91056
Fan, Kun
1
2014
An effective modified binary particle swarm optimization (mBPSO) algorithm for multi-objective resource allocation problem (MORAP). Zbl 1329.90128
Fan, Kun; You, Weijia; Li, Yuanyuan
1
2013
An FFT approach to price guaranteed minimum death benefit in variable annuities under a regime-switching model. Zbl 1299.91044
Fan, Kun
1
2013

Citations by Year