畑 宏明, 孫 立憲. Optimal investment and reinsurance of insurers with lognormal stochastic factor model. Mathematical Control & Related Fields. 2022. 12. 2. 531-531
畑宏明, 安田和弘. Numerical study for expected power utility maximization of insurers. Proceedings of the 53th ISCIE International Symposium on Stochastic Systems Theory and Its Applications (electronic proceedings). 2022
畑 宏明, 劉 念麟, 安田 和弘. Expressions of forward starting option price in Hull-White stochastic volatility model. Decisions in Economics and Finance. 2021
Expected power utility maximization with delay for insurers under 4/2 stochastic volatility model
(関西大学確率論研究会 2021)
Numerical study for expected power utility maximization of insurers
(The 53rd ISCIE International Symposium on Stochastic Systems Theory and Its Applications 2021)
Expected power utility maximization with delay for insurers under 4/2 stochastic volatility model
(日本応用数理学会2021年度年会 2021)
Expected power utility maximization of insurers
(東京確率論セミナー 2021)
Expected power utility maximization of insurers
(金融研究会 2020)