畑宏明, 安田和弘. Policy improvement algorithm for an optimal consumption and investment problem under a certain nonlinear stochastic factor model. ICIAM2023 SPRINGER SERIES ``Recent Developments in Stochastic Numerics and Computational Finance". 2024
畑宏明, 安田和弘. Expected power utility maximization of insurers. Asia-Pacific Financial Markets. 2024. 31. 3. 543-577
畑宏明. A long-term optimal consumption and investment problem with partial information. Mathematical Control and Related Fields. 2024. 14. 3. 867-895
畑宏明, 安田和弘. Expected power utility maximization with delay for insurers under the 4/2 stochastic volatility model. Mathematical Control & Related Fields. 2024. 14. 1. 16-50
Expected exponential utility maximization problem with a nonlinear factor model and its policy improvement algorithm
(Korea-Japan Mathematical Finance Conference 2024)
Optimal investment and reinsurance of insurers with a nonlinear stochastic factor model
(Korea-Japan Mathematical Finance Conference 2024)
Policy improvement algorithm for an optimal consumption and investment problem under general stochastic factor models
(The 8th Asian Quantitative Finance Conference 2024)