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Dive into the research topics where Zhenyu Cui is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Efficient pricing and Greeks estimation for variable annuities under a multivariate OUSV model
Chen, S., Cui, Z., Yang, Y. & Zhang, Z., Mar 2026, In: Insurance: Mathematics and Economics. 127, 103220.Research output: Contribution to journal › Article › peer-review
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Laguerre Series Expansion for Scale Functions and Its Applications in Risk Theory
Xie, J. Y., Cui, Z. Y. & Zhang, Z. M., Jan 2026, In: Acta Mathematicae Applicatae Sinica. 42, 1, p. 146-162 17 p.Research output: Contribution to journal › Article › peer-review
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Valuation of GLWB annuities with optional conversion to combo products providing LTC benefits
Chen, S., Cui, Z., Zhang, Z. & Zhong, W., 2026, In: Scandinavian Actuarial Journal. 2026, 3, p. 263-294 32 p.Research output: Contribution to journal › Article › peer-review
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A general valuation framework for rough stochastic local volatility models and applications
Yang, W., Ma, J. & Cui, Z., 1 Apr 2025, In: European Journal of Operational Research. 322, 1, p. 307-324 18 p.Research output: Contribution to journal › Article › peer-review
4 Scopus citations -
Approximating the Dynamic VaR Risk Measure in Ruin Theory
Cui, Z., Su, W. & Zhang, Z., Dec 2025, In: Methodology and Computing in Applied Probability. 27, 4, 99.Research output: Contribution to journal › Article › peer-review