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publications
Optimal Claim-Dependent Proportional Reinsurance Under a Self-Exciting Claim Model
Published in Journal of Optimization Theory and Applications, 2024
Recommended citation: Fan Wu, Yang Shen, Xin Zhang, & Kai Ding (2024). "Optimal Claim-Dependent Proportional Reinsurance Under a Self-Exciting Claim Model." Journal of Optimization Theory and Applications, 201(3), 1229-1255.
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Pricing Inflation-Indexed Swaps and Swaptions with Markov Regime-Switching Jump-Diffusion Models
Published in SSRN, 2025
Recommended citation: Kai Ding, Yang Shen, Jie Xiong, & Xin Zhang (2025). "Pricing Inflation-Indexed Swaps and Swaptions with Markov Regime-Switching Jump-Diffusion Models." SSRN, abstract 5235810. Under review.
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Linear Quadratic Mean-Field Stackelberg Differential Games with Regime Switching in Infinite Horizon
Published in Manuscript, 2025
Recommended citation: Kai Ding, Siyu Lv, Shuyuan Wan, & Xin Zhang (2025). "Linear Quadratic Mean-Field Stackelberg Differential Games with Regime Switching in Infinite Horizon." Manuscript.
Stochastic Maximum Principle for the Hawkes Jump-Diffusion Model and Its Applications
Published in Manuscript, 2025
Recommended citation: Kai Ding, Xun Li, Fan Wu, & Xin Zhang (2025). "Stochastic Maximum Principle for the Hawkes Jump-Diffusion Model and Its Applications." Manuscript.
Infinite horizon discounted LQ optimal control problems for mean-field switching diffusions
Published in Systems & Control Letters, 2025
Recommended citation: Kai Ding, Xun Li, Siyu Lv, & Zuo Quan Xu (2025). "Infinite horizon discounted LQ optimal control problems for mean-field switching diffusions." Systems & Control Letters, 204, Article 106212.
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Infinite Horizon Linear-Quadratic Leader-Follower Stochastic Differential Games for Regime Switching Diffusions
Published in Applied Mathematics & Optimization, 2025
Recommended citation: Kai Ding, Siyu Lv, Jie Xiong, & Xin Zhang (2025). "Infinite Horizon Linear-Quadratic Leader-Follower Stochastic Differential Games for Regime Switching Diffusions." Applied Mathematics & Optimization, 92(2), Article 25.
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An Infinite Horizon Sufficient Stochastic Maximum Principle for Regime-Switching Diffusions and Applications
Published in Journal of Optimization Theory and Applications, 2026
Recommended citation: Kai Ding, Xun Li, Siyu Lv, & Xin Zhang (2026). "An Infinite Horizon Sufficient Stochastic Maximum Principle for Regime-Switching Diffusions and Applications." Journal of Optimization Theory and Applications, 209(3), Article 69.
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Indefinite Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Poisson Jumps: Closed-Loop Representation of Open-Loop Optimal Controls
Published in arXiv, 2026
Recommended citation: Kai Ding, Jiaqiang Wen, Jie Xiong, & Xin Zhang (2026). "Indefinite Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Poisson Jumps: Closed-Loop Representation of Open-Loop Optimal Controls." arXiv preprint, arXiv:2605.13204.
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Closed-Loop Solvability of Infinite-Horizon Stochastic Linear-Quadratic Problems for Markov Regime-Switching Jump-Diffusion Systems
Published in arXiv, 2026
Recommended citation: Kai Ding, Fan Wu, Jie Xiong, & Xinyue Zhang (2026). "Closed-Loop Solvability of Infinite-Horizon Stochastic Linear-Quadratic Problems for Markov Regime-Switching Jump-Diffusion Systems." arXiv preprint, arXiv:2607.24004.
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Robust Bi-Objective Linear Quadratic Control with Regime Switching in Infinite Horizon
Published in Manuscript, 2026
Recommended citation: Kai Ding, Siyu Lv, Zhen Wu, & Jie Xiong (2026). "Robust Bi-Objective Linear Quadratic Control with Regime Switching in Infinite Horizon." Manuscript.
talks
Talk 1 on Relevant Topic in Your Field
Published:
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Conference Proceeding talk 3 on Relevant Topic in Your Field
Published:
This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.
teaching
Teaching experience 1
Undergraduate course, University 1, Department, 2014
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Teaching experience 2
Workshop, University 1, Department, 2015
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