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Chonghu Guan

Observed name: Guan, Chonghu
Institution: Jiaying University
ORCID: 0000-0001-6755-3775
Observed ORCID: 0000-0001-6755-3775
OpenAlex ID: A5090510275
A stochastic control problem and related free boundaries in finance
2017 · Chonghu Guan, Xun Li, et al. · Mathematical Control and Related Fields · 14
Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon
2022 · Chonghu Guan, Zuo Quan Xu, et al. · Mathematics of Operations Research · 12
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A consumption–investment problem with constraints on minimum and maximum consumption rates
2018 · Qinghua Ma, Fahuai Yi, et al. · Journal of Computational and Applied Mathematics · 12
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Optimal Ratcheting of Dividend Payout Under Brownian Motion Surplus
2024 · Chonghu Guan, Zuo Quan Xu · SIAM Journal on Control and Optimization · 10
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A consumption-investment model with state-dependent lower bound constraint on consumption
2022 · Chonghu Guan, Zuo Quan Xu, et al. · Journal of Mathematical Analysis and Applications · 10
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A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite Horizon
2021 · Xiaoshan Chen, Chonghu Guan, et al. · SIAM Journal on Control and Optimization · 7
A fully nonlinear free boundary problem arising from optimal dividend and risk control model
2019 · Chonghu Guan, Fahuai Yi, et al. · Mathematical Control and Related Fields · 7
A free boundary problem arising from a stochastic optimal control model under controllable risk
2016 · Chonghu Guan, Fahuai Yi · Journal of Differential Equations · 7
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Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain
2018 · Chonghu Guan, Fahuai Yi, et al. · Journal of Differential Equations · 4
On a free boundary problem for an optimal investment problem with different interest rates
2020 · Chonghu Guan · Communications in Mathematical Sciences · 3
A Free Boundary Problem Arising from a Stochastic Optimal Control Model with Bounded Dividend Rate
2014 · Chonghu Guan, Fahuai Yi · Stochastic Analysis and Applications · 3
Optimal Dividend Payout with Path-dependent Drawdown Constraint
2026 · Chonghu Guan, Jiacheng Fan, et al. · Applied Mathematics & Optimization · 2
Continuous-Time Markowitz’s Mean-Variance Model Under Different Borrowing and Saving Rates
2023 · Chonghu Guan, Xiaomin Shi, et al. · Journal of Optimization Theory and Applications · 2
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Finite Horizon Optimal Dividend and Reinsurance Problem Driven by a Jump-Diffusion Process with Controlled Jumps
2023 · Chonghu Guan · Applied Mathematics & Optimization · 2
The free boundary problem of American butterfly option
2013 · Chonghu Guan, Fahuai Yi · Mathematical Methods in the Applied Sciences · 2
Finite horizon optimal dividend and capital injection problem driven by a jump-diffusion process
2025 · Xiaoru Han, Yuanjun Cen, et al. · Communications in Nonlinear Science and Numerical Simulation · 1
Optimal dividend payout problem under both diffusion risk and Poisson risk in finite horizon
2024 · Chonghu Guan, Xiaoshan Chen, et al. · Mathematical Control and Related Fields · 1
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A free boundary problem arising from a multi-state regime-switching stock trading model
2022 · Chonghu Guan, Jing Peng, et al. · Journal of Differential Equations · 1
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An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon
2020 · Chonghu Guan, Xun Li, et al. · SIAM Journal on Financial Mathematics · 1
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Reproducibility archive for From Stochastic Stability of Background Errors to Adaptive Covariance-Amplitude Estimation in Data Assimilation
2026 · Li, Chunhong, Liu, Sanxing, et al. · Zenodo (CERN European Organization for Nuclear Research)
Dividend ratcheting and capital injection under the Cramér-Lundberg model: Strong solution and optimal strategy
2026 · Guan, Chonghu, Xu, Zuo Quan · arXiv (Cornell University)
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Optimal Consumption-Investment for General Utility with a Drawdown Constraint over a Finite-Time Horizon
2025 · Guan, Chonghu, Gu, Xinfeng, et al. · arXiv (Cornell University)
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Free boundary problem for an optimal investment problem with a borrowing constraint
2021 · Chonghu Guan, Xun Li, et al. · Journal of Industrial and Management Optimization
A fully nonlinear free boundary problem for minimizing the ruin probability
2020 · Chonghu Guan · Nonlinear Analysis
A free boundary problem in variational inequality with gradient constraint
2018 · Chonghu Guan, Jing Chen · Huadong Shifan Daxue xuebao. Ziran kexue ban
Works count: 25
Citation count: 101
H-index: 7
I10-index: 5
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