Thai Nguyen

Thai Nguyen

Université Laval - Québec / Canada
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 6046890
Laval University
person_outline Thai Nguyen's MOST POPULAR ARTICLES
1-) Optimal investment under VaR-regulation and minimum insuranceA Chen, T Nguyen, M StadjeInsurance: Mathematics and Economics 79, 194-209, 2018472018
2-) Constrained non-concave utility maximization: An application to life insurance contracts with guaranteesA Chen, P Hieber, T NguyenEuropean Journal of Operational Research 273 (3), 1119-1135, 2019462019
3-) Nonconcave optimal investment with value-at-risk constraint: An application to life insurance contractsT Nguyen, M StadjeSIAM journal on control and optimization 58 (2), 895-936, 2020242020
4-) Optimal collective investment: The impact of sharing rules, management fees and guaranteesA Chen, T Nguyen, M RachJournal of Banking and Finance 123, 2021232021
5-) Approximate hedging problem with transaction costs in stochastic volatility marketsTH Nguyen, S PergamenshchikovMathematical Finance 27 (3), 832-865, 201720*2017