1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.OC2025
Equilibrium Mean-Variance Dividend Rate Strategies
Jingyi Cao, Dongchen Li, Virginia R. Young +1
This paper studies an optimal dividend problem for a company that aims to maximize the mean-variance (MV) objective of the accumulated discounted dividend payments up to its ruin t…
cs.CL2025
TaskCraft: Automated Generation of Agentic Tasks
Dingfeng Shi, Jingyi Cao, Qianben Chen +14
Agentic tasks, which require multi-step problem solving with autonomy, tool use, and adaptive reasoning, are becoming increasingly central to the advancement of NLP and AI. However…
q-fin.MF2024★ 1 cited
Optimal Insurance to Maximize Exponential Utility when Premium is Computed by a Convex Functional
Jingyi Cao, Dongchen Li, Virginia R. Young +1
We find the optimal indemnity to maximize the expected utility of terminal wealth of a buyer of insurance whose preferences are modeled by an exponential utility. The insurance pre…