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	OPTIMAL CONTROL ON INVESTMENT AND REINSURANCE STRATEGIES WITH DELAY AND COMMON SHOCK DEPENDENCE IN A JUMP-DIFFUSION FINANCIAL MARKET 期刊论文 Journal of Industrial and Management Optimization,2023, 卷号: 19, 期号: 4, 页码: 2855-2888 作者: Li, Sheng; Yuan, Wei; Chen, Peimin 收藏 \| 浏览/下载：13/0 \| 提交时间：2025/03/25 jump-diffusion process Mean-variance stochastic delay differential equation two-dimensional dependent claims viscosity solution
	N-Fold compound option pricing with technical risk under fractional jump-diffusion model 期刊论文 Optimization,2023, 卷号: 72, 期号: 3, 页码: 713-735 作者: Zhao, Pingping; Xiang, Kaili; Chen, Peimin 收藏 \| 浏览/下载：16/0 \| 提交时间：2025/03/25 fractional Brownian Motion jump-diffusion model N-fold compound option phase-specific characteristics technical risk
	Gambler's ruin problem in a Markov-modulated jump-diffusion risk model 期刊论文 Scandinavian Actuarial Journal,2022, 卷号: 2022, 期号: 8, 页码: 682-694 作者: Liu, Yuxuan; Jiang, Zhengjun; Qu, Yixin 收藏 \| 浏览/下载：20/0 \| 提交时间：2022/05/05 Banach contraction principle Markov-modulated jump-diffusion risk model q-scale function Two-sided ruin probability
	Optimal dividend policy when risk reserves follow a jump–diffusion process with a completely monotone jump density under Markov-regime switching 期刊论文 Insurance: Mathematics and Economics,2019, 卷号: 86, 页码: 1-7 作者: Jiang, Zhengjun 收藏 \| 浏览/下载：16/0 \| 提交时间：2022/02/15 Completely monotone jump density Fixed point theorem Markov-modulated jump–diffusion process Optimal dividend policy q-scale functions
	A theoretical model of jump diffusion-mean reversion: Constant proportion portfolio insurance strategy under the presence of transaction cost and stochastic floor 期刊论文 Business Process Management Journal,2017, 卷号: 23, 期号: 3, 页码: 537-554 作者: Chakrabarty, Anindya; Luo, Zongwei; Dubey, Rameshwar; Jiang, Shan 收藏 \| 浏览/下载：13/0 \| 提交时间：2021/11/25 CIR CPPI Jump diffusion model Monte Carlo simulation Portfolio insurance Stochastic process
	Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion 期刊论文 Stochastic Analysis and Applications,2016, 卷号: 34, 期号: 1, 页码: 75-95 作者: Jin, Peng; Rüdiger, Barbara; Trabelsi, Chiraz 收藏 \| 浏览/下载：16/0 \| 提交时间：2022/01/20 Affine process basic affine jump-diffusion exponential ergodicity Harris recurrence stochastic differential equation
	Optimal dividend policy when cash reserves follow a jump-diffusion process under Markov-regime switching 期刊论文 Journal of Applied Probability,2015, 卷号: 52, 期号: 1, 页码: 209-223 作者: Jiang, Zhengjun 收藏 \| 浏览/下载：20/0 \| 提交时间：2021/10/19 Jump-diffusion process Markov chain Optimal dividend policy Regime switching Stochastic control
	Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions 期刊论文 Mathematical and Computer Modelling,2013, 卷号: 57, 期号: 3-4, 页码: 570-583 作者: Wu, Jianglun; Yang, Wei 收藏 \| 浏览/下载：11/0 \| 提交时间：2023/05/30 Affine jump-diffusion processes Collateralised Debt Obligations (CDOs) Heavy tail dependence Intensity based model Lévy stable distributions
	Growth optimal portfolio in a market driven by a jump-diffusion-like process or a Lévy process 期刊论文 Annals of Economics and Finance,2000, 卷号: 1, 期号: 1, 页码: 101-116 作者: Yan, Jia'an; Zhang, Qiang; Zhang, Shuguang 收藏 \| 浏览/下载：9/0 \| 提交时间：2021/05/13 Growth optimal portfolio Jump-Diffusion Lévy process Martingale measure Numeraire port-folio Relative entropy