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	Banach contraction principle, q-scale function and ultimate ruin probability under a Markov-modulated classical risk model Journal article Scandinavian Actuarial Journal,2022, volume: 2022, issue: 3, pages: 234-243 Authors: Jiang, Zhengjun Favorite \| View/Download：12/0 \| Submit date：2021/10/19 Banach contraction principle Markov property Markov-modulated classical risk model q-scale function Ruin probability
	Gambler's ruin problem in a Markov-modulated jump-diffusion risk model Journal article Scandinavian Actuarial Journal,2022, volume: 2022, issue: 8, pages: 682-694 Authors: Liu, Yuxuan; Jiang, Zhengjun; Qu, Yixin Favorite \| View/Download：10/0 \| Submit date：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 Journal article Insurance: Mathematics and Economics,2019, volume: 86, pages: 1-7 Authors: Jiang, Zhengjun Favorite \| View/Download：7/0 \| Submit date：2022/02/15 Completely monotone jump density Fixed point theorem Markov-modulated jump–diffusion process Optimal dividend policy q-scale functions
	Volatility Modeling with Leverage Effect under Laplace Errors Journal article Journal of Time Series Econometrics,2017, volume: 10, issue: 1 Authors: Jiang, Zhengjun; Xia, Weixuan Favorite \| View/Download：11/0 \| Submit date：2022/02/15 Financial returns GARCH-type models Laplace distribution Leverage effect Volatility
	Optimal dividend policy when cash reserves follow a jump-diffusion process under Markov-regime switching Journal article Journal of Applied Probability,2015, volume: 52, issue: 1, pages: 209-223 Authors: Jiang, Zhengjun Favorite \| View/Download：6/0 \| Submit date：2021/10/19 Jump-diffusion process Markov chain Optimal dividend policy Regime switching Stochastic control
	Optimal dividend distribution under Markov regime switching Journal article Finance and Stochastics,2012, volume: 16, issue: 3, pages: 449-476 Authors: Jiang, Zhengjun; Pistorius, Martijn Favorite \| View/Download：7/0 \| Submit date：2021/10/19 Optimal dividend distribution Regime switching Stochastic control
	On perpetual American put valuation and first-passage in a regime-switching model with jumps Journal article Finance and Stochastics,2008, volume: 12, issue: 3, pages: 331-355 Authors: Jiang, Zhengjun; Pistorius, Martijn R. Favorite \| View/Download：6/0 \| Submit date：2022/02/15 American put option First-passage problem Matrix Wiener-Hopf factorization Phase-type Regime-switching