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Faculty of Science and Tech...
3
Research outside affiliated...
3
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JIANG Zhengjun
3
Chen Peimin
2
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Journal article
6
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2024
1
2021
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2019
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2015
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2012
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英语English
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SCIE
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ESCI
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Optimal dividend policy
3
Regime switching
2
Stochastic control
2
Capital injection
1
Completely monotone jump de...
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Diffusion models
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Optimization
2
Finance and Stochastics
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Insurance: Mathematics and ...
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Journal of Applied Probabil...
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Review of Quantitative Fina...
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Optimal dividend decisions with capital infusion in a dynamic nonterminal bankruptcy model
Journal article
Review of Quantitative Finance and Accounting,2024, volume: 62, issue: 3, pages: 911-951
Authors:
Zhang, Shu
;
Chen, Peimin
;
Wu, Chunchi
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View/Download:3/0
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Submit date:2024/05/07
Capital injection
Diffusion models
Nonterminal bankruptcy
Optimal dividend policy
Stochastic optimal control on impulse dividend model with stochastic returns
Journal article
Optimization,2021, volume: 70, issue: 11, pages: 2401-2426
Authors:
Zhang, Ying
;
Wang, Yue
;
Chen, Peimin
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View/Download:3/0
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Submit date:2025/03/25
impulse dividend model
quasi-variational inequalities
Stochastic optimal control
stochastic returns
Stochastic optimal control on dividend policies with bankruptcy
Journal article
Optimization,2019, volume: 68, issue: 12, pages: 2313-2333
Authors:
Chen, Peimin
;
Luo, Xiankang
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View/Download:3/0
  |  
Submit date:2025/03/25
bailout
HJB equation
Optimal dividend
proportional reinsurance
terminal value
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
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View/Download:8/0
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Submit date:2022/02/15
Completely monotone jump density
Fixed point theorem
Markov-modulated jump–diffusion process
Optimal dividend policy
q-scale functions
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
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View/Download:7/0
  |  
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
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View/Download:8/0
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Submit date:2021/10/19
Optimal dividend distribution
Regime switching
Stochastic control