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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：39/0 \| 提交时间：2025/03/25 jump-diffusion process Mean-variance stochastic delay differential equation two-dimensional dependent claims viscosity solution
	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：29/0 \| 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：28/0 \| 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: 收藏 \| 浏览/下载：24/0 \| 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：30/0 \| 提交时间：2021/10/19 Jump-diffusion process Markov chain Optimal dividend policy Regime switching Stochastic control
	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：25/0 \| 提交时间：2021/05/13 Growth optimal portfolio Jump-Diffusion Lévy process Martingale measure Numeraire port-folio Relative entropy