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OPTIMAL CONTROL ON INVESTMENT AND REINSURANCE STRATEGIES WITH DELAY AND COMMON SHOCK DEPENDENCE IN A JUMP-DIFFUSION FINANCIAL MARKET Journal article
Journal of Industrial and Management Optimization,2023, volume: 19, issue: 4, pages: 2855-2888
Authors:  Li, Sheng;  Yuan, Wei;  Chen, Peimin
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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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A theoretical model of jump diffusion-mean reversion: Constant proportion portfolio insurance strategy under the presence of transaction cost and stochastic floor Journal article
Business Process Management Journal,2017, volume: 23, issue: 3, pages: 537-554
Authors:  Chakrabarty, Anindya;  Luo, Zongwei;  Dubey, Rameshwar;  Jiang, Shan
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Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion Journal article
Stochastic Analysis and Applications,2016, volume: 34, issue: 1, pages: 75-95
Authors:  Jin, Peng;  Rüdiger, Barbara;  Trabelsi, Chiraz
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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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Growth optimal portfolio in a market driven by a jump-diffusion-like process or a Lévy process Journal article
Annals of Economics and Finance,2000, volume: 1, issue: 1, pages: 101-116
Authors:  Yan, Jia'an;  Zhang, Qiang;  Zhang, Shuguang
Favorite  |  View/Download：4/0  |  Submit date：2021/05/13