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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
	An optimal control problem associated with sdes driven by Lévy-type processes 期刊论文 Stochastic Analysis and Applications,2008, 卷号: 26, 期号: 3, 页码: 471-494 作者: Bennett, Jonathan; Wu, Jianglun 收藏 \| 浏览/下载：31/0 \| 提交时间：2023/05/30 Jump type stochastic differential equations Lévy generators Optimal control problem Viscosity solution