Zhongqin Gao

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
An Optimal Dividend Problem for Skew Brownian Motion with Two-Valued Drift (available as arXiv preprint)	N/A	Paper
Optimal dividend control with transaction costs under exponential Parisian ruin for a refracted Lévy risk model Communications in Statistics. Theory and Methods	2026-08-13	Paper
Optimal Dividend Control with Transaction Costs under Exponential Parisian Ruin for a Refracted Levy Risk Model (available as arXiv preprint)	2026-01-01	Paper
Reinforcement Learning for Dividend Optimization in Partially Observed Regime-Switching Diffusion Model (available as arXiv preprint)	2026-01-01	Paper
Multi-period Asset-liability Management with Reinforcement Learning in a Regime-Switching Market (available as arXiv preprint)	2025-01-01	Paper
Exit times for geometric Brownian motion	2022-10-07	Paper
Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest Communications in Statistics. Simulation and Computation	2022-06-21	Paper
Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy Methodology and Computing in Applied Probability	2022-06-03	Paper
The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate Communications in Statistics: Theory and Methods	2022-05-20	Paper
Omega model for a jump-diffusion process with a two-step premium rate Journal of the Korean Statistical Society	2019-09-25	Paper

Research outcomes over time

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