The following pages link to Zhuo Jin (Q316944):
Displaying 50 items.
- Kolmogorov-type systems with regime-switching jump diffusion perturbations (Q316945) (← links)
- Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls (Q382911) (← links)
- Optimal debt ratio and dividend payment strategies with reinsurance (Q495502) (← links)
- Optimal debt ratio and consumption strategies in financial crisis (Q495747) (← links)
- A numerical approach to optimal dividend policies with capital injections and transaction costs (Q523786) (← links)
- Numerical methods for dividend optimization using regime-switching jump-diffusion models (Q550528) (← links)
- Asymptotically optimal dividend policy for regime-switching compound Poisson models (Q601938) (← links)
- Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
- Numerical methods for portfolio selection with bounded constraints (Q732165) (← links)
- Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (Q781093) (← links)
- Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
- Pricing dynamic fund protections with regime switching (Q896790) (← links)
- Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer (Q1639555) (← links)
- Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model (Q1690497) (← links)
- Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
- Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods (Q2015641) (← links)
- Household lifetime strategies under a self-contagious market (Q2028777) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model (Q2031371) (← links)
- Optimal stop-loss reinsurance with joint utility constraints (Q2031378) (← links)
- Frequency and severity estimation of cyber attacks using spatial clustering analysis (Q2172027) (← links)
- Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio (Q2186907) (← links)
- Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
- Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time (Q2212144) (← links)
- On a class of non-zero-sum stochastic differential dividend games with regime switching (Q2242076) (← links)
- Stochastic differential reinsurance games with capital injections (Q2273971) (← links)
- Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes (Q2306108) (← links)
- Optimal dividend policy with liability constraint under a hidden Markov regime-switching model (Q2315620) (← links)
- Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617) (← links)
- Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models (Q2327645) (← links)
- American option model and negative Fichera function on degenerate boundary (Q2337421) (← links)
- A reinsurance game between two insurance companies with nonlinear risk processes (Q2347061) (← links)
- Markowitz's mean-variance optimization with investment and constrained reinsurance (Q2358493) (← links)
- Optimal reinsurance under dynamic VaR constraint (Q2374115) (← links)
- Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436) (← links)
- Some recent progress on numerical methods for controlled regime-switching models with applications to insurance and risk management (Q2516863) (← links)
- Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections (Q2628665) (← links)
- Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
- A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis (Q2657006) (← links)
- Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market (Q2665873) (← links)
- A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
- Almost Sure and $p$th-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems (Q2930971) (← links)
- A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models (Q2995514) (← links)
- Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models (Q3185983) (← links)
- AN OPTIMAL DIVIDEND POLICY WITH DELAYED CAPITAL INJECTIONS (Q3191189) (← links)
- Optimal debt ratio and dividend strategies for an insurer under a regime-switching model (Q4634190) (← links)
- Pricing dynamic fund protections for a hyperexponential jump diffusion process (Q4638697) (← links)
- Mean-variance portfolio selection with non-negative state-dependent risk aversion (Q5014196) (← links)
- Pricing longevity-linked derivatives using a stochastic mortality model (Q5077955) (← links)
- Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk (Q5080491) (← links)
- A perturbation approach to optimal investment, liability ratio, and dividend strategies (Q5083407) (← links)
