Zhengjun Jiang

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
q-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump–diffusion risk model Scandinavian Actuarial Journal	2023-02-21	Paper
Gambler's ruin problem in a Markov-modulated jump-diffusion risk model Scandinavian Actuarial Journal	2022-10-26	Paper
Banach contraction principle, q-scale function and ultimate ruin probability under a Markov-modulated classical risk model Scandinavian Actuarial Journal	2022-05-05	Paper
Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching Insurance Mathematics & Economics	2019-05-23	Paper
Volatility modeling with leverage effect under Laplace errors Journal of Time Series Econometrics	2018-02-07	Paper
Optimal dividend policy when cash reserves follow a jump-diffusion process under Markov-regime switching Journal of Applied Probability	2015-05-29	Paper
Optimal dividend distribution under Markov regime switching Finance and Stochastics	2012-11-15	Paper
On perpetual American put valuation and first-passage in a regime-switching model with jumps Finance and Stochastics	2009-02-28	Paper

Research outcomes over time

This page was built for person: Zhengjun Jiang