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Dividend optimization for jump-diffusion model with solvency constraints 期刊论文
OPERATIONS RESEARCH LETTERS, 2020, 卷号: 48, 期号: 2, 页码: 170-175
作者:  Li, Yongwu;  Li, Zhongfei;  Wang, Shouyang;  Xu, Zuo Quan
收藏  |  浏览/下载：35/0  |  提交时间：2020/06/30
Necessary and Sufficient Optimality Conditions for Regular-Singular Stochastic Differential Games with Asymmetric Information 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 179, 页码: 501-532
作者:  Wang, Yan;  Wang, Lei;  Teo, Kok Lay
收藏  |  浏览/下载：14/0  |  提交时间：2019/12/02
STOCHASTIC MAXIMUM PRINCIPLE FOR PARTIAL INFORMATION OPTIMAL INVESTMENT AND DIVIDEND PROBLEM OF AN INSURER 期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2018, 卷号: 14, 页码: 653-671
作者:  Wang, Yan;  Zhao, Yanxiang;  Wang, Lei;  Song, Aimin;  Ma, Yanping
收藏  |  浏览/下载：10/0  |  提交时间：2019/12/02
Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty 期刊论文
APPLIED MATHEMATICAL MODELLING, 2018, 卷号: 58, 页码: 254-269
作者:  Wang, Yan;  Wang, Lei
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/02
Liquidity default, liquidity management and smooth dividends policy 期刊论文
APPLIED ECONOMICS, 2017, 卷号: 49, 期号: 56, 页码: 5728-5739
作者:  Liu, Bo;  Xu, Qing;  Yang, Jinqiang;  Zhang, Shunchen
收藏  |  浏览/下载：3/0  |  提交时间：2019/08/22
Optimal financing and dividend policy with Markovian switching regimes 期刊论文
Communications in Statistics - Theory and Methods, 2017, 卷号: Vol.46 No.5, 页码: 2161-2180
作者:  Zhu, Huiming;  Deng, Chao;  Deng, Yingchun;  Huang, Ya
收藏  |  浏览/下载：16/0  |  提交时间：2019/12/31
Equilibrium Dividend Strategy with Non-exponential Discounting in a Dual Model 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2016, 卷号: 168, 期号: 2, 页码: 699-722
作者:  Li, Yongwu;  Li, Zhongfei;  Zeng, Yan
收藏  |  浏览/下载：17/0  |  提交时间：2018/07/30
Optimal proportional reinsurance and dividend payments with transaction costs and internal competition 期刊论文
APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSITIES SERIES B, 2016, 卷号: 31, 期号: 1
作者:  Liu Wei;  Hu Yi-jun
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/05
Optimal dividend strategy for diffusion processes with time-inconsistent preferences and penalty cost for ruin 学术活动
.Optimal dividend strategy for diffusion processes with time-inconsistent preferences and penalty cost for ruin
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收藏  |  浏览/下载：2/0  |  提交时间：2019/10/31
Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates (EI收录) 期刊论文
Mathematical Methods of Operations Research, 2015, 卷号: 82, 页码: 61-83
作者:  Tan, Jiyang[1];  Li, Chun[1];  Li, Ziqiang[2];  Yang, Xiangqun[3];  Zhang, Bicheng[1]
收藏  |  浏览/下载：10/0  |  提交时间：2019/04/25

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