On perpetual American put valuation and first-passage in a regime-switching model with jumps

On perpetual American put valuation and first-passage in a regime-switching model with jumps

Jiang, Zhengjun, (2008)

Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching

Jiang, Zhengjun, (2019)

Banach contraction principle, q-scale function and ultimate ruin probability under a Markov-modulated classical risk model

Jiang, Zhengjun, (2022)