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Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections
Jin, Zhuo; Yang, Hailiang; Yin, George - 2013
Persistent link: https://www.econbiz.de/10010349106
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Optimal debt ratio and dividend payment strategies with reinsurance
Jin, Zhuo; Yang, Hailiang; Yin, G. - In: Insurance / Mathematics & economics 64 (2015), pp. 351-363
Persistent link: https://www.econbiz.de/10011398096
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Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time
Zhou, Zhou; Jin, Zhuo - In: Insurance / Mathematics & economics 94 (2020), pp. 100-108
Persistent link: https://www.econbiz.de/10012419145
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Optimal dividend strategy for an insurance group with contagious default risk
Jin, Zhuo; Liao, Huafu; Yang, Yue; Yu, Xiang - In: Scandinavian actuarial journal 2021 (2021) 4, pp. 335-361
Persistent link: https://www.econbiz.de/10012515737
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A hybrid deep learning method for optimal insurance strategies : algorithms and convergence analysis
Jin, Zhuo; Yang, Hailiang; Yin, George G. - In: Insurance / Mathematics & economics 96 (2021), pp. 262-275
Persistent link: https://www.econbiz.de/10012482892
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A perturbation approach to optimal investment, liability ratio, and dividend strategies
Jin, Zhuo; Xu, Zuo Quan; Zou, Bin - In: Scandinavian actuarial journal 2022 (2022) 2, pp. 165-188
Persistent link: https://www.econbiz.de/10012872656
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Optimal dividend policy with self-exciting claims in the Gamma-Omega model
Liu, Guo; Jin, Zhuo; Li, Shuanming - In: Finance research letters 69 (2024) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10015080983