Narrow search
Showing 1 - 5 of 5
Cover Image
Optimal reinsurance strategies in regime-switching jump diffusion models : stochastic differential game formulation and numerical methods
Jin, Zhuo; Yin, George; Wu, Fuke - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 733-746
Persistent link: https://www.econbiz.de/10010227891
Cover Image
Optimal reinsurance strategies in regime-switching jump diffusion models : stochastic differential game formulation and numerical methods
Jin, Zhuo; Yin, George; Wu, Fuke - 2013
Persistent link: https://www.econbiz.de/10010349104
Cover Image
Optimal insurance strategies : a hybrid deep learning Markov chain approximation approach
Cheng, Xiang; Jin, Zhuo; Yang, Hailiang - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 449-477
Persistent link: https://www.econbiz.de/10012243372
Cover Image
Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models
Jin, Zhuo; Liu, Guo; Yang, Hailiang - In: European journal of operational research : EJOR 280 (2020) 3, pp. 1130-1143
Persistent link: https://www.econbiz.de/10012132524
Cover Image
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