Showing results 1 to 5 of 5
Title | Author(s) | Issue Date | |
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On a Sparre Andersen Risk Model with Time-Dependent Claim Sizes and Jump-Diffusion Perturbation Journal:Methodology and Computing in Applied Probability | 2012 | ||
Optimal dividend problems for a jump-diffusion model with captial injections and proportional transaction costs Journal:Journal of Industrial and Management Optimization | 2015 | ||
Optimal investment for insurer with jump-diffusion risk process Journal:Insurance: Mathematics and Economics | 2005 | ||
Optimal portfolios with stress analysis and the effect of a CVaR constraint Journal:Pacific Journal of Optimization | 2011 | ||
Portfolio optimization for jump-diffusion risky assets with regime switching: A time-consistent approach Journal:Journal of Industrial and Management Optimization | 2020 |