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Browsing "Department of Statistics & Actuarial Science" by Author wang, r
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Showing results 1 to 14 of 14
Title
Author(s)
Issue Date
Classical and Impulse Control for the Optimization of Dividend and Proportional Reinsurance Policies with Regime Switching
Journal:
Journal of Optimization Theory and Applications
Wei, J
Yang, H
Wang, R
2010
Cox risk model with variable premium rate and stochastic return on investment
Journal:
Journal of Computational and Applied Mathematics
Xu, L
Yang, H
Wang, R
2014
Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model
Journal:
Frontiers of Mathematics in China
Qian, L
Yang, H
Wang, R
2011
On Erlang(2) risk process perturbed by diffusion
Journal:
Communications in Statistics - Theory and Methods
Yuen, KC
Yang, H
Wang, R
2005
On the distribution of surplus immediately after ruin under interest force and subexponential claims
Journal:
Insurance: Mathematics and Economics
Wang, R
Yang, H
Wang, H
2004
On the Markov-modulated insurance risk model with tax
Journal:
Blaetter der DGVFM
Wei, J
Yang, H
Wang, R
2010
On the optimal dividend strategy in a regime-switching diffusion model
Journal:
Advances in Applied Probability
Wei, J
Wang, R
Yang, H
2012
Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
Journal:
European Journal of Operational Research
Yao, D
Yang, H
Wang, R
2011
Optimal dividend and reinsurance strategies with financing and liquidation value
Journal:
ASTIN Bulletin
Yao, D
Yang, H
Wang, R
2016
Optimal financing and dividend strategies in a dual model with proportional costs
Journal:
Journal of Industrial and Management Optimization
Yao, D
Yang, H
Wang, R
2010
Optimal reinsurance and dividend strategies under the Markov-modulated insurance risk model
Journal:
Stochastic Analysis and Applications
Wei, J
Yang, H
Wang, R
2010
Optimal risk and dividend control problem with fixed costs and salvage value: Variance premium principle
Journal:
Economic Modelling
Yao, D
Yang, H
Wang, R
2014
Optimal surrender strategies for equity-indexed annuity investors with partial information
Journal:
Statistics and Probability Letters
Wei, J
Wang, R
Yang, H
2012
Optimal threshold dividend strategies under the compound poisson model with regime switching
Book:
Stochastic analysis with financial applications: Hong Kong 2009
Wei, J
Yang, H
Wang, R
2011
