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Browsing "Department of Statistics & Actuarial Science" by Author wei, j
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Showing results 1 to 8 of 8
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
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 policy with liability constraint under a hidden Markov regime-switching model
Journal:
Journal of Industrial and Management Optimization
Wei, J
Jin, Z
Yang, H
2019
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 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
Portfolio optimization in a regime-switching market with derivatives
Journal:
European Journal of Operational Research
Fu, J
Wei, J
Yang, H
2014