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	Title	Author(s)	Issue Date
	A numerical approach to optimal dividend policies with capital injections and transaction costs Journal:Acta Mathematicae Applicatae Sinica	Jin, Z Yang, H Yin, G	2017
	Approximation of optimal ergodic dividend strategies using controlled Markov chains Journal:IET Control Theory and Applications	Jin, Z Yang, H Yin, G	2018
	Asymptotically optimal dividend policy for regime-switching compound Poisson models Journal:Acta Mathematicae Applicatae Sinica	Yin, G Jin, Z Yang, H	2010
	Bounds of Ruin Probability for Regime-switching Models Using Time Scale Separation Journal:Scandinavian Actuarial Journal	Yin, G Liu, YJ Yang, H	2006
	How to quantify COVID-19 mRNA vaccine effectiveness Journal:New England Journal of Medicine	ZHANG, C Yin, G	2021
	Markowitz's mean-variance asset-liability management with regime switching: A continuous-time model Journal:Insurance: Mathematics and Economics	Chen, P Yang, H Yin, G	2008
	Numerical methods for dividend optimization using regime-switching jump-diffusion models Journal:Mathematical Control and Related Fields	Jin, Z Yin, G Yang, H	2011
	Optimal debt ratio and dividend payment strategies with reinsurance Journal:Insurance: Mathematics and Economics	Jin, Z Yang, H Yin, G	2015
	Stochastic optimization algorithms for barrier dividend strategies Journal:Journal of Computational and Applied Mathematics	Yin, G Song, QS Yang, H	2009
	Two-time-scale jump-diffusion models with markovian switching regimes Journal:Stochastics and Stochastics Reports	Yin, G Yang, H	2004

Showing results 1 to 10 of 10