Wang, Wenyuan; Zhang, Zhimin; Jin, Zhuo Tax optimization with a terminal value for the Lévy risk processes. (English) Zbl 07668999 J. Ind. Manag. Optim. 19, No. 8, 6024-6053 (2023). MSC: 91G05 93E20 60G51 PDFBibTeX XMLCite \textit{W. Wang} et al., J. Ind. Manag. Optim. 19, No. 8, 6024--6053 (2023; Zbl 07668999) Full Text: DOI
Zhang, Nan; Qian, Linyi; Jin, Zhuo; Wang, Wei Optimal stop-loss reinsurance with joint utility constraints. (English) Zbl 1474.91166 J. Ind. Manag. Optim. 17, No. 2, 841-868 (2021). MSC: 91G05 91B16 PDFBibTeX XMLCite \textit{N. Zhang} et al., J. Ind. Manag. Optim. 17, No. 2, 841--868 (2021; Zbl 1474.91166) Full Text: DOI
Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model. (English) Zbl 1474.90229 J. Ind. Manag. Optim. 17, No. 2, 765-777 (2021). MSC: 90B50 91G80 90C39 60J65 PDFBibTeX XMLCite \textit{J. Zhang} et al., J. Ind. Manag. Optim. 17, No. 2, 765--777 (2021; Zbl 1474.90229) Full Text: DOI
Zhu, Huai-Nian; Zhang, Cheng-Ke; Jin, Zhuo Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks. (English) Zbl 1449.90242 J. Ind. Manag. Optim. 16, No. 2, 813-834 (2020). MSC: 90B50 90C39 93E20 60J65 91G30 PDFBibTeX XMLCite \textit{H.-N. Zhu} et al., J. Ind. Manag. Optim. 16, No. 2, 813--834 (2020; Zbl 1449.90242) Full Text: DOI
Wei, Jiaqin; Jin, Zhuo; Yang, Hailiang Optimal dividend policy with liability constraint under a hidden Markov regime-switching model. (English) Zbl 1438.90187 J. Ind. Manag. Optim. 15, No. 4, 1965-1993 (2019). MSC: 90B50 93E20 91G80 PDFBibTeX XMLCite \textit{J. Wei} et al., J. Ind. Manag. Optim. 15, No. 4, 1965--1993 (2019; Zbl 1438.90187) Full Text: DOI
Zhang, Nan; Chen, Ping; Jin, Zhuo; Li, Shuanming Markowitz’s mean-variance optimization with investment and constrained reinsurance. (English) Zbl 1364.91075 J. Ind. Manag. Optim. 13, No. 1, 375-397 (2017). MSC: 91B30 91G10 93E20 PDFBibTeX XMLCite \textit{N. Zhang} et al., J. Ind. Manag. Optim. 13, No. 1, 375--397 (2017; Zbl 1364.91075) Full Text: DOI