Wang, Wei; Qian, Linyi; Wen, Limin A locally risk minimizing hedging strategy under a regime switching Lévy model. (Chinese. English summary) Zbl 1299.91129 Acta Math. Appl. Sin. 36, No. 6, 1053-1071 (2013). MSC: 91G10 60G51 91G20 PDFBibTeX XMLCite \textit{W. Wang} et al., Acta Math. Appl. Sin. 36, No. 6, 1053--1071 (2013; Zbl 1299.91129)
Yao, Dingjun; Qian, Linyi; Cheng, Gongpin An optimal investment strategy in a Markov-modulated risk model: maximizing the terminal utility. (English) Zbl 1289.91098 Chin. J. Appl. Probab. Stat. 29, No. 3, 317-329 (2013). MSC: 91B30 91G10 62P05 91B16 PDFBibTeX XMLCite \textit{D. Yao} et al., Chin. J. Appl. Probab. Stat. 29, No. 3, 317--329 (2013; Zbl 1289.91098)
Qian, Linyi; Wang, Wei; Wang, Rongming Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model. (English) Zbl 1281.90091 J. Ind. Manag. Optim. 9, No. 2, 411-429 (2013). MSC: 90C90 91B30 60J60 60G51 PDFBibTeX XMLCite \textit{L. Qian} et al., J. Ind. Manag. Optim. 9, No. 2, 411--429 (2013; Zbl 1281.90091) Full Text: DOI