Wang, Wei; Qian, Linyi; Su, Xiaonan Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model. (English) Zbl 1306.91142 J. Ind. Manag. Optim. 11, No. 2, 493-514 (2015). MSC: 91G20 60J75 PDF BibTeX XML Cite \textit{W. Wang} et al., J. Ind. Manag. Optim. 11, No. 2, 493--514 (2015; Zbl 1306.91142) Full Text: DOI
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 PDF BibTeX XML Cite \textit{L. Qian} et al., J. Ind. Manag. Optim. 9, No. 2, 411--429 (2013; Zbl 1281.90091) Full Text: DOI