Xu, Lin; Xu, Shaosheng; Yao, Dingjun Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance. (English) Zbl 1448.91269 Comput. Math. Appl. 79, No. 3, 716-734 (2020). MSC: 91G05 91B64 60J28 49L25 PDF BibTeX XML Cite \textit{L. Xu} et al., Comput. Math. Appl. 79, No. 3, 716--734 (2020; Zbl 1448.91269) Full Text: DOI
Xu, Lin; Yao, Dingjun; Cheng, Gongpin Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax. (English) Zbl 1438.91117 J. Ind. Manag. Optim. 16, No. 1, 325-356 (2020). MSC: 91G05 91B64 93E20 PDF BibTeX XML Cite \textit{L. Xu} et al., J. Ind. Manag. Optim. 16, No. 1, 325--356 (2020; Zbl 1438.91117) Full Text: DOI
Xu, Lin; Zhang, Liming; Yao, Dingjun Optimal investment and reinsurance for an insurer under Markov-modulated financial market. (English) Zbl 1394.91238 Insur. Math. Econ. 74, 7-19 (2017). MSC: 91B30 91G10 93E20 PDF BibTeX XML Cite \textit{L. Xu} et al., Insur. Math. Econ. 74, 7--19 (2017; Zbl 1394.91238) Full Text: DOI
Yao, Dingjun; Wang, Rongming; Xu, Lin Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle. (English) Zbl 1411.91326 Commun. Stat., Theory Methods 46, No. 5, 2519-2541 (2017). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{D. Yao} et al., Commun. Stat., Theory Methods 46, No. 5, 2519--2541 (2017; Zbl 1411.91326) Full Text: DOI
Xu, Lin; Wang, Hao; Yao, Dingjun Optimal investment and consumption for an insurer with high-watermark performance fee. (English) Zbl 1394.91237 Math. Probl. Eng. 2015, Article ID 413072, 14 p. (2015). MSC: 91B30 91G10 93E20 PDF BibTeX XML Cite \textit{L. Xu} et al., Math. Probl. Eng. 2015, Article ID 413072, 14 p. (2015; Zbl 1394.91237) Full Text: DOI
Yao, Dingjun; Wang, Rongming; Xu, Lin Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission. (English) Zbl 1307.93470 J. Ind. Manag. Optim. 11, No. 2, 461-478 (2015). MSC: 93E20 62P05 PDF BibTeX XML Cite \textit{D. Yao} et al., J. Ind. Manag. Optim. 11, No. 2, 461--478 (2015; Zbl 1307.93470) Full Text: DOI
Xu, Lin; Shen, Guangjun; Yao, Dingjun Pricing of equity indexed annuity under fractional Brownian motion model. (English) Zbl 07022267 Abstr. Appl. Anal. 2014, Article ID 380718, 9 p. (2014). MSC: 62 91 PDF BibTeX XML Cite \textit{L. Xu} et al., Abstr. Appl. Anal. 2014, Article ID 380718, 9 p. (2014; Zbl 07022267) Full Text: DOI
Yao, Dingjun; Wang, Rongming; Xu, Lin Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model. (English) Zbl 1281.93108 J. Ind. Manag. Optim. 10, No. 4, 1235-1259 (2014). MSC: 93E20 91G50 91G80 91B30 PDF BibTeX XML Cite \textit{D. Yao} et al., J. Ind. Manag. Optim. 10, No. 4, 1235--1259 (2014; Zbl 1281.93108) Full Text: DOI
Xu, Lin; Wang, Rongming; Yao, Dingjun Optimal stochastic investment games under Markov regime switching market. (English) Zbl 1282.91314 J. Ind. Manag. Optim. 10, No. 3, 795-815 (2014). MSC: 91G10 91G80 60J20 90B50 91A23 91A15 PDF BibTeX XML Cite \textit{L. Xu} et al., J. Ind. Manag. Optim. 10, No. 3, 795--815 (2014; Zbl 1282.91314) Full Text: DOI
Yao, Dingjun; Wang, Rongming; Xu, Lin On the expected discounted penalty function associated with the time of ruin for a risk model with random income. (English) Zbl 1174.91523 Chin. J. Appl. Probab. Stat. 24, No. 3, 319-326 (2008). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{D. Yao} et al., Chin. J. Appl. Probab. Stat. 24, No. 3, 319--326 (2008; Zbl 1174.91523)
Xu, Lin; Wang, Rongming; Yao, Dingjun On maximizing the expected terminal utility by investment and reinsurance. (English) Zbl 1158.91400 J. Ind. Manag. Optim. 4, No. 4, 801-815 (2008). MSC: 91B30 60K05 62P05 93E20 PDF BibTeX XML Cite \textit{L. Xu} et al., J. Ind. Manag. Optim. 4, No. 4, 801--815 (2008; Zbl 1158.91400) Full Text: DOI Link
Xu, Lin; Wang, Rongming; Yao, Dingjun A decomposition of the ruin probability for risk processes with Vasicek interest rate. (English) Zbl 1174.60432 Northeast. Math. J. 24, No. 1, 45-53 (2008). MSC: 60K05 62P05 91B30 PDF BibTeX XML Cite \textit{L. Xu} et al., Northeast. Math. J. 24, No. 1, 45--53 (2008; Zbl 1174.60432)
Wang, Rongming; Xu, Lin; Yao, Dingjun Ruin problems with stochastic premium stochastic return on investments. (English) Zbl 1148.60067 Front. Math. China 2, No. 3, 467-490 (2007). MSC: 60K10 60G44 60J65 60K05 91B28 91B30 PDF BibTeX XML Cite \textit{R. Wang} et al., Front. Math. China 2, No. 3, 467--490 (2007; Zbl 1148.60067) Full Text: DOI