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
Zhao, Yongxia; Wang, Rongming; Yao, Dingjun Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin. (English) Zbl 1360.91097 Commun. Stat., Theory Methods 45, No. 2, 365-384 (2016). MSC: 91B30 60H30 93E20 PDF BibTeX XML Cite \textit{Y. Zhao} et al., Commun. Stat., Theory Methods 45, No. 2, 365--384 (2016; Zbl 1360.91097) Full Text: DOI
Zhao, Yongxia; Wang, Rongming; Yao, Dingjun; Chen, Ping Optimal dividends and capital injections in the dual model with a random time horizon. (English) Zbl 1341.49021 J. Optim. Theory Appl. 167, No. 1, 272-295 (2015). MSC: 49J55 60G51 93E20 91G80 91G60 PDF BibTeX XML Cite \textit{Y. Zhao} et al., J. Optim. Theory Appl. 167, No. 1, 272--295 (2015; Zbl 1341.49021) 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
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)
Wei, Jiaqin; Wang, Rongming; Yao, Dingjun The asymptotic estimate of ruin probability under a class of risk model in the presence of heavy tails. (English) Zbl 1153.60338 Commun. Stat., Theory Methods 37, No. 15, 2331-2341 (2008). MSC: 60G05 60G50 62P05 91B30 PDF BibTeX XML Cite \textit{J. Wei} et al., Commun. Stat., Theory Methods 37, No. 15, 2331--2341 (2008; Zbl 1153.60338) Full Text: DOI
Yao, Ding Jun; Wang, Rong Ming Exponential bounds for ruin probability in two moving average risk models with constant interest rate. (English) Zbl 1143.62071 Acta Math. Sin., Engl. Ser. 24, No. 2, 319-328 (2008). Reviewer: Ryszard Doman (Poznan) MSC: 62P05 91B30 60G42 PDF BibTeX XML Cite \textit{D. J. Yao} and \textit{R. M. Wang}, Acta Math. Sin., Engl. Ser. 24, No. 2, 319--328 (2008; Zbl 1143.62071) Full Text: DOI
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