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
Yao, Dingjun; Fan, Kun Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle. (English) Zbl 1415.91168 J. Ind. Manag. Optim. 14, No. 3, 1055-1083 (2018). MSC: 91B30 91G80 93E20 PDF BibTeX XML Cite \textit{D. Yao} and \textit{K. Fan}, J. Ind. Manag. Optim. 14, No. 3, 1055--1083 (2018; Zbl 1415.91168) Full Text: DOI
Cheng, Gongpin; Wang, Rongming; Yao, Dingjun Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs. (English) Zbl 1412.91039 J. Ind. Manag. Optim. 14, No. 1, 371-395 (2018). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{G. Cheng} et al., J. Ind. Manag. Optim. 14, No. 1, 371--395 (2018; Zbl 1412.91039) Full Text: DOI
Yao, Dingjun; Wang, Yun; Fan, Kun Optimal dividend and risk control strategies in a nonlinear model. (Chinese. English summary) Zbl 1399.91136 Chin. J. Appl. Probab. Stat. 33, No. 6, 625-641 (2017). MSC: 91G50 PDF BibTeX XML Cite \textit{D. Yao} et al., Chin. J. Appl. Probab. Stat. 33, No. 6, 625--641 (2017; Zbl 1399.91136) 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
Yao, Dingjun; Yang, Hailiang; Wang, Rongming Optimal dividend and reinsurance strategies with financing and liquidation value. (English) Zbl 1390.91218 ASTIN Bull. 46, No. 2, 365-399 (2016). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{D. Yao} et al., ASTIN Bull. 46, No. 2, 365--399 (2016; Zbl 1390.91218) 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
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
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; 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; Guo, Wenjing; Xulin Optimal dividend and capital injection strategies with transaction costs and exponentially distributed observation time. (English) Zbl 1299.91083 Chin. J. Appl. Probab. Stat. 29, No. 5, 547-560 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{D. Yao} et al., Chin. J. Appl. Probab. Stat. 29, No. 5, 547--560 (2013; Zbl 1299.91083)
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 PDF BibTeX XML Cite \textit{D. Yao} et al., Chin. J. Appl. Probab. Stat. 29, No. 3, 317--329 (2013; Zbl 1289.91098)
Yao, Dingjun; Yang, Hailiang; Wang, Rongming Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs. (English) Zbl 1237.91143 Eur. J. Oper. Res. 211, No. 3, 568-576 (2011). MSC: 91B30 93E20 90C33 PDF BibTeX XML Cite \textit{D. Yao} et al., Eur. J. Oper. Res. 211, No. 3, 568--576 (2011; Zbl 1237.91143) Full Text: DOI
Ding, Fangqing; Yao, Dingjun Dividend payments in a jump-diffusion risk model with interest and constant dividend barrier. (English) Zbl 1240.91041 Chin. J. Appl. Probab. Stat. 27, No. 2, 210-223 (2011). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{F. Ding} and \textit{D. Yao}, Chin. J. Appl. Probab. Stat. 27, No. 2, 210--223 (2011; Zbl 1240.91041)
Yao, Dingjun; Wang, Rongming Upper bounds for ruin probabilities in two dependent risk models under rates of interest. (English) Zbl 1226.91082 Appl. Stoch. Models Bus. Ind. 26, No. 4, 362-373 (2010). MSC: 91G40 91G30 91B30 PDF BibTeX XML Cite \textit{D. Yao} and \textit{R. Wang}, Appl. Stoch. Models Bus. Ind. 26, No. 4, 362--373 (2010; Zbl 1226.91082) Full Text: DOI
Hu, Fengxia; Yao, Dingjun Applications of axiomatic capital allocation and generalized weighted allocation. (English) Zbl 1240.91182 J. East China Norm. Univ., Nat. Sci. Ed. 2010, No. 6, 146-155 (2010). MSC: 91G50 91B32 62P05 PDF BibTeX XML Cite \textit{F. Hu} and \textit{D. Yao}, J. East China Norm. Univ., Nat. Sci. Ed. 2010, No. 6, 146--155 (2010; Zbl 1240.91182)
Yao, Dingjun; Yang, Hailiang; Wang, Rongming Optimal financing and dividend strategies in a dual model with proportional costs. (English) Zbl 1218.93112 J. Ind. Manag. Optim. 6, No. 4, 761-777 (2010). MSC: 93E20 49L20 91G80 93B30 PDF BibTeX XML Cite \textit{D. Yao} et al., J. Ind. Manag. Optim. 6, No. 4, 761--777 (2010; Zbl 1218.93112) Full Text: DOI
Qian, Linyi; Zhu, Liping; Yao, Dingjun Valuation of equity-indexed annuity under jump diffusion process. (English) Zbl 1199.91094 Chin. J. Appl. Probab. Stat. 24, No. 6, 648-659 (2008). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{L. Qian} et al., Chin. J. Appl. Probab. Stat. 24, No. 6, 648--659 (2008; Zbl 1199.91094)
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)
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