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
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
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