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, 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
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; 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
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