Di, Shihan; Xiang, Yingxue; Zhao, Peibiao The asymptotic behavior of the optimal cash holding strategy under a class of utility functions. (English) Zbl 1494.91175 Bull. Iran. Math. Soc. 48, No. 3, 849-884 (2022). MSC: 91G50 49L12 PDFBibTeX XMLCite \textit{S. Di} et al., Bull. Iran. Math. Soc. 48, No. 3, 849--884 (2022; Zbl 1494.91175) Full Text: DOI
Zhang, Lili The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier. (English) Zbl 1461.91085 Bull. Iran. Math. Soc. 47, No. 2, 569-583 (2021). MSC: 91B05 60K25 60G40 62P05 60J74 45J05 PDFBibTeX XMLCite \textit{L. Zhang}, Bull. Iran. Math. Soc. 47, No. 2, 569--583 (2021; Zbl 1461.91085) Full Text: DOI