Lu, Xiaoping; Putri, Endah R. M. Finite maturity American-style stock loans with regime-switching volatility. (English) Zbl 1471.91579 ANZIAM J. 63, No. 2, 163-177 (2021). MSC: 91G20 91G40 PDFBibTeX XMLCite \textit{X. Lu} and \textit{E. R. M. Putri}, ANZIAM J. 63, No. 2, 163--177 (2021; Zbl 1471.91579) Full Text: DOI
Zeng, X. C.; Guo, I.; Zhu, S. P. Pricing European options on regime-switching assets: a comparative study of Monte Carlo and finite-difference approaches. (English) Zbl 1407.91281 ANZIAM J. 59, No. 2, 183-199 (2017). MSC: 91G60 65C05 65M06 91G20 PDFBibTeX XMLCite \textit{X. C. Zeng} et al., ANZIAM J. 59, No. 2, 183--199 (2017; Zbl 1407.91281) Full Text: DOI
Zhu, Huiming; Huang, Ya; Zhou, Jieming; Yang, Xiangqun; Deng, Chao Optimal proportional reinsurance and investment problem with constraints on risk control in a general jump-diffusion financial market. (English) Zbl 1376.91101 ANZIAM J. 57, No. 3, 352-368 (2016). MSC: 91B30 60J75 PDFBibTeX XMLCite \textit{H. Zhu} et al., ANZIAM J. 57, No. 3, 352--368 (2016; Zbl 1376.91101) Full Text: DOI
Jin, Zhuo; Yin, George An optimal dividend policy with delayed capital injections. (English) Zbl 1302.91189 ANZIAM J. 55, No. 2, 129-150 (2013). MSC: 91G50 93E20 62P05 PDFBibTeX XMLCite \textit{Z. Jin} and \textit{G. Yin}, ANZIAM J. 55, No. 2, 129--150 (2013; Zbl 1302.91189) Full Text: DOI
Lin, Xiang; Yang, Peng Optimal investment and reinsurance in a jump diffusion risk model. (English) Zbl 1230.91077 ANZIAM J. 52, No. 3, 250-262 (2011). MSC: 91B30 91G10 93E20 60J70 PDFBibTeX XMLCite \textit{X. Lin} and \textit{P. Yang}, ANZIAM J. 52, No. 3, 250--262 (2011; Zbl 1230.91077) Full Text: DOI
Qian, Yiping; Lin, Xiang Ruin probabilities under an optimal investment and proportional reinsurance policy in a jump diffusion risk process. (English) Zbl 1189.91082 ANZIAM J. 51, No. 1, 34-48 (2009). MSC: 91B30 60J75 93E20 PDFBibTeX XMLCite \textit{Y. Qian} and \textit{X. Lin}, ANZIAM J. 51, No. 1, 34--48 (2009; Zbl 1189.91082) Full Text: DOI