Bo, Lijun; Liao, Huafu; Wang, Yongjin Optimal credit investment and risk control for an insurer with regime-switching. (English) Zbl 1411.91267 Math. Financ. Econ. 13, No. 1, 147-172 (2019). MSC: 91B30 91G40 PDFBibTeX XMLCite \textit{L. Bo} et al., Math. Financ. Econ. 13, No. 1, 147--172 (2019; Zbl 1411.91267) Full Text: DOI arXiv
Bo, Lijun; Tang, Dan; Wang, Yongjin Optimal investment of variance-swaps in jump-diffusion market with regime-switching. (English) Zbl 1401.91509 J. Econ. Dyn. Control 83, 175-197 (2017). MSC: 91G10 PDFBibTeX XMLCite \textit{L. Bo} et al., J. Econ. Dyn. Control 83, 175--197 (2017; Zbl 1401.91509) Full Text: DOI
Bo, Lijun; Capponi, Agostino Optimal investment under information driven contagious distress. (English) Zbl 1414.91331 SIAM J. Control Optim. 55, No. 2, 1020-1068 (2017). MSC: 91G10 60J20 49L20 PDFBibTeX XMLCite \textit{L. Bo} and \textit{A. Capponi}, SIAM J. Control Optim. 55, No. 2, 1020--1068 (2017; Zbl 1414.91331) Full Text: DOI arXiv
Bo, Lijun; Wang, Yongjin; Yang, Xuewei On the default probability in a regime-switching regulated market. (English) Zbl 1291.91169 Methodol. Comput. Appl. Probab. 16, No. 1, 101-113 (2014). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B70 60H10 44A10 91B25 PDFBibTeX XMLCite \textit{L. Bo} et al., Methodol. Comput. Appl. Probab. 16, No. 1, 101--113 (2014; Zbl 1291.91169) Full Text: DOI
Bo, Lijun Exponential change of measure applied to term structures of interest rates and exchange rates. (English) Zbl 1218.91159 Insur. Math. Econ. 49, No. 2, 216-225 (2011). MSC: 91G30 60H10 44A10 91B30 PDFBibTeX XMLCite \textit{L. Bo}, Insur. Math. Econ. 49, No. 2, 216--225 (2011; Zbl 1218.91159) Full Text: DOI
Bo, Lijun; Wang, Yongjin; Yang, Xuewei Markov-modulated jump-diffusions for currency option pricing. (English) Zbl 1231.91425 Insur. Math. Econ. 46, No. 3, 461-469 (2010). MSC: 91G20 91G30 60J75 PDFBibTeX XMLCite \textit{L. Bo} et al., Insur. Math. Econ. 46, No. 3, 461--469 (2010; Zbl 1231.91425) Full Text: DOI