Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio. (English) Zbl 1443.91271 J. Comput. Appl. Math. 380, Article ID 112951, 16 p. (2020). MSC: 91G10 60H10 PDF BibTeX XML Cite \textit{J. Zhang} et al., J. Comput. Appl. Math. 380, Article ID 112951, 16 p. (2020; Zbl 1443.91271) Full Text: DOI OpenURL
Avanzi, Benjamin; Brandt Henriksen, Lars Frederik; Wong, Bernard On the distribution of the excedents of funds with assets and liabilities in presence of solvency and recovery requirements. (English) Zbl 1390.91158 ASTIN Bull. 48, No. 2, 647-672 (2018). MSC: 91B30 91G50 PDF BibTeX XML Cite \textit{B. Avanzi} et al., ASTIN Bull. 48, No. 2, 647--672 (2018; Zbl 1390.91158) Full Text: DOI Link OpenURL
Albrecher, Hansjörg; Ivanovs, Jevgenijs On the joint distribution of tax payments and capitalinjections for a Lévy risk model. (English) Zbl 1393.60048 Probab. Math. Stat. 37, No. 2, 219-227 (2017). MSC: 60G51 60E10 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{J. Ivanovs}, Probab. Math. Stat. 37, No. 2, 219--227 (2017; Zbl 1393.60048) Full Text: Link OpenURL
Shiraishi, Hiroshi Review of statistical actuarial risk modelling. (English) Zbl 1426.62308 Cogent Math. 3, Article ID 1123945, 31 p. (2016). MSC: 62P05 62-02 91G05 91B05 PDF BibTeX XML Cite \textit{H. Shiraishi}, Cogent Math. 3, Article ID 1123945, 31 p. (2016; Zbl 1426.62308) Full Text: DOI OpenURL
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 OpenURL
Guan, Huiqi; Liang, Zongxia Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs. (English) Zbl 1291.91111 Insur. Math. Econ. 54, 109-122 (2014). MSC: 91B30 93E20 65K10 49L25 90C39 PDF BibTeX XML Cite \textit{H. Guan} and \textit{Z. Liang}, Insur. Math. Econ. 54, 109--122 (2014; Zbl 1291.91111) Full Text: DOI OpenURL
Meng, Hui; Siu, Tak Kuen; Yang, Hailiang Optimal dividends with debts and nonlinear insurance risk processes. (English) Zbl 1284.91564 Insur. Math. Econ. 53, No. 1, 110-121 (2013). MSC: 91G50 91B30 91G80 49L20 PDF BibTeX XML Cite \textit{H. Meng} et al., Insur. Math. Econ. 53, No. 1, 110--121 (2013; Zbl 1284.91564) Full Text: DOI Link OpenURL
Elliott, Robert J.; Siu, Tak Kuen An HMM approach for optimal investment of an insurer. (English) Zbl 1276.93084 Int. J. Robust Nonlinear Control 22, No. 7, 778-807 (2012). MSC: 93E20 60J10 91B30 PDF BibTeX XML Cite \textit{R. J. Elliott} and \textit{T. K. Siu}, Int. J. Robust Nonlinear Control 22, No. 7, 778--807 (2012; Zbl 1276.93084) Full Text: DOI OpenURL
Zeng, Yan; Li, Zhongfei Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market. (English) Zbl 1237.91224 J. Syst. Sci. Complex. 24, No. 2, 317-327 (2011). MSC: 91G50 60J70 93E20 PDF BibTeX XML Cite \textit{Y. Zeng} and \textit{Z. Li}, J. Syst. Sci. Complex. 24, No. 2, 317--327 (2011; Zbl 1237.91224) Full Text: DOI OpenURL
Wong, Hoi Ying; Zhao, Jing Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process. (English) Zbl 1231.91044 J. Comput. Appl. Math. 236, No. 2, 150-166 (2011). Reviewer: Antoine Jacquier (London) MSC: 91A43 68Q17 90B18 PDF BibTeX XML Cite \textit{H. Y. Wong} and \textit{J. Zhao}, J. Comput. Appl. Math. 236, No. 2, 150--166 (2011; Zbl 1231.91044) Full Text: DOI OpenURL
Ko, Bangwon; Shiu, Elias S. W.; Wei, Li Pricing maturity guarantee with dynamic withdrawal benefit. (English) Zbl 1231.91437 Insur. Math. Econ. 47, No. 2, 216-223 (2010). MSC: 91G20 PDF BibTeX XML Cite \textit{B. Ko} et al., Insur. Math. Econ. 47, No. 2, 216--223 (2010; Zbl 1231.91437) Full Text: DOI OpenURL
Chen, Ping; Yang, Hailiang Pension funding problem with regime-switching geometric Brownian motion assets and liabilities. (English) Zbl 1224.91050 Appl. Stoch. Models Bus. Ind. 26, No. 2, 125-141 (2010). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 91G50 60J70 60H30 91G60 PDF BibTeX XML Cite \textit{P. Chen} and \textit{H. Yang}, Appl. Stoch. Models Bus. Ind. 26, No. 2, 125--141 (2010; Zbl 1224.91050) Full Text: DOI Link OpenURL
Bayraktar, Erhan; Egami, Masahiko A unified treatment of dividend payment problems under fixed cost and implementation delays. (English) Zbl 1189.93142 Math. Methods Oper. Res. 71, No. 2, 325-351 (2010). MSC: 93E20 60J60 91G80 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{M. Egami}, Math. Methods Oper. Res. 71, No. 2, 325--351 (2010; Zbl 1189.93142) Full Text: DOI arXiv Link OpenURL
Avanzi, Benjamin Strategies for dividend distribution: a review. (English) Zbl 1483.91177 N. Am. Actuar. J. 13, No. 2, 217-251 (2009). MSC: 91G05 91-02 PDF BibTeX XML Cite \textit{B. Avanzi}, N. Am. Actuar. J. 13, No. 2, 217--251 (2009; Zbl 1483.91177) Full Text: DOI OpenURL
Dassios, Angelos; Wu, Shanle On barrier strategy dividends with Parisian implementation delay for classical surplus processes. (English) Zbl 1231.91430 Insur. Math. Econ. 45, No. 2, 195-202 (2009). MSC: 91G20 PDF BibTeX XML Cite \textit{A. Dassios} and \textit{S. Wu}, Insur. Math. Econ. 45, No. 2, 195--202 (2009; Zbl 1231.91430) Full Text: DOI OpenURL
Yuen, Kam C.; Lu, Yuhua; Wu, Rong The compound Poisson process perturbed by a diffusion with a threshold dividend strategy. (English) Zbl 1224.91100 Appl. Stoch. Models Bus. Ind. 25, No. 1, 73-93 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60K10 60J70 PDF BibTeX XML Cite \textit{K. C. Yuen} et al., Appl. Stoch. Models Bus. Ind. 25, No. 1, 73--93 (2009; Zbl 1224.91100) Full Text: DOI OpenURL
Geng, Xianmin; Li, Liang Markov process functionals in finance and insurance. (English) Zbl 1199.60314 Appl. Math., Ser. B (Engl. Ed.) 24, No. 1, 21-26 (2009). MSC: 60K05 60J25 91B30 91G80 PDF BibTeX XML Cite \textit{X. Geng} and \textit{L. Li}, Appl. Math., Ser. B (Engl. Ed.) 24, No. 1, 21--26 (2009; Zbl 1199.60314) Full Text: DOI OpenURL
Wong, Bernard On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications. (English) Zbl 1176.62103 J. Appl. Math. Stochastic Anal. 2009, Article ID 215817, 16 p. (2009). MSC: 62P05 60J70 91G10 91G80 PDF BibTeX XML Cite \textit{B. Wong}, J. Appl. Math. Stochastic Anal. 2009, Article ID 215817, 16 p. (2009; Zbl 1176.62103) Full Text: DOI EuDML OpenURL
Decamps, Marc; De Schepper, Ann; Goovaerts, Marc Spectral decomposition of optimal asset-liability management. (English) Zbl 1170.91376 J. Econ. Dyn. Control 33, No. 3, 710-724 (2009). MSC: 91B28 91B62 93E03 PDF BibTeX XML Cite \textit{M. Decamps} et al., J. Econ. Dyn. Control 33, No. 3, 710--724 (2009; Zbl 1170.91376) Full Text: DOI OpenURL
Dong, Yinghui; Wang, Guojing; Yuen, Kam C. On the renewal risk model under a threshold strategy. (English) Zbl 1170.91014 J. Comput. Appl. Math. 230, No. 1, 22-33 (2009). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{Y. Dong} et al., J. Comput. Appl. Math. 230, No. 1, 22--33 (2009; Zbl 1170.91014) Full Text: DOI OpenURL
Kulenko, Natalie; Schmidli, Hanspeter Optimal dividend strategies in a Cramér-Lundberg model with capital injections. (English) Zbl 1189.91075 Insur. Math. Econ. 43, No. 2, 270-278 (2008). MSC: 91B30 91G80 PDF BibTeX XML Cite \textit{N. Kulenko} and \textit{H. Schmidli}, Insur. Math. Econ. 43, No. 2, 270--278 (2008; Zbl 1189.91075) Full Text: DOI OpenURL
Leung, Kwai Sun; Kwok, Yue Kuen; Leung, Seng Yuen Finite-time dividend-ruin models. (English) Zbl 1141.91525 Insur. Math. Econ. 42, No. 1, 154-162 (2008). MSC: 91B30 49K05 60J70 60G40 PDF BibTeX XML Cite \textit{K. S. Leung} et al., Insur. Math. Econ. 42, No. 1, 154--162 (2008; Zbl 1141.91525) Full Text: DOI OpenURL
Yuen, Kam C.; Wang, Guojing; Li, Wai K. The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier. (English) Zbl 1273.91456 Insur. Math. Econ. 40, No. 1, 104-112 (2007). MSC: 91G50 91B30 45J05 PDF BibTeX XML Cite \textit{K. C. Yuen} et al., Insur. Math. Econ. 40, No. 1, 104--112 (2007; Zbl 1273.91456) Full Text: DOI OpenURL