Zhang, Aili; Chen, Ping; Li, Shuanming; Wang, Wenyuan Risk modelling on liquidations with Lévy processes. (English) Zbl 1510.60033 Appl. Math. Comput. 412, Article ID 126584, 23 p. (2022). MSC: 60G51 91B05 91G05 PDFBibTeX XMLCite \textit{A. Zhang} et al., Appl. Math. Comput. 412, Article ID 126584, 23 p. (2022; Zbl 1510.60033) Full Text: DOI arXiv
Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming On a class of non-zero-sum stochastic differential dividend games with regime switching. (English) Zbl 1508.91030 Appl. Math. Comput. 397, Article ID 125956, 18 p. (2021). MSC: 91A15 60H30 60J28 91G05 93E20 PDFBibTeX XMLCite \textit{J. Zhang} et al., Appl. Math. Comput. 397, Article ID 125956, 18 p. (2021; Zbl 1508.91030) Full Text: DOI
Liu, Zhang; Chen, Ping; Hu, Yijun On the dual risk model with diffusion under a mixed dividend strategy. (English) Zbl 1488.91096 Appl. Math. Comput. 376, Article ID 125115, 19 p. (2020). MSC: 91G05 45K05 PDFBibTeX XMLCite \textit{Z. Liu} et al., Appl. Math. Comput. 376, Article ID 125115, 19 p. (2020; Zbl 1488.91096) Full Text: DOI