Li, Bohan; Guo, Junyi Optimal investment and reinsurance under the gamma process. (English) Zbl 1480.91220 Methodol. Comput. Appl. Probab. 23, No. 3, 893-923 (2021). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 91G80 49L20 91B16 PDF BibTeX XML Cite \textit{B. Li} and \textit{J. Guo}, Methodol. Comput. Appl. Probab. 23, No. 3, 893--923 (2021; Zbl 1480.91220) Full Text: DOI OpenURL
Chen, Mi; Guo, Junyi; Wu, Xueyuan Expected discounted dividends in a discrete semi-Markov risk model. (English) Zbl 1293.91093 J. Comput. Appl. Math. 266, 1-17 (2014). MSC: 91B30 60K20 PDF BibTeX XML Cite \textit{M. Chen} et al., J. Comput. Appl. Math. 266, 1--17 (2014; Zbl 1293.91093) Full Text: DOI OpenURL
Chen, Mi; Peng, Xiaofan; Guo, Junyi Optimal dividend problem with a nonlinear regular-singular stochastic control. (English) Zbl 1284.91213 Insur. Math. Econ. 52, No. 3, 448-456 (2013). MSC: 91B30 93E20 60H30 PDF BibTeX XML Cite \textit{M. Chen} et al., Insur. Math. Econ. 52, No. 3, 448--456 (2013; Zbl 1284.91213) Full Text: DOI OpenURL
Liang, Zhibin; Guo, Junyi Optimal investment and proportional reinsurance in the Sparre Andersen model. (English) Zbl 1269.93135 J. Syst. Sci. Complex. 25, No. 5, 926-941 (2012). MSC: 93E20 91B30 91B70 91G10 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{J. Guo}, J. Syst. Sci. Complex. 25, No. 5, 926--941 (2012; Zbl 1269.93135) Full Text: DOI OpenURL
Liang, Zhibin; Bai, Lihua; Guo, Junyi Optimal investment and proportional reinsurance with constrained control variables. (English) Zbl 1237.91133 Optim. Control Appl. Methods 32, No. 5, 587-608 (2011). MSC: 91B30 91G10 93E20 PDF BibTeX XML Cite \textit{Z. Liang} et al., Optim. Control Appl. Methods 32, No. 5, 587--608 (2011; Zbl 1237.91133) Full Text: DOI OpenURL
Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. (English) Zbl 1218.91084 Insur. Math. Econ. 49, No. 2, 207-215 (2011). MSC: 91B30 93E20 60J70 60K10 PDF BibTeX XML Cite \textit{Z. Liang} et al., Insur. Math. Econ. 49, No. 2, 207--215 (2011; Zbl 1218.91084) Full Text: DOI OpenURL
Bai, Lihua; Guo, Junyi Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection. (English) Zbl 1214.93118 Sci. China, Math. 53, No. 7, 1787-1804 (2010). MSC: 93E20 91B30 60J65 PDF BibTeX XML Cite \textit{L. Bai} and \textit{J. Guo}, Sci. China, Math. 53, No. 7, 1787--1804 (2010; Zbl 1214.93118) Full Text: DOI OpenURL
Bai, Lihua; Guo, Junyi Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes. (English) Zbl 1224.91043 Scand. Actuar. J. 2010, No. 1, 36-55 (2010). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 62P05 93E20 PDF BibTeX XML Cite \textit{L. Bai} and \textit{J. Guo}, Scand. Actuar. J. 2010, No. 1, 36--55 (2010; Zbl 1224.91043) Full Text: DOI OpenURL
Liang, Zhibin; Guo, Junyi Upper bound for ruin probabilities under optimal investment and proportional reinsurance. (English) Zbl 1199.91088 Appl. Stoch. Models Bus. Ind. 24, No. 2, 109-128 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60J28 60J70 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{J. Guo}, Appl. Stoch. Models Bus. Ind. 24, No. 2, 109--128 (2008; Zbl 1199.91088) Full Text: DOI OpenURL
Yuen, Kam-Chuen; Zhou, Ming; Guo, Junyi On a risk model with debit interest and dividend payments. (English) Zbl 1169.62089 Stat. Probab. Lett. 78, No. 15, 2426-2432 (2008). MSC: 62P05 91B30 91B28 PDF BibTeX XML Cite \textit{K.-C. Yuen} et al., Stat. Probab. Lett. 78, No. 15, 2426--2432 (2008; Zbl 1169.62089) Full Text: DOI OpenURL
Bai, Lihua; Guo, Junyi Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint. (English) Zbl 1147.93046 Insur. Math. Econ. 42, No. 3, 968-975 (2008). MSC: 93E20 91B30 49L20 PDF BibTeX XML Cite \textit{L. Bai} and \textit{J. Guo}, Insur. Math. Econ. 42, No. 3, 968--975 (2008; Zbl 1147.93046) Full Text: DOI OpenURL
Yuen, Kam-Chuen; Guo, Junyi Some results on the compound Markov binomial model. (English) Zbl 1144.91036 Scand. Actuar. J. 2006, No. 3, 129-140 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B70 60K15 60G40 PDF BibTeX XML Cite \textit{K.-C. Yuen} and \textit{J. Guo}, Scand. Actuar. J. 2006, No. 3, 129--140 (2006; Zbl 1144.91036) Full Text: DOI OpenURL
Zhou, Ming; Wei, Li; Guo, Junyi Some results behind dividend problems. (English) Zbl 1151.91061 Acta Math. Appl. Sin., Engl. Ser. 22, No. 4, 681-686 (2006). MSC: 91B30 91B28 PDF BibTeX XML Cite \textit{M. Zhou} et al., Acta Math. Appl. Sin., Engl. Ser. 22, No. 4, 681--686 (2006; Zbl 1151.91061) Full Text: DOI OpenURL
Liu, S. X.; Guo, J. Y. Discrete risk model revisited. (English) Zbl 1098.91074 Methodol. Comput. Appl. Probab. 8, No. 2, 303-313 (2006). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{S. X. Liu} and \textit{J. Y. Guo}, Methodol. Comput. Appl. Probab. 8, No. 2, 303--313 (2006; Zbl 1098.91074) Full Text: DOI OpenURL
Zhang, H. Y.; Zhou, M.; Guo, J. Y. The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate. (English) Zbl 1161.60334 Stat. Probab. Lett. 76, No. 12, 1211-1218 (2006). MSC: 60K10 60K05 91B30 PDF BibTeX XML Cite \textit{H. Y. Zhang} et al., Stat. Probab. Lett. 76, No. 12, 1211--1218 (2006; Zbl 1161.60334) Full Text: DOI OpenURL
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan On a correlated aggregate claims model with Poisson and Erlang risk processes. (English) Zbl 1074.91566 Insur. Math. Econ. 31, No. 2, 205-214 (2002). MSC: 91B30 PDF BibTeX XML Cite \textit{K. C. Yuen} et al., Insur. Math. Econ. 31, No. 2, 205--214 (2002; Zbl 1074.91566) Full Text: DOI OpenURL