Tan, Senren; Jin, Zhuo; Yin, G. Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model. (English) Zbl 1378.91102 Nonlinear Anal., Hybrid Syst. 27, 141-156 (2018). MSC: 91B30 60J75 93E20 PDF BibTeX XML Cite \textit{S. Tan} et al., Nonlinear Anal., Hybrid Syst. 27, 141--156 (2018; Zbl 1378.91102) Full Text: DOI OpenURL
Jin, Zhuo; Yang, Hai-liang; Yin, G. A numerical approach to optimal dividend policies with capital injections and transaction costs. (English) Zbl 1360.91153 Acta Math. Appl. Sin., Engl. Ser. 33, No. 1, 221-238 (2017). MSC: 91G60 65C30 60H35 65C05 91B30 93E20 PDF BibTeX XML Cite \textit{Z. Jin} et al., Acta Math. Appl. Sin., Engl. Ser. 33, No. 1, 221--238 (2017; Zbl 1360.91153) Full Text: DOI Link OpenURL
Jin, Zhuo; Yang, Hailiang; Yin, G. Optimal debt ratio and dividend payment strategies with reinsurance. (English) Zbl 1348.91156 Insur. Math. Econ. 64, 351-363 (2015). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{Z. Jin} et al., Insur. Math. Econ. 64, 351--363 (2015; Zbl 1348.91156) Full Text: DOI OpenURL
Jin, Zhuo; Yang, Hailiang; Yin, Gang George Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections. (English) Zbl 1364.93863 Automatica 49, No. 8, 2317-2329 (2013). MSC: 93E20 91G10 60J10 60J75 93C10 49J40 PDF BibTeX XML Cite \textit{Z. Jin} et al., Automatica 49, No. 8, 2317--2329 (2013; Zbl 1364.93863) Full Text: DOI Link OpenURL
Jin, Zhuo; Yin, G. Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls. (English) Zbl 1276.49022 J. Optim. Theory Appl. 159, No. 1, 246-271 (2013). MSC: 49M30 49L20 49J40 93E20 60J60 60J75 91G60 91G80 PDF BibTeX XML Cite \textit{Z. Jin} and \textit{G. Yin}, J. Optim. Theory Appl. 159, No. 1, 246--271 (2013; Zbl 1276.49022) Full Text: DOI OpenURL
Jin, Zhuo; Yin, G.; Zhu, Chao Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation. (English) Zbl 1267.93184 Automatica 48, No. 8, 1489-1501 (2012). MSC: 93E20 91B30 91G10 60J10 PDF BibTeX XML Cite \textit{Z. Jin} et al., Automatica 48, No. 8, 1489--1501 (2012; Zbl 1267.93184) Full Text: DOI arXiv Link Link OpenURL
Jin, Zhuo; Wang, Yumin; Yin, G. Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation. (English) Zbl 1229.91358 J. Comput. Appl. Math. 235, No. 8, 2842-2860 (2011). Reviewer: Pedro A. Morettin (São Paulo) MSC: 91G70 65C20 65C05 PDF BibTeX XML Cite \textit{Z. Jin} et al., J. Comput. Appl. Math. 235, No. 8, 2842--2860 (2011; Zbl 1229.91358) Full Text: DOI OpenURL
Yin, G.; Jin, Zhuo; Yang, Hailiang Asymptotically optimal dividend policy for regime-switching compound Poisson models. (English) Zbl 1204.91061 Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 529-542 (2010). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 91G50 91B70 PDF BibTeX XML Cite \textit{G. Yin} et al., Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 529--542 (2010; Zbl 1204.91061) Full Text: DOI OpenURL
Yin, G.; Liu, Y. J.; Yang, H. Bounds of ruin probability for regime-switching models using time scale separation. (English) Zbl 1129.91028 Scand. Actuar. J. 2006, No. 2, 111-127 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{G. Yin} et al., Scand. Actuar. J. 2006, No. 2, 111--127 (2006; Zbl 1129.91028) Full Text: DOI OpenURL