Zhang, Caibin; Liang, Zhibin Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure. (English) Zbl 1471.91490 Stochastic Anal. Appl. 39, No. 2, 195-223 (2020). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 91B05 PDF BibTeX XML Cite \textit{C. Zhang} and \textit{Z. Liang}, Stochastic Anal. Appl. 39, No. 2, 195--223 (2020; Zbl 1471.91490) Full Text: DOI OpenURL
Houmia, Anouar; Mejai, Maher; Benaid, Brahim; ben Dbabis, Makram Optimal proportional reinsurance policies for stochastic models. (English) Zbl 1451.91168 Stochastic Anal. Appl. 38, No. 2, 373-386 (2020). Reviewer: Alexandra Rodkina (College Station) MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{A. Houmia} et al., Stochastic Anal. Appl. 38, No. 2, 373--386 (2020; Zbl 1451.91168) Full Text: DOI OpenURL
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng A multivariate regime-switching mean reverting process and its application to the valuation of credit risk. (English) Zbl 1307.91186 Stochastic Anal. Appl. 32, No. 4, 687-710 (2014). Reviewer: Pavel Stoynov (Sofia) MSC: 91G40 60J27 91G20 60G55 60H30 62P05 PDF BibTeX XML Cite \textit{Y. Dong} et al., Stochastic Anal. Appl. 32, No. 4, 687--710 (2014; Zbl 1307.91186) Full Text: DOI OpenURL
Jiang, Wuyuan; Yang, Zhaojun Dividend payments in a risk model perturbed by diffusion with multiple thresholds. (English) Zbl 1280.62118 Stochastic Anal. Appl. 31, No. 6, 1097-1113 (2013). MSC: 62P05 91B30 65R99 PDF BibTeX XML Cite \textit{W. Jiang} and \textit{Z. Yang}, Stochastic Anal. Appl. 31, No. 6, 1097--1113 (2013; Zbl 1280.62118) Full Text: DOI OpenURL
Elliott, Robert J.; Siu, Tak Kuen Reflected backward stochastic differential equations, convex risk measures and American options. (English) Zbl 1343.60093 Stochastic Anal. Appl. 31, No. 6, 1077-1096 (2013). MSC: 60H30 60H10 60G40 91G80 PDF BibTeX XML Cite \textit{R. J. Elliott} and \textit{T. K. Siu}, Stochastic Anal. Appl. 31, No. 6, 1077--1096 (2013; Zbl 1343.60093) Full Text: DOI OpenURL
Zhang, Shuaiqi Impulse stochastic control for the optimization of the dividend payments of the compound Poisson risk model perturbed by diffusion. (English) Zbl 1246.91158 Stochastic Anal. Appl. 30, No. 4, 642-661 (2012). MSC: 91G70 93E20 91G80 PDF BibTeX XML Cite \textit{S. Zhang}, Stochastic Anal. Appl. 30, No. 4, 642--661 (2012; Zbl 1246.91158) Full Text: DOI OpenURL
Ma, Lina; Zhang, Jingxiao; Kannan, D. A Markov process modeling and analysis of indifference pricing of insurance contracts for home reversion plan for a pair of insureds. (English) Zbl 1244.91077 Stochastic Anal. Appl. 29, No. 5, 860-880 (2011). Reviewer: Stefan Tappe (Hannover) MSC: 91D20 60H30 60J28 60J65 91B30 49L20 PDF BibTeX XML Cite \textit{L. Ma} et al., Stochastic Anal. Appl. 29, No. 5, 860--880 (2011; Zbl 1244.91077) Full Text: DOI OpenURL
Elliott, Robert J.; Siu, Tak Kuen; Chan, Leunglung; Lau, John W. Pricing options under a generalized Markov-modulated jump-diffusion model. (English) Zbl 1155.91380 Stochastic Anal. Appl. 25, No. 4, 821-843 (2007). MSC: 91G20 60G42 PDF BibTeX XML Cite \textit{R. J. Elliott} et al., Stochastic Anal. Appl. 25, No. 4, 821--843 (2007; Zbl 1155.91380) Full Text: DOI OpenURL