Qiu, Jixiu; Zhou, Yonghui On the equilibrium of insider trading under information acquisition with long memory. (English) Zbl 07715838 J. Ind. Manag. Optim. 19, No. 10, 7130-7149 (2023). MSC: 91G15 60G22 91G80 PDFBibTeX XMLCite \textit{J. Qiu} and \textit{Y. Zhou}, J. Ind. Manag. Optim. 19, No. 10, 7130--7149 (2023; Zbl 07715838) Full Text: DOI
Lin, Zhenmei; Lai, Shaoyong Optimal consumption and portfolio selection for retirees with the guarantee of minimum welfare. (English) Zbl 1524.49047 J. Ind. Manag. Optim. 19, No. 11, 7849-7860 (2023). MSC: 49L20 91G10 93E20 90C39 PDFBibTeX XMLCite \textit{Z. Lin} and \textit{S. Lai}, J. Ind. Manag. Optim. 19, No. 11, 7849--7860 (2023; Zbl 1524.49047) Full Text: DOI
Shen, Weiwei; Yin, Juliang Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model. (English) Zbl 1524.91090 J. Ind. Manag. Optim. 19, No. 9, 7054-7071 (2023). MSC: 91G05 91G10 60H30 93E20 PDFBibTeX XMLCite \textit{W. Shen} and \textit{J. Yin}, J. Ind. Manag. Optim. 19, No. 9, 7054--7071 (2023; Zbl 1524.91090) Full Text: DOI
He, Yong; He, Lin; Chen, Dengsheng; Liu, Zhezhi Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets. (English) Zbl 07677912 J. Ind. Manag. Optim. 19, No. 9, 6806-6825 (2023). MSC: 91G05 91A16 PDFBibTeX XMLCite \textit{Y. He} et al., J. Ind. Manag. Optim. 19, No. 9, 6806--6825 (2023; Zbl 07677912) Full Text: DOI
Han, Ren-Jie; Tian, Qing-Gang; Yan, Dong; Yang, Ben-Zhang Valuation of European crude oil options with co-jump diffusions and stochastic interest rate. (English) Zbl 1524.91119 J. Ind. Manag. Optim. 19, No. 9, 6765-6780 (2023). MSC: 91G20 91G60 PDFBibTeX XMLCite \textit{R.-J. Han} et al., J. Ind. Manag. Optim. 19, No. 9, 6765--6780 (2023; Zbl 1524.91119) Full Text: DOI
Wei, Linhai; Hu, Yijun Capital allocation with multivariate convex risk measures. (English) Zbl 1524.91110 J. Ind. Manag. Optim. 19, No. 9, 6618-6633 (2023). MSC: 91G10 91G70 PDFBibTeX XMLCite \textit{L. Wei} and \textit{Y. Hu}, J. Ind. Manag. Optim. 19, No. 9, 6618--6633 (2023; Zbl 1524.91110) Full Text: DOI
Dou, Zheng; Lai, Shaoyong Optimal contracts and asset prices in a continuous-time delegated portfolio management problem. (English) Zbl 1524.91102 J. Ind. Manag. Optim. 19, No. 5, 3186-3216 (2023). MSC: 91G10 49L20 91B41 91B43 PDFBibTeX XMLCite \textit{Z. Dou} and \textit{S. Lai}, J. Ind. Manag. Optim. 19, No. 5, 3186--3216 (2023; Zbl 1524.91102) Full Text: DOI
Liu, Jingzhen; Yan, Shiqi; Jiang, Shan; Wei, Jiaqin Optimal investment, consumption and life insurance strategies under stochastic differential utility with habit formation. (English) Zbl 1513.91062 J. Ind. Manag. Optim. 19, No. 3, 2226-2250 (2023). MSC: 91G05 49L20 93E20 PDFBibTeX XMLCite \textit{J. Liu} et al., J. Ind. Manag. Optim. 19, No. 3, 2226--2250 (2023; Zbl 1513.91062) Full Text: DOI
Zhang, Liming; Wang, Rongming; Wei, Jiaqin Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints. (English) Zbl 1513.90111 J. Ind. Manag. Optim. 18, No. 6, 3897-3927 (2022). MSC: 90B50 93E20 91G80 PDFBibTeX XMLCite \textit{L. Zhang} et al., J. Ind. Manag. Optim. 18, No. 6, 3897--3927 (2022; Zbl 1513.90111) Full Text: DOI
Zhang, Caibin; Liang, Zhibin; Yuen, Kam Chuen Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach. (English) Zbl 1499.62397 J. Ind. Manag. Optim. 18, No. 1, 341-366 (2022). MSC: 62P05 91G10 93E20 PDFBibTeX XMLCite \textit{C. Zhang} et al., J. Ind. Manag. Optim. 18, No. 1, 341--366 (2022; Zbl 1499.62397) Full Text: DOI
Zhang, Shuhua; Zhao, Junying; Yan, Ming; Wang, Xinyu Modeling and computation of mean field game with compound carbon abatement mechanisms. (English) Zbl 1476.35283 J. Ind. Manag. Optim. 17, No. 6, 3333-3347 (2021). MSC: 35Q91 49L20 65L60 PDFBibTeX XMLCite \textit{S. Zhang} et al., J. Ind. Manag. Optim. 17, No. 6, 3333--3347 (2021; Zbl 1476.35283) Full Text: DOI
Zhong, Wei; Zhao, Yongxia; Chen, Ping Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes. (English) Zbl 1476.93166 J. Ind. Manag. Optim. 17, No. 5, 2639-2667 (2021). MSC: 93E20 91G80 60G51 PDFBibTeX XMLCite \textit{W. Zhong} et al., J. Ind. Manag. Optim. 17, No. 5, 2639--2667 (2021; Zbl 1476.93166) Full Text: DOI
Liu, Jingzhen; Wang, Yike; Zhou, Ming Utility maximization with habit formation of interaction. (English) Zbl 1476.91154 J. Ind. Manag. Optim. 17, No. 3, 1451-1469 (2021). MSC: 91G10 93E03 PDFBibTeX XMLCite \textit{J. Liu} et al., J. Ind. Manag. Optim. 17, No. 3, 1451--1469 (2021; Zbl 1476.91154) Full Text: DOI
Zhao, Qian; Shen, Yang; Wei, Jiaqin Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework. (English) Zbl 1476.91165 J. Ind. Manag. Optim. 17, No. 3, 1147-1171 (2021). MSC: 91G10 PDFBibTeX XMLCite \textit{Q. Zhao} et al., J. Ind. Manag. Optim. 17, No. 3, 1147--1171 (2021; Zbl 1476.91165) Full Text: DOI
Zhou, Zhongbao; Bai, Yanfei; Xiao, Helu; Chen, Xu A non-zero-sum reinsurance-investment game with delay and asymmetric information. (English) Zbl 1474.90236 J. Ind. Manag. Optim. 17, No. 2, 909-936 (2021). MSC: 90B50 91B05 91G80 91A23 93E20 91A10 90C30 PDFBibTeX XMLCite \textit{Z. Zhou} et al., J. Ind. Manag. Optim. 17, No. 2, 909--936 (2021; Zbl 1474.90236) Full Text: DOI
Wei, Jiaqin; Li, Danping; Zeng, Yan Robust optimal consumption-investment strategy with non-exponential discounting. (English) Zbl 1438.90188 J. Ind. Manag. Optim. 16, No. 1, 207-230 (2020). MSC: 90B50 93E20 91G80 PDFBibTeX XMLCite \textit{J. Wei} et al., J. Ind. Manag. Optim. 16, No. 1, 207--230 (2020; Zbl 1438.90188) Full Text: DOI
Chen, Lv; Yang, Hailiang Optimal reinsurance and investment strategy with two piece utility function. (English) Zbl 1406.91197 J. Ind. Manag. Optim. 13, No. 2, 737-755 (2017). MSC: 91B30 91B16 60H30 93E20 PDFBibTeX XMLCite \textit{L. Chen} and \textit{H. Yang}, J. Ind. Manag. Optim. 13, No. 2, 737--755 (2017; Zbl 1406.91197) Full Text: DOI
Zhao, Qian; Wang, Rongming; Wei, Jiaqin Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan. (English) Zbl 1364.90184 J. Ind. Manag. Optim. 12, No. 4, 1557-1585 (2016). MSC: 90B50 93E20 91G80 PDFBibTeX XMLCite \textit{Q. Zhao} et al., J. Ind. Manag. Optim. 12, No. 4, 1557--1585 (2016; Zbl 1364.90184) Full Text: DOI
Huang, Ximin; Song, Na; Ching, Wai-Ki; Siu, Tak-Kuen; Yiu, Ka-Fai Cedric A real option approach to optimal inventory management of retail products. (English) Zbl 1364.90121 J. Ind. Manag. Optim. 8, No. 2, 379-389 (2012). MSC: 90B22 91A06 PDFBibTeX XMLCite \textit{X. Huang} et al., J. Ind. Manag. Optim. 8, No. 2, 379--389 (2012; Zbl 1364.90121) Full Text: DOI