Wang, Wenyuan; Ming, Ruixing; Hu, Yijun On de Finetti’s optimal Impulse dividend control problem under chapter 11 bankruptcy. (English) Zbl 07784081 Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 1, 215-233 (2024). MSC: 60G51 91B05 91G05 93E20 PDFBibTeX XMLCite \textit{W. Wang} et al., Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 1, 215--233 (2024; Zbl 07784081) Full Text: DOI
Wang, Wenyuan; Yu, Xiang; Zhou, Xiaowen On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy. (English) Zbl 07783075 Appl. Math. Optim. 89, No. 1, Paper No. 13, 31 p. (2024). MSC: 91G50 91G05 49L20 60G51 93E20 PDFBibTeX XMLCite \textit{W. Wang} et al., Appl. Math. Optim. 89, No. 1, Paper No. 13, 31 p. (2024; Zbl 07783075) Full Text: DOI arXiv
Wang, Wenyuan; Zhang, Zhimin; Jin, Zhuo Tax optimization with a terminal value for the Lévy risk processes. (English) Zbl 07668999 J. Ind. Manag. Optim. 19, No. 8, 6024-6053 (2023). MSC: 91G05 93E20 60G51 PDFBibTeX XMLCite \textit{W. Wang} et al., J. Ind. Manag. Optim. 19, No. 8, 6024--6053 (2023; Zbl 07668999) Full Text: DOI
Xu, Ran; Wang, Wenyuan; Garrido, Jose Optimal dividend strategy under Parisian ruin with affine penalty. (English) Zbl 1492.93207 Methodol. Comput. Appl. Probab. 24, No. 3, 1385-1409 (2022). MSC: 93E20 60G51 91B05 PDFBibTeX XMLCite \textit{R. Xu} et al., Methodol. Comput. Appl. Probab. 24, No. 3, 1385--1409 (2022; Zbl 1492.93207) Full Text: DOI
Zhao, Yongxia; Dong, Hua; Zhong, Wei Equilibrium dividend strategies for spectrally negative Lévy processes with time value of ruin and random time horizon. (English) Zbl 07562258 Commun. Stat., Theory Methods 51, No. 14, 4757-4780 (2022). MSC: 93E20 91G80 PDFBibTeX XMLCite \textit{Y. Zhao} et al., Commun. Stat., Theory Methods 51, No. 14, 4757--4780 (2022; Zbl 07562258) Full Text: DOI
Noba, Kei; Pérez, José-Luis; Yu, Xiang On the bailout dividend problem for spectrally negative Markov additive models. (English) Zbl 1461.60030 SIAM J. Control Optim. 58, No. 2, 1049-1076 (2020). MSC: 60G51 93E20 91G80 PDFBibTeX XMLCite \textit{K. Noba} et al., SIAM J. Control Optim. 58, No. 2, 1049--1076 (2020; Zbl 1461.60030) Full Text: DOI arXiv
Al Ghanim, Dalal; Loeffen, Ronnie; Watson, Alexander R. The equivalence of two tax processes. (English) Zbl 1431.91242 Insur. Math. Econ. 90, 1-6 (2020). MSC: 91B64 60G51 93E20 91G05 PDFBibTeX XMLCite \textit{D. Al Ghanim} et al., Insur. Math. Econ. 90, 1--6 (2020; Zbl 1431.91242) Full Text: DOI arXiv
Wang, Wenyuan; Zhang, Zhimin Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time. (English) Zbl 1427.60084 Adv. Appl. Probab. 51, No. 3, 865-897 (2019). MSC: 60G51 91B05 93E20 PDFBibTeX XMLCite \textit{W. Wang} and \textit{Z. Zhang}, Adv. Appl. Probab. 51, No. 3, 865--897 (2019; Zbl 1427.60084) Full Text: DOI arXiv
Li, Manman; Yin, George Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model. (English) Zbl 1438.91176 J. Ind. Manag. Optim. 15, No. 2, 517-535 (2019). MSC: 91G50 91G05 93E20 60G51 PDFBibTeX XMLCite \textit{M. Li} and \textit{G. Yin}, J. Ind. Manag. Optim. 15, No. 2, 517--535 (2019; Zbl 1438.91176) Full Text: DOI
Noba, Kei; Pérez, José-Luis; Yamazaki, Kazutoshi; Yano, Kouji On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models. (English) Zbl 1419.91380 J. Appl. Probab. 55, No. 4, 1272-1286 (2018). MSC: 91B30 60G51 93E20 PDFBibTeX XMLCite \textit{K. Noba} et al., J. Appl. Probab. 55, No. 4, 1272--1286 (2018; Zbl 1419.91380) Full Text: DOI arXiv
Wang, Wenyuan; Zhou, Xiaowen General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes. (English) Zbl 1396.91314 J. Appl. Probab. 55, No. 2, 513-542 (2018). MSC: 91B30 60G51 93E20 PDFBibTeX XMLCite \textit{W. Wang} and \textit{X. Zhou}, J. Appl. Probab. 55, No. 2, 513--542 (2018; Zbl 1396.91314) Full Text: DOI
Gajek, Lesław; Kuciński, Łukasz Complete discounted cash flow valuation. (English) Zbl 1416.91395 Insur. Math. Econ. 73, 1-19 (2017). MSC: 91G50 60G51 93E20 PDFBibTeX XMLCite \textit{L. Gajek} and \textit{Ł. Kuciński}, Insur. Math. Econ. 73, 1--19 (2017; Zbl 1416.91395) Full Text: DOI
Shen, Ying; Yin, Chuan-Cun; Yuen, Kam Chuen Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes. (English) Zbl 1286.60043 Acta Math. Appl. Sin., Engl. Ser. 29, No. 4, 705-716 (2013). MSC: 60G51 93E20 91B30 PDFBibTeX XMLCite \textit{Y. Shen} et al., Acta Math. Appl. Sin., Engl. Ser. 29, No. 4, 705--716 (2013; Zbl 1286.60043) Full Text: DOI arXiv
Wang, Wenyuan; Hu, Yijun Optimal loss-carry-forward taxation for the Lévy risk model. (English) Zbl 1238.91086 Insur. Math. Econ. 50, No. 1, 121-130 (2012). Reviewer: Tak Kuen Siu (Sydney) MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{W. Wang} and \textit{Y. Hu}, Insur. Math. Econ. 50, No. 1, 121--130 (2012; Zbl 1238.91086) Full Text: DOI
Yin, Chuancun; Wang, Chunwei Optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes: an alternative approach. (English) Zbl 1176.60034 J. Comput. Appl. Math. 233, No. 2, 482-491 (2009). MSC: 60G51 93E20 PDFBibTeX XMLCite \textit{C. Yin} and \textit{C. Wang}, J. Comput. Appl. Math. 233, No. 2, 482--491 (2009; Zbl 1176.60034) Full Text: DOI