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Search Results - "JIANG, Zhengjun"
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"JIANG, Zhengjun"
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Optimal dividend policy when risk reserves follow a jump–diffusion process with a completely monotone jump density under Markov-regime switching
by
Jiang
,
Zhengjun
Published in
Insurance, mathematics & economics
(01.05.2019)
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Banach contraction principle, q-scale function and ultimate ruin probability under a Markov-modulated classical risk model
by
Jiang
,
Zhengjun
Published in
Scandinavian actuarial journal
(16.03.2022)
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Optimal dividend distribution under Markov regime switching
by
Jiang
,
Zhengjun
,
Pistorius, Martijn
Published in
Finance and stochastics
(01.07.2012)
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q-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump-diffusion risk model
by
Liu, Yuxuan
,
Jiang
,
Zhengjun
,
Zhang, Yiwen
Published in
Scandinavian actuarial journal
(02.01.2023)
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Gambler's ruin problem in a Markov-modulated jump-diffusion risk model
by
Liu, Yuxuan
,
Jiang
,
Zhengjun
,
Qu, Yixin
Published in
Scandinavian actuarial journal
(14.09.2022)
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On perpetual American put valuation and first-passage in a regime-switching model with jumps
by
Jiang
,
Zhengjun
,
Pistorius, Martijn R.
Published in
Finance and stochastics
(2008)
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