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  1. On De Finetti’s optimal impulse dividend control problem under Chapter 11 bankruptcy

    Motivated by recent advances made in the study of dividend control and risk management problems involving the U.S. bankruptcy code, in this paper we...

    Wenyuan Wang, Ruixing Ming, Yijun Hu in Acta Mathematica Scientia
    Article 29 November 2023

  2. Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance

    This paper studies the joint tail behavior of two randomly weighted sums ∑ i =1 m Θ i X i and ∑ j =1 n θ j Y j for some m, n ∈ ℕ ∪{∞}, in which the primary...

    Yang Yang, Shaoying Chen, Kam Chuen Yuen in Science China Mathematics
    Article 23 August 2023
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