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Jiaqin Wei
Information about the author Jiaqin Wei will soon be added to the site.
Found
2 papers
in total
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Portfolio optimization in a regime-switching market with derivatives
2014
We consider the optimal asset allocation problem in a continuous‐time...
Classical and Impulse Control for the Optimization of Dividend and Proportional Reinsurance Policies with Regime Switching
2010
We consider the optimal proportional reinsurance and dividend strategy. The surplus...
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