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Rongming Wang
Information about the author Rongming Wang will soon be added to the site.
Found
3 papers
in total
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Pricing dynamic fund protections with regime switching
2016
This paper deals with the valuation of dynamic fund protections in a Markov...
Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
2011
In this paper we consider the dividend payments and capital injections control problem...
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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