5 citations · 10 across the 4 of their papers we have counts for
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q-fin.MF2020
A Perturbation Approach to Optimal Investment, Liability Ratio, and Dividend Strategies
Zhuo Jin, Zuo Quan Xu, Bin Zou
We study an optimal dividend problem for an insurer who simultaneously controls investment weights in a financial market, liability ratio in the insurance business, and dividend pa…
q-fin.MF2020
Quadratic Hedging for Sequential Claims with Random Weights in Discrete Time
Jun Deng, Bin Zou
We study a quadratic hedging problem for a sequence of contingent claims with random weights in discrete time. We obtain the optimal hedging strategy explicitly in a recursive repr…