1 citations · 1 across the 1 of their papers we have counts for
2 papers
math.OC2024
Optimal investment problem in a renewal risk model with generalized Erlang distributed interarrival times
Linlin Tian, Yixuan Tian, Bohan Li +1
This paper explores the optimal investment problem of a renewal risk model with generalized Erlang distributed interarrival times. The phases of the Erlang interarrival time is ass…
math.OC2018★ 1 cited
Optimal Singular Dividend Problem under the Sparre Anderson Model
Linlin Tian, Lihua Bai, Junyi Guo
Consider an insurance company for which the reserve process follows the Sparre Anderson model. In this paper, we study the optimal dividend problem for such a company as Bai, Ma an…