Zhengjun Jiang

Available identifiers

zbMath Open jiang.zhengjunMaRDI QIDQ1003345

List of research outcomes

Publication	Date of Publication	Type
q-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump–diffusion risk model	2023-02-21	Paper
Gambler's ruin problem in a Markov-modulated jump-diffusion risk model	2022-10-26	Paper
Banach contraction principle, q-scale function and ultimate ruin probability under a Markov-modulated classical risk model	2022-05-05	Paper
Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching	2019-05-23	Paper
Volatility modeling with leverage effect under Laplace errors	2018-02-07	Paper
Optimal Dividend Policy when Cash Reserves Follow a Jump-Diffusion Process Under Markov-Regime Switching	2015-05-29	Paper
Optimal dividend distribution under Markov regime switching	2012-11-15	Paper
On perpetual American put valuation and first-passage in a regime-switching model with jumps	2009-02-28	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Zhengjun Jiang