| Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models Z Jin, G Liu, H Yang European Journal of Operational Research 280 (3), 1130-1143, 2020 | 26 | 2020 |
| Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market G Liu, Z Jin, S Li Insurance: Mathematics and Economics 101, 508-524, 2021 | 12 | 2021 |
| Household lifetime strategies under a self-contagious market G Liu, Z Jin, S Li European Journal of Operational Research 288 (3), 935-952, 2021 | 12 | 2021 |
| Stochastic asset allocation and reinsurance game under contagious claims G Liu, Z Jin, S Li, J Zhang Finance Research Letters 49, 103123, 2022 | 2 | 2022 |
| Optimal dividend policy with self-exciting claims in the Gamma–Omega model G Liu, Z Jin, S Li Finance Research Letters, 106162, 2024 | | 2024 |
| Optimal Asset Allocation and Reinsurance Problem Under Enhanced Dynamic Contagious Processes G Liu, J Jang Available at SSRN 4806121, 2024 | | 2024 |
