The generalized class of stochastic hybrid systems consists of models with regime changes
including the occurrence of impulsive behavior. In this paper, the stochastic hybrid …

This paper studies the bailout optimal dividend problem with regime switching under the
constraint that the cumulative dividend strategy is absolutely continuous. We confirm the …

This paper presents a survey on some of the recent progress on numerical solutions for
controlled switching diffusions. We begin by recalling the basics of switching diffusions and …

This paper studies an optimal dividend problem for a company with non-exponential
discounting. The surplus process is described by a dual model, and the target is to find a …

This study examines the optimal investment and dividend problem for an insurer with CRRA
preference. The insurer's goal is to maximize the expected discounted accumulated utility …

We consider optimal investment and dividend problem of an insurer, where the insurer
decides dividend payment policy and invests his surplus into the financial market to manage …

In this paper, we study the optimal timing to convert the risk of business for an insurance
company in order to improve its solvency. The cash flow of company evolves according to a …

We consider a class of regular–singular stochastic differential games arising in the optimal
investment and dividend problem of an insurer under model uncertainty. The information …

In this paper, we employ numerical methods based on deep learning algorithms for solving
controlled stochastic Kolmogorov systems with regime-switching. Different from classical …

In this paper, we consider some pricing methods and hedging strategies of Guaranteed
Minimum Benefits (GMBs) in actuarial science and we extend the existing framework by …