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| Title | Author/Creator | Date | Full Text | Reviewed | |
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| A Stochastic maximum principle for a markov regime-switching jump-diffusion model and its application to finance | Zhang, Xin; Elliott, Robert J; Siu, Tak Kuen | 2012 | 
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| A Bayesian approach for optimal reinsurance and investment in a diffusion model | Zhang, Xin; Elliott, Robert J; Siu, Tak Kuen | 2012 | — |
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| Markovian regime-switching market completion using additional Markov jump assets | Zhang, Xin; Elliott, Robert J; Siu, Tak Kuen; Guo, Junyi | 2012 | — |
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| On optimal proportional reinsurance and investment in a Markovian regime-switching economy | Zhang, Xin; Siu, Tak Kuen | 2012 | — |
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Author/Creator
- Elliott, Robert J (3)
- Guo, Junyi (1)
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