{"id":"https://openalex.org/W2070004332","doi":"https://doi.org/10.1007/s10957-010-9726-x","title":"Classical and Impulse Control for the Optimization of\u00a0Dividend and Proportional Reinsurance Policies with\u00a0Regime Switching","display_name":"Classical and Impulse Control for the Optimization of\u00a0Dividend and Proportional Reinsurance Policies with\u00a0Regime Switching","publication_year":2010,"publication_date":"2010-06-01","ids":{"openalex":"https://openalex.org/W2070004332","doi":"https://doi.org/10.1007/s10957-010-9726-x","mag":"2070004332"},"language":"en","primary_location":{"id":"doi:10.1007/s10957-010-9726-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10957-010-9726-x","pdf_url":null,"source":{"id":"https://openalex.org/S52430896","display_name":"Journal of Optimization Theory and Applications","issn_l":"0022-3239","issn":["0022-3239","1573-2878"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Optimization Theory and Applications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5030194216","display_name":"Jiaqin Wei","orcid":"https://orcid.org/0000-0002-2534-6046"},"institutions":[{"id":"https://openalex.org/I66867065","display_name":"East China Normal University","ror":"https://ror.org/02n96ep67","country_code":"CN","type":"education","lineage":["https://openalex.org/I66867065"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jiaqin Wei","raw_affiliation_strings":["School of Finance and Statistics, East China Normal University, Shanghai, 200241, China","School of Finance and Statistics, East China Normal University, Shanghai, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Finance and Statistics, East China Normal University, Shanghai, 200241, China","institution_ids":["https://openalex.org/I66867065"]},{"raw_affiliation_string":"School of Finance and Statistics, East China Normal University, Shanghai, China","institution_ids":["https://openalex.org/I66867065"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5114546954","display_name":"Hailiang Yang","orcid":"https://orcid.org/0000-0001-8749-5031"},"institutions":[{"id":"https://openalex.org/I889458895","display_name":"University of Hong Kong","ror":"https://ror.org/02zhqgq86","country_code":"HK","type":"education","lineage":["https://openalex.org/I889458895"]}],"countries":["HK"],"is_corresponding":true,"raw_author_name":"Hailiang Yang","raw_affiliation_strings":["Department of Statistics and Actuarial Science, The University of Hong Kong, Pokfulam Road, Hong Kong, China","Department of Statistics and Actuarial Science, The University of Hong Kong, Hong Kong, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics and Actuarial Science, The University of Hong Kong, Pokfulam Road, Hong Kong, China","institution_ids":["https://openalex.org/I889458895"]},{"raw_affiliation_string":"Department of Statistics and Actuarial Science, The University of Hong Kong, Hong Kong, China","institution_ids":["https://openalex.org/I889458895"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5102022217","display_name":"Rongming Wang","orcid":"https://orcid.org/0000-0001-5130-888X"},"institutions":[{"id":"https://openalex.org/I154099455","display_name":"Shandong University","ror":"https://ror.org/0207yh398","country_code":"CN","type":"education","lineage":["https://openalex.org/I154099455"]},{"id":"https://openalex.org/I66867065","display_name":"East China Normal University","ror":"https://ror.org/02n96ep67","country_code":"CN","type":"education","lineage":["https://openalex.org/I66867065"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Rongming Wang","raw_affiliation_strings":["School of Finance and Statistics, East China Normal University, Shanghai, 200241, China","School of Mathematics and System Sciences, Shandong University, Jinan, 250100, China","School of Mathematics and System Sciences, Shandong University, Jinan, China","School of Finance and Statistics, East China Normal University, Shanghai, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Finance and Statistics, East China Normal University, Shanghai, 200241, China","institution_ids":["https://openalex.org/I66867065"]},{"raw_affiliation_string":"School of Mathematics and System Sciences, Shandong University, Jinan, 250100, China","institution_ids":["https://openalex.org/I154099455"]},{"raw_affiliation_string":"School of Mathematics and System Sciences, Shandong University, Jinan, China","institution_ids":["https://openalex.org/I154099455"]},{"raw_affiliation_string":"School of Finance and Statistics, East China Normal University, Shanghai, China","institution_ids":["https://openalex.org/I66867065"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5114546954"],"corresponding_institution_ids":["https://openalex.org/I889458895"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":3.1318,"has_fulltext":false,"cited_by_count":42,"citation_normalized_percentile":{"value":0.91577699,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"147","issue":"2","first_page":"358","last_page":"377"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9986000061035156,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9986000061035156,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9980000257492065,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/reinsurance","display_name":"Reinsurance","score":0.8551181554794312},{"id":"https://openalex.org/keywords/impulse-control","display_name":"Impulse control","score":0.6944356560707092},{"id":"https://openalex.org/keywords/variational-inequality","display_name":"Variational inequality","score":0.687156617641449},{"id":"https://openalex.org/keywords/dividend","display_name":"Dividend","score":0.6484589576721191},{"id":"https://openalex.org/keywords/bellman-equation","display_name":"Bellman equation","score":0.6270653605461121},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6101365685462952},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.5764788389205933},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5144457817077637},{"id":"https://openalex.org/keywords/poisson-distribution","display_name":"Poisson distribution","score":0.4392666816711426},{"id":"https://openalex.org/keywords/impulse","display_name":"Impulse (physics)","score":0.4368554651737213},{"id":"https://openalex.org/keywords/compound-poisson-process","display_name":"Compound Poisson process","score":0.42108261585235596},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.4033215045928955},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.39675021171569824},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3763844966888428},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2914848327636719},{"id":"https://openalex.org/keywords/poisson-process","display_name":"Poisson process","score":0.24892783164978027},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.20778289437294006},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.1650506854057312}],"concepts":[{"id":"https://openalex.org/C166970017","wikidata":"https://www.wikidata.org/wiki/Q476118","display_name":"Reinsurance","level":2,"score":0.8551181554794312},{"id":"https://openalex.org/C3018727167","wikidata":"https://www.wikidata.org/wiki/Q6033829","display_name":"Impulse control","level":2,"score":0.6944356560707092},{"id":"https://openalex.org/C161999928","wikidata":"https://www.wikidata.org/wiki/Q4556320","display_name":"Variational inequality","level":2,"score":0.687156617641449},{"id":"https://openalex.org/C116168712","wikidata":"https://www.wikidata.org/wiki/Q181201","display_name":"Dividend","level":2,"score":0.6484589576721191},{"id":"https://openalex.org/C14646407","wikidata":"https://www.wikidata.org/wiki/Q1430750","display_name":"Bellman equation","level":2,"score":0.6270653605461121},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6101365685462952},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.5764788389205933},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5144457817077637},{"id":"https://openalex.org/C100906024","wikidata":"https://www.wikidata.org/wiki/Q205692","display_name":"Poisson distribution","level":2,"score":0.4392666816711426},{"id":"https://openalex.org/C70836080","wikidata":"https://www.wikidata.org/wiki/Q837940","display_name":"Impulse (physics)","level":2,"score":0.4368554651737213},{"id":"https://openalex.org/C133338972","wikidata":"https://www.wikidata.org/wiki/Q2055750","display_name":"Compound Poisson process","level":4,"score":0.42108261585235596},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.4033215045928955},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.39675021171569824},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3763844966888428},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2914848327636719},{"id":"https://openalex.org/C166144826","wikidata":"https://www.wikidata.org/wiki/Q1145117","display_name":"Poisson process","level":3,"score":0.24892783164978027},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.20778289437294006},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1650506854057312},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","level":0,"score":0.0},{"id":"https://openalex.org/C542102704","wikidata":"https://www.wikidata.org/wiki/Q183257","display_name":"Psychotherapist","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s10957-010-9726-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10957-010-9726-x","pdf_url":null,"source":{"id":"https://openalex.org/S52430896","display_name":"Journal of Optimization Theory and Applications","issn_l":"0022-3239","issn":["0022-3239","1573-2878"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Optimization Theory and Applications","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:joptap:v:147:y:2010:i:2:d:10.1007_s10957-010-9726-x","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10957-010-9726-x","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:hub.hku.hk:10722/135506","is_oa":false,"landing_page_url":"http://hdl.handle.net/10722/135506","pdf_url":null,"source":{"id":"https://openalex.org/S4377196271","display_name":"The HKU Scholars Hub (University of Hong Kong)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I889458895","host_organization_name":"University of Hong Kong","host_organization_lineage":["https://openalex.org/I889458895"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","score":0.47999998927116394,"id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":34,"referenced_works":["https://openalex.org/W1487586009","https://openalex.org/W1488001421","https://openalex.org/W1558902221","https://openalex.org/W1595500633","https://openalex.org/W1965150957","https://openalex.org/W1972792800","https://openalex.org/W1981365697","https://openalex.org/W1983345526","https://openalex.org/W1983688082","https://openalex.org/W2012524049","https://openalex.org/W2016078616","https://openalex.org/W2043814330","https://openalex.org/W2047864380","https://openalex.org/W2056063163","https://openalex.org/W2060282113","https://openalex.org/W2076424721","https://openalex.org/W2078603552","https://openalex.org/W2089772788","https://openalex.org/W2107709271","https://openalex.org/W2125854305","https://openalex.org/W2132529433","https://openalex.org/W2136538802","https://openalex.org/W2141616022","https://openalex.org/W2149091841","https://openalex.org/W2189116695","https://openalex.org/W2209557103","https://openalex.org/W2267390774","https://openalex.org/W2288178579","https://openalex.org/W2339733371","https://openalex.org/W2588643309","https://openalex.org/W2749408143","https://openalex.org/W3121243437","https://openalex.org/W4246965118","https://openalex.org/W4251849361"],"related_works":["https://openalex.org/W2521288705","https://openalex.org/W2940488677","https://openalex.org/W3125730104","https://openalex.org/W4287869571","https://openalex.org/W3005135494","https://openalex.org/W4293254779","https://openalex.org/W2696462898","https://openalex.org/W2767965855","https://openalex.org/W2180817123","https://openalex.org/W2087520527"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":6},{"year":2019,"cited_by_count":6},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":6},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":2}],"updated_date":"2026-07-25T09:21:30.201066","created_date":"2025-10-10T00:00:00"}
