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with Regime Switching. In N. Privault A. Kohatsu-Higa and S.J. Sheu., editors, Stochastic Analysis with
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2. Q. Zhao, R. Wang and J. Wei. Time-Inconsistent Consumption-Investment Problem for a Member in a
Defined Contribution Pension Plan. Journal of Industrial and Management Optimization, 12:1557-1585, 2016.
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4. Q. Zhao, J.Wei and R.Wang. On Dividend Strategies with Non-Exponential Discounting. Insurance: Mathematics and Economics, 58:1-13, 2014.
5. Q. Zhao, Y. Shen and J. Wei. Consumption-Investment Strategies with Non-Exponential Discounting and
Logarithmic Utility. European Journal of Operational Research, 238:824-835, 2014.
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9. J. Wei, R. Wang and H. Yang. On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model.
Advances in Applied Probability, 44(3):886-906, 2012.
10. J.Wei, R.Wang and H. Yang. Optimal Surrender Strategies for Equity-Indexed Annuity Investors with Partial Information. Statistics and Probability Letters, 82:1251-1258, 2012.
11. J.Wei and C. Qiu. The Risk Model with Interest, Liquid Reserves and a Constant Dividend Barrier. Chinese Journal of Applied Probability and Statistics, 28(5): 535-550, 2012.
12. Y. Xiang and J. Wei. Optimal Dividend Strategy under the Risk Model with Stochastic Premium. Chinese Journal of Applied Probability and Statistics, 27(1): 39-47, 2011.
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14. J. Wei, H. Yang and R.Wang. Classical and Impulse Control for the Optimization of Dividend and Proportional Reinsurance Policies with Regime Switching. Journal of Optimization Theory and Applications, 147: 358-377, 2010.
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16. J.Wei, R.Wang and D. Yao. The Asymptotic Estimate of Ruin Probability under a Class of Risk Model in the Presence of Heavy Tails. Communications in Statistics - Theory and Methods, 37(15): 2331-2341, 2008.