Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors. - Fengxia Hu; Rongming Wang (J. Comput. Appl. Math., 2010)

Optimal investment-consumption strategy with liability and regime switching model under Value-at-Risk constraint. - Fengxia Hu; Rongming Wang (Appl. Math. Comput., 2017)