Singular control and impulse control with application to mutual insurance optimization. - Alain Bensoussan 001; John J. Liu; Jiguang Yuan (CDC, 2009)

QVI characterization of contingent options in marine mutual insurance. - Jiguang Yuan; John J. Liu (Risk Decis. Anal., 2010)

A Splitting Method for Band Control of Brownian Motion: With Application to Mutual Reserve Optimization. - Alain Bensoussan 001; John J. Liu; Jiguang Yuan (Oper. Res., 2024)