On the dual risk model with diffusion under a mixed dividend strategy. - Zhang Liu 002; Ping Chen; Yijun Hu (Appl. Math. Comput., 2020)

Dynamic Risk Measures for Processes via Backward Stochastic Differential Equations Associated with Lévy Processes. - Liangliang Miao; Zhang Liu 002; Yijun Hu (Entropy, 2021)

Dynamic Risk Measures for Anticipated Backward Doubly Stochastic Volterra Integral Equations. - Liangliang Miao; Zhang Liu 002; Yijun Hu (Entropy, 2021)

Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes. - Zhang Liu 002; Ping Chen (Commun. Stat. Simul. Comput., 2022)

Computing two actuarial quantities under multilayer dividend strategy with a constant interest rate: Based on Sinc methods. - Zhang Liu 002; Sijia Shen; Haipeng Su (Commun. Nonlinear Sci. Numer. Simul., 2025)