The following pages link to Guo-jing Wang (Q1566068):
Displayed 50 items.
- (Q190754) (redirect page) (← links)
- A reduced-form model for correlated defaults with regime-switching shot noise intensities (Q292361) (← links)
- On a multi-dimensional risk model with regime switching (Q320264) (← links)
- Bilateral counterparty risk valuation on a CDS with a common shock model (Q479176) (← links)
- On the expected discounted penalty function in a delayed-claims risk model (Q511156) (← links)
- Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) (← links)
- On the renewal risk process with stochastic interest (Q855690) (← links)
- The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (Q865615) (← links)
- On a joint distribution for the risk process with constant interest force (Q882861) (← links)
- On a correlated aggregate claims model with thinning-dependence structure (Q882872) (← links)
- The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest (Q939327) (← links)
- On the renewal risk model under a threshold strategy (Q1026427) (← links)
- Joint distributions of some actuarial random vectors containing the time of ruin (Q1413344) (← links)
- The joint density function of three characteristics on jump-diffusion risk process. (Q1413411) (← links)
- Distribution of deficit at ruin for a PDMP insurance risk model (Q1432871) (← links)
- Some results for classical risk process with stochastic return on investments (Q1566069) (← links)
- Pricing catastrophe options with counterparty credit risk in a reduced form model (Q1637025) (← links)
- Pricing credit default swaps with bilateral counterparty risk in a reduced form model with Markov regime switching (Q1644065) (← links)
- Valuation of CDS counterparty risk under a reduced-form model with regime-switching shot noise default intensities (Q1690473) (← links)
- Distributions for the risk process with a stochastic return on investments. (Q1766007) (← links)
- A reduced-form model with default intensities containing contagion and regime-switching Vasicek processes (Q1787114) (← links)
- Ruin problem for a class of risk processes perturbed by diffusion (Q1861006) (← links)
- Ruin theory for the risk process described by PDMPs (Q1873582) (← links)
- A Markov regime switching jump-diffusion model for the pricing of portfolio credit derivatives (Q1933756) (← links)
- Unilateral counterparty risk valuation for CDS under a regime switching interacting intensities model (Q1934584) (← links)
- A generalization of risk model perturbed by diffusion (Q1970740) (← links)
- Some distributions for classical risk process that is perturbed by diffusion (Q1974039) (← links)
- Pricing dynamic fund protection under a regime-switching jump-diffusion model with stochastic protection level (Q2244233) (← links)
- A contagion model with Markov regime-switching intensities (Q2258911) (← links)
- The dependence of assets and default threshold with thinning-dependence structure (Q2358872) (← links)
- Pricing credit derivatives under a correlated regime-switching hazard processes model (Q2397578) (← links)
- On a reduced form credit risk model with common shock and regime switching (Q2447411) (← links)
- Ruin probability for renewal risk model with negative risk sums (Q2494609) (← links)
- Ruin probabilities for a~risk process with stochastic return on investments. (Q2574640) (← links)
- A regime-switching model with jumps and its application to bond pricing and insurance (Q2834907) (← links)
- (Q2860078) (← links)
- Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673) (← links)
- (Q3014850) (← links)
- Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps (Q3014981) (← links)
- (Q3071258) (← links)
- A Constant Interest Risk Model with Tax Payments (Q3161157) (← links)
- (Q3169953) (← links)
- (Q3500601) (← links)
- Some Ruin Problems for a Risk Process with Stochastic Interest (Q3518780) (← links)
- (Q3571651) (← links)
- (Q3599778) (← links)
- On a compounding assets model with positive jumps (Q3607875) (← links)
- (Q3622118) (← links)
- (Q3641935) (← links)
- (Q4509327) (← links)