The following pages link to Guo-jing Wang (Q1566068):
Displayed 17 items.
- (Q4516744) (← links)
- Optimal reinsurance and investment problem in a defaultable market (Q4563472) (← links)
- Regime-switching pure jump processes and applications in the valuation of mortality-linked products (Q4634823) (← links)
- (Q4651064) (← links)
- (Q4709525) (← links)
- (Q4927813) (← links)
- Optimal asset allocation for participating contracts with mortality risk under minimum guarantee (Q5077434) (← links)
- The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier (Q5078105) (← links)
- Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model (Q5078511) (← links)
- Valuation of mortgage pass-through securities with partial prepayment risk (Q5093701) (← links)
- Basket CDS pricing with default intensities using a regime-switching shot-noise model (Q5154090) (← links)
- (Q5198285) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer with Ornstein-Uhlenbeck process (Q5213096) (← links)
- Optimal asset allocation for participating contracts under the VaR and PI constraint (Q5217902) (← links)
- Correlated default models driven by a multivariate regime-switching shot noise process (Q5234107) (← links)
- (Q5276449) (← links)
- A decomposition of the ruin probability for the risk process perturbed by diffusion (Q5938027) (← links)