| Publication | Date of Publication | Type |
|---|
| Valuing equity-linked annuities under high-water mark fee structure | 2024-05-30 | Paper |
| Optimal risk sharing and dividend strategies under default contagion: a semi-analytical approach | 2024-02-13 | Paper |
| Bayesian Multivariate Mixed Poisson Models with Copula-Based Mixture | 2023-10-20 | Paper |
| A scale function based approach for solving integral-differential equations in insurance risk models | 2023-06-26 | Paper |
| A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility | 2023-06-16 | Paper |
| Discrete-time risk models with surplus-dependent premium corrections | 2022-11-16 | Paper |
| Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk | 2022-05-31 | Paper |
| The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model | 2022-01-19 | Paper |
| “On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals,” Jiandong Ren, April 2008 | 2022-01-19 | Paper |
| Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model | 2022-01-10 | Paper |
| Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market | 2021-11-19 | Paper |
| Risk modelling on liquidations with Lévy processes | 2021-11-15 | Paper |
| On a class of non-zero-sum stochastic differential dividend games with regime switching | 2021-11-09 | Paper |
| Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model | 2021-06-09 | Paper |
| Household lifetime strategies under a self-contagious market | 2021-06-03 | Paper |
| Some state-specific exit probabilities in a Markov-modulated risk model | 2020-11-04 | Paper |
| Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio | 2020-06-10 | Paper |
| Generalized expected discounted penalty function at general drawdown for Lévy risk processes | 2020-03-20 | Paper |
| On the type I multivariate zero-truncated hurdle model with applications in health insurance | 2020-02-03 | Paper |
| The expected discounted penalty function: from infinite time to finite time | 2019-05-10 | Paper |
| Distributional study of finite-time ruin related problems for the classical risk model | 2019-04-29 | Paper |
| On the time and the number of claims when the surplus drops below a certain level | 2018-07-11 | Paper |
| The finite time ruin probability in a risk model with capital injections | 2018-07-10 | Paper |
| Markowitz's mean-variance optimization with investment and constrained reinsurance | 2017-06-15 | Paper |
| Optimal reinsurance under dynamic VaR constraint | 2016-12-14 | Paper |
| On the occupation times in a delayed Sparre Andersen risk model with exponential claims | 2016-12-14 | Paper |
| Number of jumps in two-sided first-exit problems for a compound Poisson process | 2016-11-11 | Paper |
| Analysis of some ruin-related quantities in a Markov-modulated risk model | 2016-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2801423 | 2016-04-07 | Paper |
| Some ruin problems for the MAP risk model | 2015-12-14 | Paper |
| A reinsurance game between two insurance companies with nonlinear risk processes | 2015-05-26 | Paper |
| The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model | 2014-04-04 | Paper |
| On the generalized Gerber-Shiu function for surplus processes with interest | 2014-04-03 | Paper |
| Joint Distributions of Some Ruin Related Quantities in the Compound Binomial Risk Model | 2014-01-30 | Paper |
| Erlang risk models and finite time ruin problems | 2013-12-13 | Paper |
| The finite-time ruin probability under the compound binomial risk model | 2013-08-20 | Paper |
| The maximum severity of ruin in a perturbed risk process with Markovian arrivals | 2013-05-13 | Paper |
| The Equilibrium Distribution of Counting Random Variables | 2012-06-12 | Paper |
| Finite time ruin problems for the Erlang\((2)\) risk model | 2012-02-10 | Paper |
| On the discounted penalty function in a discrete time renewal risk model with general interclaim times | 2011-02-22 | Paper |
| On the maximum severity of ruin in the compound Poisson model with a threshold dividend strategy | 2011-02-22 | Paper |
| Matrix-Form Recursions for a Family of Compound Distributions | 2010-06-21 | Paper |
| The perturbed compound Poisson risk model with two-sided jumps | 2010-01-15 | Paper |
| The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model | 2009-09-13 | Paper |
| The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims | 2009-07-20 | Paper |
| The Markovian regime-switching risk model with a threshold dividend strategy | 2009-05-12 | Paper |
| The distribution of total dividend payments in a Sparre Andersen model | 2009-05-12 | Paper |
| The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion | 2007-05-29 | Paper |
| On a class of discrete time renewal risk models | 2007-05-29 | Paper |
| Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models | 2007-05-29 | Paper |
| The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems | 2006-08-14 | Paper |
| On the probability of ruin in a Markov-modulated risk model | 2006-03-08 | Paper |
| “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 | 2006-01-05 | Paper |
| On the expected discounted penalty functions for two classes of risk processes | 2005-08-05 | Paper |
