The following pages link to Hu, Yijun (Q162486):
Displayed 50 items.
- (Q230254) (redirect page) (← links)
- Optimal proportional reinsurance and dividend payments with transaction costs and internal competition (Q320607) (← links)
- On the generalized risk measures (Q377908) (← links)
- On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy (Q377933) (← links)
- (Q477512) (redirect page) (← links)
- The optimal policy for insurance company under consideration of internal competition and the time value of ruin (Q477513) (← links)
- On maximizing expected discounted taxation in a risk process with interest (Q504475) (← links)
- Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching (Q517215) (← links)
- Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information (Q519261) (← links)
- Risk measures with comonotonic subadditivity or convexity on product spaces (Q530738) (← links)
- Uniform estimate on finite time ruin probabilities with random interest rate (Q551357) (← links)
- Optimal proportional reinsurance with constant dividend barrier (Q551369) (← links)
- Duration of negative surplus for a two state Markov-modulated risk model (Q551417) (← links)
- Large deviations for heavy-tailed random sums of independent random variables with dominatedly varying tails (Q551794) (← links)
- On the expected discounted penalty function for risk process with tax (Q631560) (← links)
- Optimal portfolio on tracking the expected wealth process with liquidity constraints (Q655833) (← links)
- The optimal strategy for an insurance company under the influence of the terminal value (Q655880) (← links)
- Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints (Q659160) (← links)
- On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier (Q717340) (← links)
- Absolute ruin in the compound Poisson risk model with constant dividend barrier (Q730714) (← links)
- Large deviations viewpoints for a heavy-tailed \(\beta\)-mixing sequence (Q880876) (← links)
- On the Markov-dependent risk model with tax (Q904133) (← links)
- Large deviations and moderate deviations for \(m\)-negatively associated random variables (Q925684) (← links)
- A unified approach to the large deviations for small perturbations of random evolution equations (Q1373845) (← links)
- Complete convergence theorems for \(L^{p}\)-mixingales. (Q1426996) (← links)
- Asymptotic behavior and numerical simulations of a Lotka-Volterra mutualism system with white noises (Q1631034) (← links)
- Cash subadditive risk measures for portfolio vectors (Q1637026) (← links)
- Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (Q1648896) (← links)
- Set-valued loss-based risk measures (Q1670444) (← links)
- Cumulative sum estimator for change-point in panel data (Q1685211) (← links)
- Coherent and convex loss-based risk measures for portfolio vectors (Q1746035) (← links)
- Self-normalized large deviations for stationary sequences (Q1773873) (← links)
- Large deviations for generalized compound Poisson risk models and its bankruptcy moments (Q1777552) (← links)
- A note on the relationship between the rate functions for stationary dependent random sequences in \(\tau\)-topology and the relative entropy (Q1890709) (← links)
- Large deviations for stationary \(\Phi\)-mixing sequences in \(\tau\)-topology (Q1917808) (← links)
- Constant barrier strategies in a two-state Markov-modulated dual risk model (Q1942156) (← links)
- Optimal investment for an insurer under liquid reserves (Q2031332) (← links)
- On the dual risk model with diffusion under a mixed dividend strategy (Q2177679) (← links)
- Multivariate coherent risk measures induced by multivariate convex risk measures (Q2188367) (← links)
- Acceptability indexes for portfolio vectors (Q2298184) (← links)
- Set-valued risk statistics with scenario analysis (Q2406800) (← links)
- Optimal loss-carry-forward taxation for the Lévy risk model (Q2427816) (← links)
- Convolution kernels implementation of cardinalized probability hypothesis density filter (Q2439249) (← links)
- Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy (Q2444386) (← links)
- Coherent and convex risk measures for portfolios with applications (Q2453932) (← links)
- Ruin probabilities for discrete time risk models with stochastic rates of interest (Q2483443) (← links)
- On the ruin functions for a correlated aggregate claims model with Poisson and Erlang risk processes (Q2495539) (← links)
- Optimal proportional reinsurance and investment under partial information (Q2513598) (← links)
- Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff (Q2514608) (← links)
- Optimal investment, consumption and proportional reinsurance under model uncertainty (Q2514622) (← links)