The following pages link to Jun Cai (Q337917):
Displaying 50 items.
- Extending ggplot2 for Linked and Animated Web Graphics (Q69246) (← links)
- Distributed compressed sensing for multi-sourced fusion and secure signal processing in private cloud (Q337920) (← links)
- (Q543229) (redirect page) (← links)
- Low complexity construction for quasi-cyclic low-density parity-check codes by progressive-block growth (Q543230) (← links)
- A perturbed risk model with dependence between premium rates and claim sizes (Q659158) (← links)
- Friction between si tip and (001)-2\(\times\)1 surface: a molecular dynamics simulation (Q696435) (← links)
- Some new notions of dependence with applications in optimal allocation problems (Q743160) (← links)
- Efficient coded-block delivery and caching in information-centric networking (Q782091) (← links)
- Long-run operating performance of initial public offerings in Japanese over-the-counter market (1991--2001): Evidence and implications (Q816778) (← links)
- The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function (Q835683) (← links)
- Optimal reinsurance under VaR and CTE risk measures (Q938052) (← links)
- Some improvements on the Lundberg bound for the ruin probability (Q1380616) (← links)
- Aging and other distributional properties of discrete compound geometric distributions (Q1413274) (← links)
- On the expected discounted penalty function at ruin of a surplus process with interest. (Q1413325) (← links)
- Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. (Q1413384) (← links)
- Pareto-optimal reinsurance arrangements under general model settings (Q1681082) (← links)
- Risk measures based on behavioural economics theory (Q1709605) (← links)
- Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (Q1735027) (← links)
- Structures of systems with exponential life distributions (Q1919343) (← links)
- Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting (Q2015632) (← links)
- Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
- Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (Q2234769) (← links)
- Mechanistic modelling of multiple waves in an influenza epidemic or pandemic (Q2288460) (← links)
- Convex risk functionals: representation and applications (Q2292181) (← links)
- Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks (Q2350045) (← links)
- Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures (Q2364013) (← links)
- Dependence properties and bounds for ruin probabilities in multivariate compound risk models (Q2370525) (← links)
- On the invariant properties of notions of positive dependence and copulas under increasing transformations (Q2427805) (← links)
- Optimal reinsurance with positively dependent risks (Q2427807) (← links)
- Portfolio optimization with uncertain exit time in infinite-time horizon (Q2439241) (← links)
- On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest (Q2449385) (← links)
- Ruin probabilities with a Markov chain interest model (Q2485524) (← links)
- Multivariate risk model of phase type (Q2485539) (← links)
- Monotonicity and aging properties of random sums (Q2485550) (← links)
- Ruin probabilities and penalty functions with stochastic rates of interest (Q2485766) (← links)
- Classifying G-protein coupled receptors with bagging classification tree (Q2490541) (← links)
- The preservation of classes of discrete distributions under convolution and mixing (Q2492182) (← links)
- A fast block-matching algorithm based on variable shape search (Q2508115) (← links)
- Optimal reinsurance with regulatory initial capital and default risk (Q2513436) (← links)
- ON CLASSES OF LIFETIME DISTRIBUTIONS WITH UNKNOWN AGE (Q2711565) (← links)
- Lundberg inequalities for renewal equations (Q2759815) (← links)
- (Q2858163) (← links)
- Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends (Q3067089) (← links)
- Ruin probabilities with dependent rates of interest (Q3153656) (← links)
- Conditional tail expectations for multivariate phase-type distributions (Q3367750) (← links)
- On the time value of absolute ruin with debit interest (Q3590742) (← links)
- Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures (Q3632830) (← links)
- Tuning integrated dissemination-based information systems (Q4239947) (← links)
- Density Functional Theory of Square-well Chain Mixtures Near Solid Surface (Q4456325) (← links)
- (Q4456746) (← links)
