The following pages link to Yuhua Lü (Q550084):
Displaying 26 items.
- The joint distributions of some actuarial diagnostics for the jump-diffusion risk process (Q550085) (← links)
- (Q657175) (redirect page) (← links)
- Oscillation properties for second-order partial differential equations with damping and functional arguments (Q657176) (← links)
- Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy (Q2258090) (← links)
- (Q2924244) (← links)
- (Q2993142) (← links)
- The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (Q3077455) (← links)
- (Q3154279) (← links)
- (Q3371116) (← links)
- (Q3371745) (← links)
- (Q3373585) (← links)
- (Q3415388) (← links)
- (Q3572984) (← links)
- (Q4416128) (← links)
- (Q4489364) (← links)
- (Q4502367) (← links)
- (Q4514975) (← links)
- (Q4516735) (← links)
- (Q4527856) (← links)
- On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest (Q5019733) (← links)
- Authors’ Reply: On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest - Discussion by Bangwon Ko (Q5019735) (← links)
- Optimal excess-of-loss reinsurance and investment with stochastic factor process (Q5057347) (← links)
- (Q5425166) (← links)
- (Q5435799) (← links)
- (Q5456085) (← links)
- (Q5490462) (← links)