| Publication | Date of Publication | Type |
|---|
On the hybrid pension with model uncertainty and default risk
Acta Mathematica Scientia. Series A. (Chinese Edition) | 2026-03-25 | Paper |
On the spectrally negative Lévy risk process with mixed dividends and capital injections
Communications in Statistics. Theory and Methods | 2025-10-17 | Paper |
On occupation times of a spectrally negative Lévy risk process with a mixed dividend strategy
Mathematical Foundations of Computing | 2025-09-23 | Paper |
Equilibrium investment strategy of DC pension plan with mispricing and return of premiums clauses under the 4/2 stochastic volatility model
Acta Mathematica Scientia. Series A. (Chinese Edition) | 2025-04-14 | Paper |
Optimal investment strategy for the DC pension plan based on minimum guarantee and S-shaped utility
Chinese Journal of Applied Probability and Statistics | 2025-03-18 | Paper |
Poissonian occupation times of refracted Lévy processes with applications
Communications in Statistics. Theory and Methods | 2024-11-20 | Paper |
The Bessel function expression of characteristic function
Communications in Statistics. Theory and Methods | 2024-11-20 | Paper |
Optimal investment strategy for the DC pension plan based on jump diffusion model and S-shaped utility
Mathematical Foundations of Computing | 2024-11-05 | Paper |
Equilibrium balking strategies in the repairable \(M/M/1\) \(G\)-retrial queue with complete removals
Probability in the Engineering and Informational Sciences | 2022-04-14 | Paper |
| The Bessel function expression of characteristic function | 2021-12-13 | Paper |
| Parisian ruin for spectrally negative Lévy processes under a hybrid observation scheme | 2021-09-29 | Paper |
| The dividend problem under a hybrid observation scheme for a spectrally positive Lévy process | 2021-09-29 | Paper |
On periodic dividends for the classical risk model with debit interest
Mathematical Problems in Engineering | 2021-05-07 | Paper |
Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin
Applied Mathematics. Series B (English Edition) | 2021-02-02 | Paper |
| Dividend problem with Parisian delay for the classical risk model with debit interest | 2020-08-12 | Paper |
On a spectrally negative Lévy risk process with periodic dividends and capital injections
Statistics & Probability Letters | 2019-09-25 | Paper |
| The spectral collocation method-artificial compressibility method (SCM-ACM) for solving incompressible fluid flow | 2019-06-21 | Paper |
Spectrally negative Lévy risk model under Erlangized barrier strategy
Journal of Computational and Applied Mathematics | 2019-01-29 | Paper |
Parisian ruin probability for Markov additive risk processes
Advances in Difference Equations | 2019-01-21 | Paper |
On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments
Statistics & Probability Letters | 2018-06-21 | Paper |
| Efficient Myerson value for union stable structures | 2016-10-12 | Paper |
| scientific article; zbMATH DE number 6613849 (Why is no real title available?) | 2016-08-10 | Paper |
Total duration of negative surplus for an MAP risk model
Applied Mathematics. Series B (English Edition) | 2016-08-10 | Paper |
The ruin problem in a renewal risk model with two-sided jumps
Mathematical and Computer Modelling | 2015-02-19 | Paper |
Axiomatization for the center-of-gravity of imputation set value
Linear Algebra and its Applications | 2014-02-19 | Paper |
A repairable discrete-time retrial queue with recurrent customers, Bernoulli feedback and general retrial times
Operational Research. An International Journal | 2013-10-22 | Paper |
Numerical method for a Markov-modulated risk model with two-sided jumps
Abstract and Applied Analysis | 2013-02-04 | Paper |
On a risk model with Markovian arrivals and tax
Applied Mathematics. Series B (English Edition) | 2013-01-24 | Paper |
Complete monotonicity of the probability of ruin and de Finetti's dividend problem
Journal of Systems Science and Complexity | 2012-11-15 | Paper |
A matrix operator approach to a risk model with two classes of claims
Frontiers of Mathematics in China | 2012-11-07 | Paper |
Ruin problem for a class of risk models with random income
Acta Mathematicae Applicatae Sinica | 2012-06-01 | Paper |
| On a class of risk processes with barriers and random incomes | 2011-08-05 | Paper |
| On a class of risk processes with barriers and random incomes | 2011-08-05 | Paper |
A class of Sparre Andersen risk process
Frontiers of Mathematics in China | 2010-12-10 | Paper |
| On the expected discounted penalty function for a Lévy risk process perturbed by diffusions | 2009-03-06 | Paper |
Structure-based graph distance measures of high degree of precision
Pattern Recognition | 2008-10-08 | Paper |
| On generalized vector variational inequalities with set-valued mappings | 2006-04-04 | Paper |
| scientific article; zbMATH DE number 5008711 (Why is no real title available?) | 2006-02-21 | Paper |
| scientific article; zbMATH DE number 2186115 (Why is no real title available?) | 2005-07-04 | Paper |
| scientific article; zbMATH DE number 1777436 (Why is no real title available?) | 2004-01-25 | Paper |
| scientific article; zbMATH DE number 1958130 (Why is no real title available?) | 2003-07-31 | Paper |
| scientific article; zbMATH DE number 1816736 (Why is no real title available?) | 2002-12-01 | Paper |
| scientific article; zbMATH DE number 1839602 (Why is no real title available?) | 2002-01-01 | Paper |
