| Publication | Date of Publication | Type |
|---|
The first hitting times and first exit times for the exponential Ornstein–Uhlenbeck process
Communications in Statistics. Simulation and Computation | 2026-09-24 | Paper |
Optimal dividend control with transaction costs under exponential Parisian ruin for a refracted Lévy risk model
Communications in Statistics. Theory and Methods | 2026-08-13 | Paper |
The joint distributions of some extremums on geometric Brownian motion
Communications in Statistics. Theory and Methods | 2025-08-25 | Paper |
Parisian ruin probability for the classical risk model with two-step premium
Scientific Bulletin. Series A. Applied Mathematics and Physics. Politehnica University of Bucharest | 2025-03-17 | Paper |
Exact solutions of the two-side exit time problems for the Vasicek model
Communications in Statistics: Theory and Methods | 2022-12-16 | Paper |
Dynamics of a non-smooth model of prostate cancer with intermittent androgen deprivation therapy
Physica D | 2022-12-09 | Paper |
| Exit times for geometric Brownian motion | 2022-10-07 | Paper |
Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest
Communications in Statistics. Simulation and Computation | 2022-06-21 | Paper |
Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy
Methodology and Computing in Applied Probability | 2022-06-03 | Paper |
The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate
Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
| scientific article; zbMATH DE number 7492500 (Why is no real title available?) | 2022-03-17 | Paper |
Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest
Periodica Mathematica Hungarica | 2021-09-22 | Paper |
| Total duration of negative surplus for the risk model with credit and debit interests | 2020-08-12 | Paper |
The exit times for the diffusion risk model with drift coefficient
International Journal of Dynamical Systems and Differential Equations | 2020-01-23 | Paper |
A new key escrow cryptosystem
Cryptography: Policy and Algorithms | 2019-10-10 | Paper |
How to fairly reconstruct a shared secret
Cryptography: Policy and Algorithms | 2019-10-10 | Paper |
Omega model for a jump-diffusion process with a two-step premium rate
Journal of the Korean Statistical Society | 2019-09-25 | Paper |
Total duration of negative surplus for a Brownian motion risk model with interest
Acta Mathematica Sinica, English Series | 2014-03-18 | Paper |
| Some distributions for the classical risk process perturbed by Brownian motion | 2011-07-19 | Paper |
Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy
Acta Mathematicae Applicatae Sinica. English Series | 2010-10-29 | Paper |
On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs
Acta Mathematica Sinica, English Series | 2010-10-04 | Paper |
| scientific article; zbMATH DE number 5631005 (Why is no real title available?) | 2009-11-11 | Paper |
Total duration of negative surplus for the risk model with debit interest
Statistics & Probability Letters | 2009-06-09 | Paper |
Ruin probabilities of a surplus process described by PDMPs
Acta Mathematicae Applicatae Sinica. English Series | 2008-05-26 | Paper |
| scientific article; zbMATH DE number 1367499 (Why is no real title available?) | 2000-02-15 | Paper |
| scientific article; zbMATH DE number 1308806 (Why is no real title available?) | 1999-10-05 | Paper |
Shared secret reconstruction
Designs, Codes and Cryptography | 1999-07-28 | Paper |
| scientific article; zbMATH DE number 4070802 (Why is no real title available?) | 1988-01-01 | Paper |
