| Publication | Date of Publication | Type |
|---|
Optimal pricing approaches for data markets in market-operated data exchanges
Statistical Theory and Related Fields | 2026-03-31 | Paper |
A combined integer-valued autoregressive process with actuarial applications
Journal of Computational and Applied Mathematics | 2025-01-16 | Paper |
Tail moments and tail joint moments for multivariate generalized hyperbolic distribution
Journal of Computational and Applied Mathematics | 2024-12-16 | Paper |
Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science
Statistical Papers | 2024-11-18 | Paper |
Pricing airbag option via first passage time approach
Quantitative Finance | 2024-08-26 | Paper |
Closed-form approximations for spread options in Lévy markets
Applied Stochastic Models in Business and Industry | 2024-07-18 | Paper |
A note on joint mix random vectors
Communications in Statistics: Theory and Methods | 2022-05-18 | Paper |
On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality
Communications in Statistics: Theory and Methods | 2022-05-16 | Paper |
Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences
Journal of Computational and Applied Mathematics | 2021-03-10 | Paper |
Correlation matrices with average constraints
Statistics & Probability Letters | 2020-09-01 | Paper |
On the Equivalence of the Coefficient of Variation Ordering and the Lorenz Ordering Within Two-Parameter Families
Stochastic Models in Reliability, Network Security and System Safety | 2020-08-10 | Paper |
Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models
Insurance Mathematics & Economics | 2020-08-03 | Paper |
Stochastic stability analysis for joint process driven and networked hybrid systems
Communications in Nonlinear Science and Numerical Simulation | 2020-02-24 | Paper |
Nonconvex-Sparsity and Nonlocal-Smoothness-Based Blind Hyperspectral Unmixing
IEEE Transactions on Image Processing | 2019-10-28 | Paper |
An evolving super-network model with inter-vehicle communications
Journal of the Franklin Institute | 2019-10-16 | Paper |
Discussion on “Asymptotic Analysis of Multivariate Tail Conditional Expectations,” by Li Zhu and Haijun Li, Volume 16(3)
North American Actuarial Journal | 2019-05-15 | Paper |
Patient-Specific Echo-Based Left Ventricle Models for Active Contraction and Relaxation Using Different Zero-Load Diastole and Systole Geometries
International Journal of Computational Methods | 2019-03-27 | Paper |
Networked stabilization of multi-input systems over shared channels with scheduling/control co-design
Automatica | 2019-02-05 | Paper |
| The biproduct structure and its properties over Hopf \(\pi \)-coalgebras | 2018-10-22 | Paper |
\(H_\infty\) formation control and obstacle avoidance for hybrid multi-agent systems
Journal of Applied Mathematics | 2018-10-10 | Paper |
Towards mesoscale analysis of inter-vehicle communications
Journal of the Franklin Institute | 2018-08-16 | Paper |
A Stein type lemma for the multivariate generalized hyperbolic distribution
European Journal of Operational Research | 2018-05-29 | Paper |
An approximation method for risk aggregations and capital allocation rules based on additive risk factor models
Insurance Mathematics & Economics | 2018-04-12 | Paper |
A central limit theorem for strong mixing sequence and its application in regression model
Mathematica Applicata | 2016-10-06 | Paper |
Bounded rationality as a source of loss aversion and optimism: a study of psychological adaptation under incomplete information
Journal of Economic Dynamics and Control | 2016-09-22 | Paper |
| Pointwise strong consistency of recursive kernel estimator for probability density and failure rate function under WOD sequence | 2016-08-10 | Paper |
Dynamic trading with reference point adaptation and loss aversion
Operations Research | 2016-01-22 | Paper |
Some Stein-type inequalities for multivariate elliptical distributions and applications
Statistics & Probability Letters | 2015-05-06 | Paper |
Using model-independent lower bounds to improve pricing of Asian style options in Lévy markets
ASTIN Bulletin | 2014-06-11 | Paper |
A note on Stein's lemma for multivariate elliptical distributions
Journal of Statistical Planning and Inference | 2014-01-24 | Paper |
Stability analysis and \(H_{\infty}\) control for hybrid complex dynamical networks with coupling delays
International Journal of Robust and Nonlinear Control | 2012-08-04 | Paper |
Passive stability and synchronization of complex spatio-temporal switching networks with time delays
Automatica | 2010-04-14 | Paper |
Passivity-based control and synchronization of general complex dynamical networks
Automatica | 2009-11-13 | Paper |
Stability, robust stabilization and \(H_{\infty }\) control of singular-impulsive systems via switching control
Systems & Control Letters | 2007-04-11 | Paper |
A HYBRID IMPULSIVE AND SWITCHING CONTROL STRATEGY FOR SYNCHRONIZATION OF NONLINEAR SYSTEMS AND APPLICATION TO CHUA'S CHAOTIC CIRCUIT
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering | 2006-08-21 | Paper |
ADAPTIVE SWITCHING CONTROL AND SYNCHRONIZATION OF CHAOTIC SYSTEMS WITH UNCERTAINTIES
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering | 2006-06-23 | Paper |
| scientific article; zbMATH DE number 1911050 (Why is no real title available?) | 2003-06-25 | Paper |
| scientific article; zbMATH DE number 1832463 (Why is no real title available?) | 2002-11-19 | Paper |
