| Publication | Date of Publication | Type |
|---|
Dividend optimization problem in the moving average risk model
Communications in Statistics. Simulation and Computation | 2026-09-24 | Paper |
A consistent estimation of optimal dividend strategy in a risk model with delayed claims
Communications in Statistics. Simulation and Computation | 2022-12-13 | Paper |
Moments of deficit duration and its proportion in general compound binomial model
Results in Applied Mathematics | 2022-12-09 | Paper |
A dividend optimization problem with constraint of survival probability in a Markovian environment model
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
| Periodic dividend optimization problem under the control of survival probability | 2018-10-22 | Paper |
| scientific article; zbMATH DE number 6873852 (Why is no real title available?) | 2018-05-25 | Paper |
Optimal control strategies for dividend payments and capital injections in compound Markov binomial risk model with penalties for deficits
Communications in Statistics: Theory and Methods | 2017-08-30 | Paper |
An optimal control problem in a risk model with stochastic premiums and periodic dividend payments
Asia-Pacific Journal of Operational Research | 2017-08-21 | Paper |
A knowledge-based heuristic particle swarm optimization approach with the adjustment strategy for the weighted circle packing problem
Computers & Mathematics with Applications | 2016-09-27 | Paper |
A Markov decision problem in a risk model with interest rate and Markovian environment
Science China. Mathematics | 2016-07-06 | Paper |
Optimal control strategy for dividend-payments in a risk model with stochastic premiums
International Journal of Applied Mathematics and Statistics | 2016-06-30 | Paper |
Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
Mathematical Methods of Operations Research | 2015-09-02 | Paper |
Optimal dividend strategy in compound binomial model with bounded dividend rates
Acta Mathematicae Applicatae Sinica. English Series | 2014-12-09 | Paper |
An optimal dividend strategy in the discrete Sparre Andersen model with bounded dividend rates
Journal of Computational and Applied Mathematics | 2014-07-16 | Paper |
| Reinsurance for reset guarantee in the Sparre Andersen model | 2014-02-28 | Paper |
The dividend problems for compound binomial model with stochastic return on investments
Advances in Intelligent and Soft Computing | 2013-07-10 | Paper |
Dividend-reinsurance strategy in the Sparre Andersen model
Acta Mathematica Sinica, English Series | 2013-03-08 | Paper |
The compound binomial model with a constant dividend barrier and periodically paid dividends
Journal of Systems Science and Complexity | 2012-11-15 | Paper |
| The Gerber-Shiu penalty function for the compound binomial model with general premium rate | 2011-09-29 | Paper |
| On the ruin probability in a discrete time risk model with stochastic rates of interest | 2010-11-05 | Paper |
| Ruin probability about dual Poisson model with discrete time | 2009-04-28 | Paper |
| Reverse mortgage model with a Markov interest rate process | 2008-06-03 | Paper |
Approximation for ruin probability in the Sparre Andersen model with interest
Acta Mathematicae Applicatae Sinica. English Series | 2006-10-24 | Paper |
The compound binomial model with randomized decisions on paying dividends
Insurance Mathematics & Economics | 2006-10-05 | Paper |
