| Publication | Date of Publication | Type |
|---|
Optimal strategies for target benefit pension plans with longevity risk in ambiguous environments
Journal of Industrial and Management Optimization | 2024-08-26 | Paper |
Optimal reinsurance with probabilistic constraints under distortion risk measure
| 2024-03-22 | Paper |
On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy
Acta Mathematica Scientia. Series B. (English Edition) | 2024-01-05 | Paper |
Optimal design of default risk reinsurance under general premium principle
| 2023-10-02 | Paper |
Capital allocation with multivariate risk statistics with positive homogeneity and subadditivity
Communications in Statistics: Theory and Methods | 2023-07-28 | Paper |
Optimal investment strategies for an insurer with liquid constraint
Communications in Statistics: Theory and Methods | 2023-06-27 | Paper |
Capital allocation with multivariate convex risk measures
Journal of Industrial and Management Optimization | 2023-04-24 | Paper |
SET-VALUED CASH SUB-ADDITIVE RISK MEASURES
Probability in the Engineering and Informational Sciences | 2022-12-08 | Paper |
Optimal insurance design under Vajda condition and exclusion clauses
Communications in Statistics: Theory and Methods | 2022-08-12 | Paper |
Multivariate quasiconvex risk statistics with scenario analysis
| 2022-07-08 | Paper |
Systemic risk statistics with scenario analysis
Communications in Statistics: Theory and Methods | 2022-06-10 | Paper |
Multivariate shortfall risk statistics with scenario analysis
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
Optimal reinsurance from the perspectives of both insurers and reinsurers under the VaR risk measure and Vajda condition
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
Multivariate convex risk statistics with scenario analysis
Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
Optimal investment for an insurer under liquid reserves
Journal of Industrial and Management Optimization | 2021-06-09 | Paper |
scientific article; zbMATH DE number 7266413 (Why is no real title available?)
| 2020-10-27 | Paper |
Set-valued dynamic risk measures for bounded discrete-time processes
International Journal of Theoretical and Applied Finance | 2020-08-05 | Paper |
Multivariate coherent risk measures induced by multivariate convex risk measures
Positivity | 2020-06-10 | Paper |
Capital allocation with multivariate risk measures: an axiomatic approach
Probability in the Engineering and Informational Sciences | 2020-05-27 | Paper |
On the dual risk model with diffusion under a mixed dividend strategy
Applied Mathematics and Computation | 2020-05-06 | Paper |
Acceptability indexes for portfolio vectors
Mathematical Problems in Engineering | 2020-02-20 | Paper |
Asymptotic and bootstrap tests for a sequential change-point of panel
Wuhan University Journal of Natural Sciences | 2020-01-22 | Paper |
scientific article; zbMATH DE number 7113161 (Why is no real title available?)
| 2019-10-02 | Paper |
Static multidimensional risk measures research
| 2019-10-02 | Paper |
Impulse stochastic control for the optimal dividend policy in a classical risk model with capital injection, transaction costs and taxes
| 2019-10-02 | Paper |
Erlang$(n)$ surplus process with debit interest and a threshold dividend strategy
| 2019-06-21 | Paper |
WVaR measuring models based on extreme value theory and empirical studies
| 2019-06-21 | Paper |
Set-valued law invariant coherent and convex risk measures
International Journal of Theoretical and Applied Finance | 2019-05-21 | Paper |
The asymptotic method of sequential change-point in panel data
| 2019-02-22 | Paper |
Asymptotic behavior and numerical simulations of a Lotka-Volterra mutualism system with white noises
Advances in Difference Equations | 2018-12-05 | Paper |
Set-valued loss-based risk measures
Positivity | 2018-09-05 | Paper |
Multi-period exponentially weighted-expected shortfall
| 2018-07-18 | Paper |
Time consistency for set-valued dynamic risk measures for bounded discrete-time processes
Mathematics and Financial Economics | 2018-07-05 | Paper |
Quasiconvex risk measures with markets volatility
| 2018-06-21 | Paper |
Cash subadditive risk measures for portfolio vectors
Acta Mathematica Scientia. Series B. (English Edition) | 2018-06-07 | Paper |
On the Markov-modulated insurance risk model with interest, debit interest and tax payments
| 2018-05-25 | Paper |
Coherent and convex loss-based risk measures for portfolio vectors
Positivity | 2018-04-19 | Paper |
Cumulative sum estimator for change-point in panel data
Statistical Papers | 2017-12-13 | Paper |
Set-valued risk statistics with scenario analysis
Statistics & Probability Letters | 2017-10-06 | Paper |
Value-at-risk and continuous coherent risk measures on \(L^p\)-space
| 2017-05-17 | Paper |
Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information
Acta Mathematicae Applicatae Sinica. English Series | 2017-04-04 | Paper |
Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching
Acta Mathematicae Applicatae Sinica. English Series | 2017-03-23 | Paper |
On maximizing expected discounted taxation in a risk process with interest
Statistics & Probability Letters | 2017-01-16 | Paper |
Optimal proportional reinsurance and dividend payments with transaction costs and internal competition
Applied Mathematics. Series B (English Edition) | 2016-10-06 | Paper |
Risk measures with comonotonic subadditivity or convexity on product spaces
Applied Mathematics. Series B (English Edition) | 2016-08-10 | Paper |
On the Markov-dependent risk model with tax
Applied Mathematics. Series B (English Edition) | 2016-01-15 | Paper |
Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff
Insurance Mathematics & Economics | 2015-02-03 | Paper |
Optimal investment, consumption and proportional reinsurance under model uncertainty
Insurance Mathematics & Economics | 2015-02-03 | Paper |
Optimal proportional reinsurance and investment under partial information
Insurance Mathematics & Economics | 2015-01-28 | Paper |
The optimal policy for insurance company under consideration of internal competition and the time value of ruin
Acta Mathematicae Applicatae Sinica. English Series | 2014-12-09 | Paper |
Coherent and convex risk measures for portfolios with applications
Statistics & Probability Letters | 2014-06-11 | Paper |
Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy
Statistics & Probability Letters | 2014-04-09 | Paper |
Convolution kernels implementation of cardinalized probability hypothesis density filter
Acta Mathematicae Applicatae Sinica. English Series | 2014-03-14 | Paper |
On the generalized risk measures
Applied Mathematics. Series B (English Edition) | 2013-11-19 | Paper |
On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy
Applied Mathematics. Series B (English Edition) | 2013-11-19 | Paper |
scientific article; zbMATH DE number 6177988 (Why is no real title available?)
| 2013-06-20 | Paper |
Constant barrier strategies in a two-state Markov-modulated dual risk model
Acta Mathematicae Applicatae Sinica. English Series | 2013-03-18 | Paper |
Conditional expectation for submodular (supermodular) non-additive measures
| 2013-01-24 | Paper |
Moderate deviations for sums of negatively associated random variables
| 2013-01-24 | Paper |
On a dual risk model with interest and a constant dividend barriers
| 2013-01-24 | Paper |
On the Cramér-Lundberg risk model with a constant force of interest and surplus-dependent loss-carry-forward tax structure
| 2013-01-24 | Paper |
Absolute ruin problems for the risk processes with interest and a constant dividend barrier
Wuhan University Journal of Natural Sciences (WUJNS) | 2012-06-01 | Paper |
Optimal loss-carry-forward taxation for the Lévy risk model
Insurance Mathematics & Economics | 2012-04-18 | Paper |
Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Optimal portfolio on tracking the expected wealth process with liquidity constraints
Acta Mathematica Scientia. Series B. (English Edition) | 2012-01-27 | Paper |
The optimal strategy for an insurance company under the influence of the terminal value
Acta Mathematica Scientia. Series B. (English Edition) | 2012-01-27 | Paper |
scientific article; zbMATH DE number 6001232 (Why is no real title available?)
| 2012-01-27 | Paper |
On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier
Acta Mathematica Scientia. Series B. (English Edition) | 2011-09-29 | Paper |
Large deviations for heavy-tailed random sums of independent random variables with dominatedly varying tails
Science in China. Series A | 2011-07-21 | Paper |
The optimal wealth tracking problem with consumption
| 2011-07-19 | Paper |
Uniform estimate on finite time ruin probabilities with random interest rate
Acta Mathematica Scientia. Series B. (English Edition) | 2011-07-19 | Paper |
Duration of negative surplus for a two state Markov-modulated risk model
Acta Mathematica Scientia. Series B. (English Edition) | 2011-07-19 | Paper |
Optimal proportional reinsurance with constant dividend barrier
Acta Mathematica Scientia. Series B. (English Edition) | 2011-07-19 | Paper |
A diffusion model for optimal dividend payment and risk control for a firm under consideration of the time value of ruin
Wuhan University Journal of Natural Sciences | 2011-07-19 | Paper |
On the expected discounted penalty function for risk process with tax
Statistics & Probability Letters | 2011-03-14 | Paper |
Duration of negative surplus for compound Poisson risk model with constant interest force
| 2011-02-05 | Paper |
The asymptotics of finite time ruin probabilities for a risk model with variable interest rates
| 2011-02-05 | Paper |
The negative risk model with the compound binomial process
| 2010-11-05 | Paper |
Cox risk model with correlated classes of business
Wuhan University Journal of Natural Sciences | 2010-11-05 | Paper |
Optimal portfolio selection strategies under some constraints
Wuhan University Journal of Natural Sciences | 2010-11-05 | Paper |
The ruin probability for a generalized compound Poisson-geometric risk model
| 2010-11-05 | Paper |
A decomposition of the ruin probability for the Erlang (2) risk process perturbed by diffusion
| 2010-11-05 | Paper |
The ruin probability of a kind of promoted two-type-risk compound Poisson risk model
| 2010-02-12 | Paper |
Lundberg inequality for a sort of risk process
| 2010-02-12 | Paper |
scientific article; zbMATH DE number 5671192 (Why is no real title available?)
| 2010-02-12 | Paper |
Union-distribution of the surplus extreme value on a discrete risk model
| 2009-11-11 | Paper |
The Compound Poisson Risk Model with Interest and a Threshold Strategy
Stochastic Models | 2009-11-10 | Paper |
Absolute ruin in the compound Poisson risk model with constant dividend barrier
Statistics & Probability Letters | 2009-09-30 | Paper |
On the ruin probability for Gaussian integrated process disturbed by diffusion
| 2009-07-22 | Paper |
A large deviation principle for the risk process with varying premium
Wuhan University Journal of Natural Sciences | 2009-03-06 | Paper |
A local asymptotic behavior for ruin probability in the renewal risk model
Wuhan University Journal of Natural Sciences | 2009-03-06 | Paper |
Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier
Statistics & Probability Letters | 2009-01-21 | Paper |
Large deviations and finite-time ruin probabilities for perturbed risk models with variable premium rates
| 2008-06-03 | Paper |
The Gerber-Shiu discounted penalty function of Markov-dependent risk model with a constant dividend barrier
| 2008-06-03 | Paper |
Large deviations and moderate deviations for \(m\)-negatively associated random variables
Acta Mathematica Scientia. Series B. (English Edition) | 2008-06-03 | Paper |
Ruin probabilities for discrete time risk models with stochastic rates of interest
Statistics & Probability Letters | 2008-04-28 | Paper |
The asymptotic behavior for the ruin probability in the classical risk model
| 2008-04-04 | Paper |
On the ruin probability for a delayed-claims risk model perturbed by diffusion
| 2008-04-04 | Paper |
On a class of stationary renewal risk model with constant dividend barrier
| 2008-04-04 | Paper |
Ruin Probability for the Integrated Gaussian Process with Force of Interest
Journal of Applied Probability | 2008-02-05 | Paper |
Large deviations viewpoints for a heavy-tailed \(\beta\)-mixing sequence
Science in China. Series A | 2007-05-29 | Paper |
Ruin probability with variable premium rate and disturbed by diffusion in a Markovian environment
Wuhan University Journal of Natural Sciences | 2006-08-23 | Paper |
On the ruin functions for a correlated aggregate claims model with Poisson and Erlang risk processes
Acta Mathematica Scientia. Series B. (English Edition) | 2006-06-30 | Paper |
Moderate deviations for negatively associated random sums of heavy tailed random variables
| 2006-01-24 | Paper |
Finite time ruin probabilities and large deviations for generalized compound binomial risk models
Acta Mathematica Sinica, English Series | 2006-01-09 | Paper |
scientific article; zbMATH DE number 2177401 (Why is no real title available?)
| 2005-06-21 | Paper |
Large deviations for generalized compound Poisson risk models and its bankruptcy moments
Science in China. Series A | 2005-05-23 | Paper |
Self-normalized large deviations for stationary sequences
Acta Mathematica Hungarica | 2005-04-28 | Paper |
scientific article; zbMATH DE number 2153251 (Why is no real title available?)
| 2005-04-06 | Paper |
scientific article; zbMATH DE number 2135414 (Why is no real title available?)
| 2005-02-21 | Paper |
scientific article; zbMATH DE number 2111285 (Why is no real title available?)
| 2004-10-28 | Paper |
scientific article; zbMATH DE number 2059757 (Why is no real title available?)
| 2004-03-17 | Paper |
Complete convergence theorems for \(L^{p}\)-mixingales.
Journal of Mathematical Analysis and Applications | 2004-03-14 | Paper |
scientific article; zbMATH DE number 1932286 (Why is no real title available?)
| 2004-02-05 | Paper |
Moderate deviation principles for trajectories of sums of independent Banach space valued random variables
Transactions of the American Mathematical Society | 2003-05-14 | Paper |
scientific article; zbMATH DE number 1180459 (Why is no real title available?)
| 2003-01-20 | Paper |
Large deviation principles for stationary NA sequences
Chinese Science Bulletin | 2002-02-18 | Paper |
scientific article; zbMATH DE number 1471897 (Why is no real title available?)
| 2001-07-25 | Paper |
On complete convergence for \(L^p\)-mixingales
International Journal of Mathematics and Mathematical Sciences | 2001-02-28 | Paper |
scientific article; zbMATH DE number 1445719 (Why is no real title available?)
| 2001-01-29 | Paper |
scientific article; zbMATH DE number 1341054 (Why is no real title available?)
| 2000-06-21 | Paper |
scientific article; zbMATH DE number 1310953 (Why is no real title available?)
| 1999-06-29 | Paper |
A unified approach to the large deviations for small perturbations of random evolution equations
Science in China. Series A | 1998-04-01 | Paper |
scientific article; zbMATH DE number 987457 (Why is no real title available?)
| 1997-07-20 | Paper |
Large deviations for stationary \(\Phi\)-mixing sequences in \(\tau\)-topology
Chinese Annals of Mathematics. Series B | 1996-12-02 | Paper |
scientific article; zbMATH DE number 883309 (Why is no real title available?)
| 1996-06-02 | Paper |
scientific article; zbMATH DE number 799933 (Why is no real title available?)
| 1995-10-18 | Paper |
A note on the relationship between the rate functions for stationary dependent random sequences in \(\tau\)-topology and the relative entropy
Stochastic Processes and their Applications | 1995-05-23 | Paper |
scientific article; zbMATH DE number 613126 (Why is no real title available?)
| 1995-01-03 | Paper |
scientific article; zbMATH DE number 558928 (Why is no real title available?)
| 1994-08-11 | Paper |
scientific article; zbMATH DE number 98996 (Why is no real title available?)
| 1993-01-20 | Paper |
scientific article; zbMATH DE number 57473 (Why is no real title available?)
| 1992-09-27 | Paper |
scientific article; zbMATH DE number 4201247 (Why is no real title available?)
| 1990-01-01 | Paper |
