Chun-sheng Zhang

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Person:1873581

Available identifiers

zbMath Open zhang.chunshengMaRDI QIDQ1873581

List of research outcomes

PublicationDate of PublicationType
Adaptive asymptotic tracking control for a class of uncertain input-delayed systems with periodic time-varying disturbances2022-01-24Paper
Adaptive dynamic surface control design with asymptotic tracking performance for a class of uncertain input-delayed systems2020-08-20Paper
Adaptive asymptotic tracking control for a class of uncertain switched systems via dynamic surface technique2019-11-25Paper
https://portal.mardi4nfdi.de/entity/Q51940782019-09-20Paper
Number of claims and ruin time for a refracted risk process2019-07-02Paper
https://portal.mardi4nfdi.de/entity/Q46403882018-05-25Paper
Ornstein-Uhlenback type Omega model2017-05-12Paper
A note on ruin problems in perturbed classical risk models2016-11-18Paper
https://portal.mardi4nfdi.de/entity/Q28237262016-10-06Paper
https://portal.mardi4nfdi.de/entity/Q34609492016-01-15Paper
Gerber-Shiu function of a discrete risk model with and without a constant dividend barrier2015-11-19Paper
https://portal.mardi4nfdi.de/entity/Q31936512015-10-28Paper
https://portal.mardi4nfdi.de/entity/Q29269582014-11-03Paper
Analysis of the multiple roots of the Lundberg fundamental equation in the PH (n) risk model2014-05-06Paper
Optimal investment with multiple risky assets under short-selling prohibition in a periodic environment2014-03-18Paper
On the compound Poisson risk model with dependence and a threshold dividend strategy2014-02-11Paper
https://portal.mardi4nfdi.de/entity/Q28599462013-11-19Paper
The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process2013-03-18Paper
Joint density of the number of claims until ruin and the time to ruin in the delayed renewal risk model with Erlang(\(n\)) claims2013-02-21Paper
https://portal.mardi4nfdi.de/entity/Q29162222012-10-05Paper
https://portal.mardi4nfdi.de/entity/Q31697882011-09-29Paper
https://portal.mardi4nfdi.de/entity/Q31697972011-09-29Paper
https://portal.mardi4nfdi.de/entity/Q31698072011-09-29Paper
Calculations of ruin probabilities concerning claim occurrences2011-07-19Paper
Optimal dividend strategies in the diffusion model with stochastic return on investments2011-06-22Paper
GEOMETRICALLY NONLINEAR STABILITY ANALYSIS OF SHELLS USING GENERALIZED CONFORMING SHALLOW SHELL ELEMENT2011-02-10Paper
https://portal.mardi4nfdi.de/entity/Q30716952011-02-05Paper
https://portal.mardi4nfdi.de/entity/Q30523802010-11-05Paper
https://portal.mardi4nfdi.de/entity/Q30523822010-11-05Paper
https://portal.mardi4nfdi.de/entity/Q30523892010-11-05Paper
A Constant Interest Risk Model with Tax Payments2010-10-12Paper
https://portal.mardi4nfdi.de/entity/Q35714782010-07-08Paper
https://portal.mardi4nfdi.de/entity/Q35739702010-07-08Paper
The Gerber-Shiu penalty functions for two classes of renewal risk processes2010-02-12Paper
https://portal.mardi4nfdi.de/entity/Q36405512009-11-11Paper
https://portal.mardi4nfdi.de/entity/Q36405552009-11-11Paper
https://portal.mardi4nfdi.de/entity/Q36405712009-11-11Paper
https://portal.mardi4nfdi.de/entity/Q36405782009-11-11Paper
https://portal.mardi4nfdi.de/entity/Q36405802009-11-11Paper
https://portal.mardi4nfdi.de/entity/Q36416912009-11-11Paper
https://portal.mardi4nfdi.de/entity/Q36417042009-11-11Paper
https://portal.mardi4nfdi.de/entity/Q36222942009-04-28Paper
https://portal.mardi4nfdi.de/entity/Q36106362009-03-06Paper
https://portal.mardi4nfdi.de/entity/Q36106382009-03-06Paper
https://portal.mardi4nfdi.de/entity/Q35978412009-02-09Paper
https://portal.mardi4nfdi.de/entity/Q35978672009-02-09Paper
https://portal.mardi4nfdi.de/entity/Q35996842009-02-09Paper
https://portal.mardi4nfdi.de/entity/Q35996902009-02-09Paper
https://portal.mardi4nfdi.de/entity/Q35997252009-02-09Paper
https://portal.mardi4nfdi.de/entity/Q35404322008-11-24Paper
The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion2008-06-18Paper
https://portal.mardi4nfdi.de/entity/Q54358752008-01-14Paper
On a Joint Distribution for the Classical Risk Process with a Stochastic Return on Investments2007-10-24Paper
On a joint distribution for the risk process with constant interest force2007-05-24Paper
https://portal.mardi4nfdi.de/entity/Q34225172007-02-13Paper
https://portal.mardi4nfdi.de/entity/Q30233222005-07-04Paper
The joint density function of three characteristics on jump-diffusion risk process.2003-11-16Paper
Ruin theory for the risk process described by PDMPs2003-11-16Paper
https://portal.mardi4nfdi.de/entity/Q47095252003-09-23Paper
Some results for the compound Poisson process that is perturbed by diffusion2003-02-06Paper
https://portal.mardi4nfdi.de/entity/Q47075722003-01-01Paper
Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion2002-01-01Paper
On the distribution of the surplus of the D-E model prior to and at ruin2001-06-27Paper
https://portal.mardi4nfdi.de/entity/Q40243021993-02-23Paper
https://portal.mardi4nfdi.de/entity/Q37596171987-01-01Paper

Research outcomes over time


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