Xiaoyu Xing

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Robust equilibrium investment-reinsurance strategy for n competitive insurers with square-root factor process Communications in Statistics. Theory and Methods	2024-07-12	Paper
Optimal investment-reinsurance strategy in the correlated insurance and financial markets Journal of Industrial and Management Optimization	2022-08-23	Paper
Robust optimal strategies towards joint interests of the insurer and the reinsurer with a square-root factor process	2021-09-29	Paper
Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation Statistics & Probability Letters	2019-02-20	Paper
Maximum likelihood estimation for the skew Ornstein-Uhlenbeck processes	2017-10-20	Paper
Survival probability of population-size-dependent branching processes in random environments Acta Mathematicae Applicatae Sinica. English Series	2016-05-23	Paper
scientific article; zbMATH DE number 6401974 (Why is no real title available?)	2015-02-11	Paper
American type geometric step options Journal of Industrial and Management Optimization	2013-11-14	Paper
A note on transition density for the reflected Ornstein-Uhlenbeck process Statistics & Probability Letters	2012-05-18	Paper
The integral of the queue length process in a G/G/1 model	2011-09-29	Paper
The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes Journal of Applied Probability	2009-10-08	Paper
On the time to ruin and the deficit at ruin in a risk model with double-sided jumps Statistics & Probability Letters	2008-11-14	Paper
On the asymptotic behavior of the storage process fed by a Markov modulated Brownian motion Acta Mathematicae Applicatae Sinica. English Series	2008-05-26	Paper

Research outcomes over time

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