| Publication | Date of Publication | Type |
|---|
Efficient pricing and greeks estimation for variable annuities under a multivariate OUSV model
Insurance Mathematics & Economics | 2026-03-12 | Paper |
A revisit to tail risk measures in the presence of bivariate regularly varying tailed insurance and financial risks
Nonlinear Analysis. Modelling and Control | 2026-02-25 | Paper |
Finite-time expected present value of operating costs until ruin in a two-dimensional risk model with periodic observation
Chinese Journal of Applied Probability and Statistics | 2026-02-04 | Paper |
Approximating the dynamic VaR risk measure in ruin theory
Methodology and Computing in Applied Probability | 2026-01-22 | Paper |
Laguerre series expansion for scale functions and its applications in risk theory
Acta Mathematicae Applicatae Sinica. English Series | 2026-01-16 | Paper |
Finite-time expected present value of operating costs until ruin in Lévy risk models with varying dividend barriers
Communications in Statistics. Theory and Methods | 2025-11-11 | Paper |
Nonparametric estimation of some dividend and ruin related functions in a Lévy risk model
Chinese Journal of Applied Probability and Statistics | 2025-09-08 | Paper |
Efficient valuation of joint life variable annuities with guaranteed minimum death benefits
Mathematics and Computers in Simulation | 2025-07-24 | Paper |
A unified consensus-based parallel algorithm for high-dimensional regression with combined regularizations
Computational Statistics and Data Analysis | 2025-07-22 | Paper |
Parallel ADMM algorithm with Gaussian back substitution for high-dimensional quantile regression and classification
Statistics and Computing | 2025-07-18 | Paper |
Pricing guaranteed minimum death benefits with dollar cost averaging under time-changed Lévy models
Acta Mathematicae Applicatae Sinica. English Series | 2025-07-18 | Paper |
Feature splitting parallel algorithm for Dantzig selectors
Statistics and Computing | 2025-07-10 | Paper |
Finite-time expected present value of operating costs until ruin in a bivariate risk model under periodic observation
Japanese Journal of Statistics and Data Science | 2025-01-22 | Paper |
Valuation of guaranteed lifelong withdrawal benefit with the long-term care option
Insurance Mathematics & Economics | 2025-01-17 | Paper |
Polynomial preserving recovery for the finite volume element methods under simplex meshes
Mathematics of Computation | 2025-01-06 | Paper |
An efficient decoupled and dimension reduction scheme for quad-curl eigenvalue problem in balls and spherical shells
Computers & Mathematics with Applications | 2024-12-03 | Paper |
Distributed subsampling for multiplicative regression
Statistics and Computing | 2024-09-17 | Paper |
Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk
Communications in Nonlinear Science and Numerical Simulation | 2024-08-21 | Paper |
Poisson subsampling-based estimation for growing-dimensional expectile regression in massive data
Statistics and Computing | 2024-07-31 | Paper |
Asymptotics for credit portfolio losses due to defaults in a multi-sector model
Annals of Operations Research | 2024-07-16 | Paper |
Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression
Computational Statistics and Data Analysis | 2024-06-12 | Paper |
Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees
Scandinavian Actuarial Journal | 2024-04-10 | Paper |
| Lévy risk model with capital injections and periodic observation | 2024-02-09 | Paper |
Infinite series expansion of some finite-time dividend and ruin related functions
Communications in Statistics: Theory and Methods | 2023-11-29 | Paper |
| A unified fused Lasso approach for sparse and blocky feature selection in regression and classification | 2023-11-18 | Paper |
| Estimating the discounted density function of the deficit at ruin in a risk model with barrier dividend strategy | 2023-10-02 | Paper |
On a time-changed Lévy risk model with capital injections and periodic observation
Mathematics and Computers in Simulation | 2023-09-12 | Paper |
| Solving the finite-time ruin problems by Laguerre series expansion | 2023-07-11 | Paper |
Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation
Applied Mathematics and Computation | 2023-06-27 | Paper |
Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times
Probability in the Engineering and Informational Sciences | 2023-06-16 | Paper |
Nonparametric estimation of some dividend problems in the perturbed compound Poisson model
Probability in the Engineering and Informational Sciences | 2023-06-16 | Paper |
Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models
Scandinavian Actuarial Journal | 2023-06-09 | Paper |
Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model
Journal of Industrial and Management Optimization | 2022-11-14 | Paper |
First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits
Journal of Industrial and Management Optimization | 2022-06-09 | Paper |
Pricing some life-contingent lookback options under regime-switching Lévy models
Journal of Computational and Applied Mathematics | 2022-02-16 | Paper |
Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims
Nonlinear Analysis: Modelling and Control | 2022-02-15 | Paper |
Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion
Scandinavian Actuarial Journal | 2021-12-08 | Paper |
Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model
Applied Mathematics and Computation | 2021-11-10 | Paper |
On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy
Journal of Industrial and Management Optimization | 2020-06-18 | Paper |
Valuing equity-linked death benefits in general exponential Lévy models
Journal of Computational and Applied Mathematics | 2019-11-05 | Paper |
A note on a generalized discounted penalty function in a Sparre Andersen risk model perturbed by diffusion
Abstract and Applied Analysis | 2019-08-16 | Paper |
Asymptotics for a bidimensional risk model with two geometric Lévy price processes
Journal of Industrial and Management Optimization | 2019-07-23 | Paper |
Valuing guaranteed equity-linked contracts by Laguerre series expansion
Journal of Computational and Applied Mathematics | 2019-06-25 | Paper |
Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion
Statistics & Probability Letters | 2019-02-20 | Paper |
A note on a Lévy insurance risk model under periodic dividend decisions
Journal of Industrial and Management Optimization | 2019-02-05 | Paper |
Periodic threshold-type dividend strategy in the compound Poisson risk model
Scandinavian Actuarial Journal | 2018-12-14 | Paper |
Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion
Journal of Computational and Applied Mathematics | 2018-11-16 | Paper |
Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion
Journal of Mathematical Analysis and Applications | 2018-10-18 | Paper |
A new efficient method for estimating the Gerber-Shiu function in the classical risk model
Scandinavian Actuarial Journal | 2018-08-31 | Paper |
Estimating the Gerber–Shiu function by Fourier–Sinc series expansion
Scandinavian Actuarial Journal | 2018-07-17 | Paper |
Lévy insurance risk process with Poissonian taxation
Scandinavian Actuarial Journal | 2018-07-13 | Paper |
Nonparametric estimation of the finite time ruin probability in the classical risk model
Scandinavian Actuarial Journal | 2018-07-13 | Paper |
On a nonparametric estimator for ruin probability in the classical risk model
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
On the compound Poisson risk model with periodic capital injections
ASTIN Bulletin | 2018-06-05 | Paper |
Approximating the density of the time to ruin via Fourier-cosine series expansion
ASTIN Bulletin | 2018-06-04 | Paper |
Moments of discounted dividend payments in a risk model with randomized dividend-decision times
Frontiers of Mathematics in China | 2018-01-10 | Paper |
| On the distribution of the surplus before ruin in a Markov-modulated risk model | 2017-10-20 | Paper |
On a perturbed compound Poisson model with varying premium rates
Journal of Industrial and Management Optimization | 2017-06-12 | Paper |
Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus
Insurance Mathematics & Economics | 2017-05-24 | Paper |
On a nonparametric estimator for the finite time survival probability with zero initial surplus
Acta Mathematicae Applicatae Sinica. English Series | 2017-03-23 | Paper |
An inverse problem for a Sturm-Liouville problem with coupled transmission conditions
Mathematics in Practice and Theory | 2016-10-06 | Paper |
On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion
Advances in Difference Equations | 2016-10-05 | Paper |
A note on a discrete time MAP risk model
Journal of Computational and Applied Mathematics | 2016-09-12 | Paper |
On a discrete risk model with delayed claims and a randomized dividend strategy
Advances in Difference Equations | 2016-09-02 | Paper |
The Markov additive risk process under an Erlangized dividend barrier strategy
Methodology and Computing in Applied Probability | 2016-06-08 | Paper |
Nonparametric estimation for derivatives of compound distribution
Journal of the Korean Statistical Society | 2015-08-07 | Paper |
Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return
Journal of Computational and Applied Mathematics | 2015-06-02 | Paper |
Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation
Insurance Mathematics & Economics | 2015-02-03 | Paper |
On a perturbed Sparre Andersen risk model with dividend barrier and dependence
Journal of the Korean Statistical Society | 2015-01-26 | Paper |
When does surplus reach a given target before ruin in the Markov-modulated diffusion model?
Journal of the Korean Statistical Society | 2014-08-05 | Paper |
On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence
Journal of Computational and Applied Mathematics | 2014-07-23 | Paper |
Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model
Insurance Mathematics & Economics | 2014-04-15 | Paper |
On a risk model with randomized dividend-decision times
Journal of Industrial and Management Optimization | 2014-03-11 | Paper |
On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process
Scandinavian Actuarial Journal | 2013-12-17 | Paper |
Asymptotically optimal empirical Bayes decision
Mathematica Applicata | 2013-11-19 | Paper |
On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation
Methodology and Computing in Applied Probability | 2013-01-11 | Paper |
The compound Poisson risk model with dependence under a multi-layer dividend strategy
Applied Mathematics. Series B (English Edition) | 2012-01-27 | Paper |
On the absolute ruin in a map risk model with debit interest
Advances in Applied Probability | 2011-05-03 | Paper |
On a class of renewal risk model with random income
Applied Stochastic Models in Business and Industry | 2011-04-06 | Paper |
Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times
Journal of Computational and Applied Mathematics | 2010-11-30 | Paper |
On a discrete risk model with two-sided jumps
Journal of Computational and Applied Mathematics | 2010-04-27 | Paper |
On a risk model with stochastic premiums income and dependence between income and loss
Journal of Computational and Applied Mathematics | 2010-04-21 | Paper |
A generalized penalty function in the Sparre Andersen risk model with two-sided jumps
Statistics & Probability Letters | 2010-04-01 | Paper |
The perturbed compound Poisson risk model with two-sided jumps
Journal of Computational and Applied Mathematics | 2010-01-15 | Paper |
On a perturbed Sparre Andersen risk model with multi-layer dividend strategy
Journal of Computational and Applied Mathematics | 2009-09-29 | Paper |
The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims
Journal of Computational and Applied Mathematics | 2009-07-20 | Paper |
The perturbed compound Poisson risk model with multi-layer dividend strategy
Statistics & Probability Letters | 2009-01-21 | Paper |
Ruin problems in a discrete Markov risk model
Statistics & Probability Letters | 2009-01-21 | Paper |
On the time value of absolute ruin for a multi-layer compound Poisson model under interest force
Statistics & Probability Letters | 2008-09-29 | Paper |
Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy
Insurance Mathematics & Economics | 2008-06-25 | Paper |
Research on the priority method of analytic hierarchy process
Journal of Qufu Normal University. Natural Science | 2003-08-13 | Paper |
The Hadamard product of a positive reciprocal matrix and some results in AHP
Mathematical and Computer Modelling | 2002-05-05 | Paper |
| scientific article; zbMATH DE number 1559486 (Why is no real title available?) | 2002-02-25 | Paper |
| scientific article; zbMATH DE number 1474847 (Why is no real title available?) | 2001-06-06 | Paper |
| scientific article; zbMATH DE number 1187304 (Why is no real title available?) | 1999-02-08 | Paper |
| scientific article; zbMATH DE number 1094149 (Why is no real title available?) | 1997-12-03 | Paper |
| scientific article; zbMATH DE number 1004263 (Why is no real title available?) | 1997-06-23 | Paper |
| scientific article; zbMATH DE number 810435 (Why is no real title available?) | 1996-03-18 | Paper |
| scientific article; zbMATH DE number 169214 (Why is no real title available?) | 1993-05-16 | Paper |
| scientific article; zbMATH DE number 62471 (Why is no real title available?) | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 11347 (Why is no real title available?) | 1992-06-25 | Paper |
The Application of Operations Research in the Optimization of Agricultural Production
Operations Research | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 3894981 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3839116 (Why is no real title available?) | 1982-01-01 | Paper |
Partition-Insensitive Parallel ADMM Algorithm for High-dimensional Linear Models
(available as arXiv preprint) | N/A | Paper |
