| 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 |
Rate of convergence for the Smoluchowski-Kramers approximation for distribution-dependent SDEs driven by fractional Brownian motions
Stochastics and Dynamics | 2024-05-17 | Paper |
An approximate operator-based learning method for the numerical solutions of stochastic differential equations
| 2023-12-13 | Paper |
Quantitative mean ergodic inequalities: power bounded operators acting on one single noncommutative \(L_p\) space
Journal of Functional Analysis | 2023-11-15 | Paper |
Large and moderate deviation principles for McKean-Vlasov SDEs with jumps
Potential Analysis | 2023-10-13 | Paper |
Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations
Applied Mathematics and Optimization | 2023-07-06 | Paper |
Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems
The Annals of Applied Probability | 2022-09-05 | Paper |
Large And Moderate Deviation For Multivalued Mckean Vlasov Stochastic Differential Equation
| 2022-08-21 | Paper |
Multivariate convex risk statistics with scenario analysis
Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations
Communications in Mathematical Physics | 2021-09-30 | Paper |
The kinetic Fokker-Planck equation with mean field interaction
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2021-05-27 | Paper |
Vector-valued \(q\)-variational inequalities for averaging operators and the Hilbert transform
Archiv der Mathematik | 2020-09-10 | Paper |
Dimension-free estimates for the vector-valued variational operators
Forum Mathematicum | 2020-04-01 | Paper |
Large deviations for empirical measures of mean-field Gibbs measures
Stochastic Processes and their Applications | 2020-01-24 | Paper |
Moderate deviations for the Langevin equation with strong damping
Journal of Statistical Physics | 2018-05-28 | Paper |
Optimal proportional reinsurance and dividend payments with transaction costs and internal competition
Applied Mathematics. Series B (English Edition) | 2016-10-06 | Paper |
Spectral gap, isoperimetry and concentration on trees
Science China. Mathematics | 2016-06-17 | 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 |
Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy
Statistics \& Probability Letters | 2014-04-09 | Paper |
Optimal transportation-entropy inequalities for several usual distributions on \(\mathbb R\)
Acta Mathematicae Applicatae Sinica. English Series | 2013-03-18 | Paper |
Exponential convergence of fisher entropy for diffusion processes
Wuhan University Journal of Natural Sciences (WUJNS) | 2012-06-01 | 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 |
Cheeger-type isoperimetric inequalities for birth-death processes
| 2012-01-27 | 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 |
Optimal Weighted Poincar\'e and Log-Sobolev Inequalities for Cauchy Measures
| 2010-10-25 | Paper |
Identification of the rate function for large deviations of an irreducible Markov chain
Electronic Communications in Probability | 2010-04-30 | Paper |
The ruin probability of a kind of promoted two-type-risk compound Poisson risk model
| 2010-02-12 | Paper |
Union-distribution of the surplus extreme value on a discrete risk model
| 2009-11-11 | Paper |
Spectral gap and convex concentration inequalities for birth-death processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-08-24 | Paper |
