Yingchun Deng

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Person:298720

Available identifiers

zbMath Open deng.yingchunMaRDI QIDQ298720

List of research outcomes





PublicationDate of PublicationType
Optimal investment and reinsurance to maximize the probability of drawup before drawdown2024-10-16Paper
Identifying the generator matrix of a stationary Markov chain using partially observable data2024-05-29Paper
Ruin-related problems in the dual risk model under two different randomized observations2023-07-28Paper
https://portal.mardi4nfdi.de/entity/Q50982242022-09-01Paper
https://portal.mardi4nfdi.de/entity/Q51002682022-09-01Paper
Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion2022-08-01Paper
Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond2022-05-25Paper
On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates2022-05-16Paper
https://portal.mardi4nfdi.de/entity/Q49980922021-07-01Paper
Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk2021-05-07Paper
https://portal.mardi4nfdi.de/entity/Q51427442021-01-14Paper
Taboo rate and hitting time distribution of continuous-time reversible Markov chains2021-01-06Paper
带延迟索赔和随机收入的离散风险模型的Gerber-Shiu分析(英)2020-08-12Paper
https://portal.mardi4nfdi.de/entity/Q51153952020-08-12Paper
\(n\)-dimensional Laplace transforms of occupation times for pre-exit diffusion processes2020-04-07Paper
Optimal investment and risk control policies for an insurer in an incomplete market2019-10-21Paper
Optimal stochastic control problem for general linear dynamical systems in neuroscience2018-10-23Paper
Optimal financing and dividend policy with Markovian switching regimes2017-05-02Paper
Markov-dependent risk model with multi-layer dividend strategy2016-06-21Paper
Optimal proportional reinsurance and investment for a constant elasticity of variance model under variance principle2016-01-15Paper
https://portal.mardi4nfdi.de/entity/Q52606192015-06-29Paper
Optimal reinsurance and investment problem for an insurer with counterparty risk2015-05-26Paper
https://portal.mardi4nfdi.de/entity/Q49804632014-06-30Paper
https://portal.mardi4nfdi.de/entity/Q53991002014-02-28Paper
A Markov chain inversion approach to identify the transition rates of ion channels2013-06-20Paper
The Gerber-Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy2012-09-18Paper
https://portal.mardi4nfdi.de/entity/Q30718322011-02-05Paper
Second order spiking perceptron and its applications2010-12-14Paper
https://portal.mardi4nfdi.de/entity/Q34049672010-02-12Paper
Second order spiking perceptrons2009-11-06Paper
https://portal.mardi4nfdi.de/entity/Q35138192008-08-06Paper
https://portal.mardi4nfdi.de/entity/Q35179252008-08-06Paper
https://portal.mardi4nfdi.de/entity/Q34456702007-06-12Paper
https://portal.mardi4nfdi.de/entity/Q34239392007-02-15Paper
https://portal.mardi4nfdi.de/entity/Q34121702006-12-05Paper
Identifying transition rates of ionic channels of star-graph branch type2006-08-17Paper
https://portal.mardi4nfdi.de/entity/Q54751012006-06-16Paper
https://portal.mardi4nfdi.de/entity/Q54751032006-06-16Paper
https://portal.mardi4nfdi.de/entity/Q33746842006-03-09Paper
https://portal.mardi4nfdi.de/entity/Q33688822006-02-08Paper
https://portal.mardi4nfdi.de/entity/Q33689062006-02-08Paper
Statistics of a class of Markov chains2004-10-21Paper
Synchronization in stochastic coupled systems: theoretical results2004-06-09Paper
Identifying transition rates of ionic channels via observations at asinglestate2004-06-09Paper
https://portal.mardi4nfdi.de/entity/Q45457132002-12-02Paper
Training the integrate-and-fire model with the informax principle: I2002-08-15Paper
https://portal.mardi4nfdi.de/entity/Q45430962002-08-12Paper
https://portal.mardi4nfdi.de/entity/Q45164982000-11-28Paper
https://portal.mardi4nfdi.de/entity/Q48520301995-10-29Paper

Research outcomes over time

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