Publication | Date of Publication | Type |
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On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy | 2024-01-05 | Paper |
De Finetti's Control Problem with Poisson Observations under Spectrally Positive Markov Additive Process | 2023-11-08 | Paper |
A scale function based approach for solving integral-differential equations in insurance risk models | 2023-06-26 | Paper |
Robust noise indicator for distributed in-network system identification with different noise types for each node | 2023-05-11 | Paper |
Robust diffusion Huber-based normalized least mean square algorithm with adjustable thresholds | 2023-04-13 | Paper |
Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process | 2023-03-13 | Paper |
A two-stage stochastic optimization model for port cold storage capacity allocation considering pelagic fishery yield uncertainties | 2022-12-23 | Paper |
On a doubly reflected risk process with running maximum dependent reflecting barriers | 2022-12-09 | Paper |
On De Finetti's control under Poisson observations: optimality of a double barrier strategy in a Markov additive model | 2022-10-14 | Paper |
Dividend and capital injection optimization with transaction cost for Lévy risk processes | 2022-08-01 | Paper |
Optimal dividend and capital injection under spectrally positive Markov additive models | 2022-07-06 | Paper |
Risk minimization for an insurer with investment and reinsurance via g-expectation | 2022-05-20 | Paper |
General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes | 2022-02-16 | Paper |
Gap solitons in Bose-Einstein condensate loaded in a honeycomb optical lattice: nonlinear dynamical stability, tunneling, and self-trapping | 2022-01-20 | Paper |
Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes | 2021-12-17 | Paper |
Risk modelling on liquidations with Lévy processes | 2021-11-15 | Paper |
Draw-down Parisian ruin for spectrally negative Lévy processes | 2021-08-04 | Paper |
Optimal reinsurance and dividends with transaction costs and taxes under thinning structure | 2021-05-28 | Paper |
Robust optimal investment and reinsurance for an insurer with inside information | 2021-03-17 | Paper |
A drawdown reflected spectrally negative Lévy process | 2021-02-04 | Paper |
Generalized expected discounted penalty function at general drawdown for Lévy risk processes | 2020-03-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q5198278 | 2019-10-02 | Paper |
High performance analysis of liquid sloshing in horizontal circular tanks with internal body by using IGA-SBFEM | 2019-03-12 | Paper |
Asymptotics of convolution with the semi-regular-variation tail and its application to risk | 2018-12-20 | Paper |
Optimal investment and risk control for an insurer with partial information in an anticipating environment | 2018-12-14 | Paper |
General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes | 2018-09-26 | Paper |
Solutions for the magneto-electro-elastic plate using the scaled boundary finite element method | 2018-08-09 | Paper |
Dividend and Capital Injection Optimization with Transaction Cost for Spectrally Negative L\'{e}vy Risk Processes | 2018-07-30 | Paper |
A note on joint occupation times of spectrally negative Lévy risk processes with tax | 2018-06-21 | Paper |
Two-side exit problems for taxed Lévy risk process involving the general draw-down time | 2018-06-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q4642855 | 2018-05-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q3131138 | 2018-01-29 | Paper |
Robust adaptive Volterra filter under maximum correntropy criteria in impulsive environments | 2017-09-26 | Paper |
Diffusion sign subband adaptive filtering algorithm with individual weighting factors for distributed estimation | 2017-09-06 | Paper |
Asymptotics for least product relative error estimation and empirical likelihood with longitudinal data | 2017-08-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q2983673 | 2017-05-17 | Paper |
On maximizing expected discounted taxation in a risk process with interest | 2017-01-16 | Paper |
Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures | 2016-12-22 | Paper |
Optimal investment and risk control for an insurer under inside information | 2016-11-21 | Paper |
A new analysis of the complex two-dimensional multilayered anisotropic soil in time domain | 2016-11-16 | Paper |
Frequency shift and sub-band effect in pair-production process under adiabatic closing the external field | 2016-11-08 | Paper |
Asymptotical analysis of SEIR model with infectious force in latent and immune periods | 2016-10-06 | Paper |
On the Markov-dependent risk model with tax | 2016-01-15 | Paper |
On the generalized risk measures | 2013-11-19 | Paper |
On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy | 2013-11-19 | Paper |
A recursive model for static empty container allocation | 2013-07-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q4901078 | 2013-01-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q4901816 | 2013-01-24 | Paper |
Nonlinear Ramsey Interferometry of Fermi Superfluid Gases in a Double-Well Potential | 2012-09-26 | Paper |
Optimal loss-carry-forward taxation for the Lévy risk model | 2012-04-18 | Paper |
On the time value of absolute ruin with tax | 2012-02-10 | Paper |
On the expected discounted penalty function for risk process with tax | 2011-03-14 | Paper |
Adaptive Eigenbackground for Dynamic Background Modeling | 2010-12-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q3054182 | 2010-11-05 | Paper |
Illumination robust Mean Shift tracking | 2009-11-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q3640891 | 2009-11-11 | Paper |
Advances in Neural Networks – ISNN 2005 | 2005-11-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q4248621 | 2000-06-21 | Paper |