| Publication | Date of Publication | Type |
|---|
De Finetti's problem with fixed transaction costs and regime switching
SIAM Journal on Control and Optimization | 2026-05-27 | Paper |
De Finetti’s Poissonian dividend control problem under spectrally positive Markov additive process
Stochastic Models | 2026-04-29 | Paper |
Optimal dividend and capital injection under Markov modulated spectrally positive risk models
Communications in Statistics. Theory and Methods | 2026-02-09 | Paper |
Robust optimal reinsurance and investment problem with dependent risks under Ornstein-Uhlenbeck process
Communications in Statistics. Theory and Methods | 2026-02-09 | Paper |
Optimal ratcheting of dividends with capital injection
Mathematics of Operations Research | 2025-09-30 | Paper |
On the moments of dividends and capital injections under a variant type of Parisian ruin
Statistics & Probability Letters | 2024-12-09 | Paper |
On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy
Acta Mathematica Scientia. Series B. (English Edition) | 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
Applied Mathematics and Computation | 2023-06-26 | Paper |
Robust noise indicator for distributed in-network system identification with different noise types for each node
Circuits, Systems, and Signal Processing | 2023-05-11 | Paper |
Robust diffusion Huber-based normalized least mean square algorithm with adjustable thresholds
Circuits, Systems, and Signal Processing | 2023-04-13 | Paper |
Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process
Scandinavian Actuarial Journal | 2023-03-13 | Paper |
A two-stage stochastic optimization model for port cold storage capacity allocation considering pelagic fishery yield uncertainties
Engineering Optimization | 2022-12-23 | Paper |
On a doubly reflected risk process with running maximum dependent reflecting barriers
Journal of Computational and Applied Mathematics | 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
Journal of Optimization Theory and Applications | 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 <i>g</i>-expectation
Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes
Journal of Industrial and Management Optimization | 2022-02-16 | Paper |
Gap solitons in Bose-Einstein condensate loaded in a honeycomb optical lattice: nonlinear dynamical stability, tunneling, and self-trapping
Physica A | 2022-01-20 | Paper |
Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes
European Actuarial Journal | 2021-12-17 | Paper |
Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes
European Actuarial Journal | 2021-12-17 | Paper |
Risk modelling on liquidations with Lévy processes
Applied Mathematics and Computation | 2021-11-15 | Paper |
Draw-down Parisian ruin for spectrally negative Lévy processes
Advances in Applied Probability | 2021-08-04 | Paper |
Optimal reinsurance and dividends with transaction costs and taxes under thinning structure
Scandinavian Actuarial Journal | 2021-05-28 | Paper |
Robust optimal investment and reinsurance for an insurer with inside information
Insurance Mathematics & Economics | 2021-03-17 | Paper |
A drawdown reflected spectrally negative Lévy process
Journal of Theoretical Probability | 2021-02-04 | Paper |
Generalized expected discounted penalty function at general drawdown for Lévy risk processes
Insurance Mathematics & Economics | 2020-03-20 | Paper |
| Impulse stochastic control for the optimal dividend policy in a classical risk model with capital injection, transaction costs and taxes | 2019-10-02 | Paper |
High performance analysis of liquid sloshing in horizontal circular tanks with internal body by using IGA-SBFEM
Engineering Analysis with Boundary Elements | 2019-03-12 | Paper |
Asymptotics of convolution with the semi-regular-variation tail and its application to risk
Extremes | 2018-12-20 | Paper |
Optimal investment and risk control for an insurer with partial information in an anticipating environment
Scandinavian Actuarial Journal | 2018-12-14 | Paper |
General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes
Journal of Applied Probability | 2018-09-26 | Paper |
Solutions for the magneto-electro-elastic plate using the scaled boundary finite element method
Engineering Analysis with Boundary Elements | 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
Statistics & Probability Letters | 2018-06-21 | Paper |
Two-side exit problems for taxed Lévy risk process involving the general draw-down time
Statistics & Probability Letters | 2018-06-20 | Paper |
| On the Markov-modulated insurance risk model with interest, debit interest and tax payments | 2018-05-25 | Paper |
| scientific article; zbMATH DE number 6830767 (Why is no real title available?) | 2018-01-29 | Paper |
Robust adaptive Volterra filter under maximum correntropy criteria in impulsive environments
Circuits, Systems, and Signal Processing | 2017-09-26 | Paper |
Diffusion sign subband adaptive filtering algorithm with individual weighting factors for distributed estimation
Circuits, Systems, and Signal Processing | 2017-09-06 | Paper |
Asymptotics for least product relative error estimation and empirical likelihood with longitudinal data
Journal of the Korean Statistical Society | 2017-08-16 | Paper |
| Optimal dividend strategy in a jump-diffusion model with a linear barrier constraint | 2017-05-17 | Paper |
On maximizing expected discounted taxation in a risk process with interest
Statistics & Probability Letters | 2017-01-16 | Paper |
Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures
Journal of Computational and Applied Mathematics | 2016-12-22 | Paper |
Optimal investment and risk control for an insurer under inside information
Insurance Mathematics & Economics | 2016-11-21 | Paper |
A new analysis of the complex two-dimensional multilayered anisotropic soil in time domain
Acta Mechanica | 2016-11-16 | Paper |
The expected discounted penalty function under the compound Poisson risk model with tax payments and a threshold dividend strategy
Journal of University of Science and Technology of China | 2016-10-06 | Paper |
On the Markov-dependent risk model with tax
Applied Mathematics. Series B (English Edition) | 2016-01-15 | Paper |
On the generalized risk measures
Applied Mathematics. Series B (English Edition) | 2013-11-19 | Paper |
A recursive model for static empty container allocation
Frontiers of Computer Science in China | 2013-07-04 | Paper |
| On the Cramér-Lundberg risk model with a constant force of interest and surplus-dependent loss-carry-forward tax structure | 2013-01-24 | Paper |
| Conditional expectation for submodular (supermodular) non-additive measures | 2013-01-24 | Paper |
Nonlinear Ramsey interferometry of Fermi superfluid gases in a double-well potential
Communications in Theoretical Physics | 2012-09-26 | Paper |
Optimal loss-carry-forward taxation for the Lévy risk model
Insurance Mathematics & Economics | 2012-04-18 | Paper |
On the time value of absolute ruin with tax
Insurance Mathematics & Economics | 2012-02-10 | Paper |
On the expected discounted penalty function for risk process with tax
Statistics & Probability Letters | 2011-03-14 | Paper |
Adaptive Eigenbackground for Dynamic Background Modeling
Intelligent Computing in Signal Processing and Pattern Recognition | 2010-12-30 | Paper |
| scientific article; zbMATH DE number 5811194 (Why is no real title available?) | 2010-11-05 | Paper |
Illumination robust Mean Shift tracking
Journal of Computer Applications | 2009-11-22 | Paper |
| Computation for transition matrix and VaR in CreditMetrics model | 2009-11-11 | Paper |
Advances in Neural Networks – ISNN 2005
Lecture Notes in Computer Science | 2005-11-23 | Paper |
Sparse image coding with clustering property and its application to face recognition
Pattern Recognition | 2001-11-12 | Paper |
| scientific article; zbMATH DE number 1300084 (Why is no real title available?) | 2000-06-21 | Paper |
Value Maximization under Stochastic Quasi-Hyperbolic Discounting
(available as arXiv preprint) | N/A | Paper |
