Xiang Hu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Stability and existence of equilibrium solutions for differential games with event-triggered impulses IEEE Transactions on Automatic Control	2026-03-17	Paper
A combined integer-valued autoregressive process with actuarial applications Journal of Computational and Applied Mathematics	2025-01-16	Paper
Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in N-Agent and Mean-Field Games North American Actuarial Journal	2023-02-10	Paper
A study of the pulse propagation with a generalized Kudryashov equation Chaos, Solitons and Fractals	2023-01-12	Paper
On the analysis of a discrete-time risk model with INAR(1) processes Scandinavian Actuarial Journal	2022-06-20	Paper
Multivariate distributions with time and cross-dependence: aggregation and capital allocation ASTIN Bulletin	2022-06-13	Paper
Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process Communications in Statistics: Theory and Methods	2022-05-18	Paper
On the evaluation of risk models with bivariate integer-valued time series Lithuanian Mathematical Journal	2021-12-09	Paper
scientific article; zbMATH DE number 7234587 (Why is no real title available?)	2020-08-12	Paper
A hybrid protocol for the average consensus of multi-agent systems with impulse time window Journal of the Franklin Institute	2020-05-19	Paper
Moments of discounted aggregate claims with dependence based on Spearman copula Journal of Computational and Applied Mathematics	2020-04-30	Paper
Synchronization of memristor-based hyperchaotic circuits via a semi-intermittent control approach	2019-06-21	Paper
Risk aggregation based on the Poisson INAR(1) process with periodic structure Lithuanian Mathematical Journal	2019-02-22	Paper
Alternate-continuous-control systems with double-impulse Advances in Difference Equations	2019-02-19	Paper
Sandwich synchronization of memristor-based hyperchaos systems with time delays Advances in Difference Equations	2019-01-17	Paper
Comparison of parametric estimation methods for Poisson INAR(1) model with its applications	2018-10-22	Paper
Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations Scandinavian Actuarial Journal	2018-08-31	Paper
Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process Scandinavian Actuarial Journal	2018-07-11	Paper
De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information Insurance Mathematics & Economics	2017-09-19	Paper
Ruin probability in a correlated aggregate claims model with common Poisson shocks: application to reinsurance Methodology and Computing in Applied Probability	2016-11-11	Paper
Optimal retention for a stop-loss reinsurance with incomplete information Insurance Mathematics & Economics	2015-12-14	Paper
Optimal reinsurance strategies based on joint probability distribution	2014-06-30	Paper

Research outcomes over time

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