Lianzeng Zhang

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
Multivariate distributions with time and cross-dependence: aggregation and capital allocation ASTIN Bulletin	2022-06-13	Paper
Direct derivation of finite-time ruin probabilities in the discrete risk model with exponential or geometric claims North American Actuarial Journal	2021-12-22	Paper
On a discrete-time risk model with time-dependent claims and impulsive dividend payments Scandinavian Actuarial Journal	2020-12-16	Paper
Correction Scandinavian Actuarial Journal	2020-12-16	Paper
scientific article; zbMATH DE number 7234587 (Why is no real title available?)	2020-08-12	Paper
Moments of discounted aggregate claims with dependence based on Spearman copula Journal of Computational and Applied Mathematics	2020-04-30	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
Simulation of the present value of perpetuity in CIR interest model Journal of Systems Engineering	2014-11-03	Paper
A simple extension of comonotonicity: from independence to comonotonicity	2014-06-30	Paper
Extensions of the notion of overall comonotonicity to partial comonotonicity Insurance Mathematics & Economics	2014-04-04	Paper
Some results on ruin probabilities in a two-dimensional risk model. Insurance Mathematics & Economics	2003-11-16	Paper
A large deviation for occupation times of super-stable process Acta Mathematicae Applicatae Sinica. English Series	2003-03-17	Paper
Some results for the compound Poisson process that is perturbed by diffusion Acta Mathematicae Applicatae Sinica. English Series	2003-02-06	Paper
Spectrally negative Lévy processes with applications in risk theory Advances in Applied Probability	2002-01-15	Paper
Computing the Gerber-Shiu function with interest and a constant dividend barrier by physics-informed neural networks	N/A	Paper

Research outcomes over time

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