Lianzeng Zhang

Available identifiers

zbMath Open zhang.lianzengMaRDI QIDQ340113

List of research outcomes

Publication	Date of Publication	Type
MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATION	2022-06-13	Paper
Direct Derivation of Finite-Time Ruin Probabilities in the Discrete Risk Model with Exponential or Geometric Claims	2021-12-22	Paper
On a discrete-time risk model with time-dependent claims and impulsive dividend payments	2020-12-16	Paper
Correction	2020-12-16	Paper
https://portal.mardi4nfdi.de/entity/Q3307420	2020-08-12	Paper
Moments of discounted aggregate claims with dependence based on Spearman copula	2020-04-30	Paper
https://portal.mardi4nfdi.de/entity/Q4687717	2018-10-22	Paper
Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations	2018-08-31	Paper
Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process	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	2017-09-19	Paper
Ruin probability in a correlated aggregate claims model with common Poisson shocks: application to reinsurance	2016-11-11	Paper
Optimal retention for a stop-loss reinsurance with incomplete information	2015-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q2924455	2014-11-03	Paper
https://portal.mardi4nfdi.de/entity/Q4980431	2014-06-30	Paper
Extensions of the notion of overall comonotonicity to partial comonotonicity	2014-04-04	Paper
Some results on ruin probabilities in a two-dimensional risk model.	2003-11-16	Paper
A large deviation for occupation times of super-stable process	2003-03-17	Paper
Some results for the compound Poisson process that is perturbed by diffusion	2003-02-06	Paper
Spectrally negative Lévy processes with applications in risk theory	2002-01-15	Paper
Computing the Gerber-Shiu function with interest and a constant dividend barrier by physics-informed neural networks	0001-01-03	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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