Hua Dong

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Poissonian occupation times of refracted Lévy processes with applications	2024-11-20	Paper
The Bessel function expression of characteristic function	2024-11-20	Paper
Optimal investment strategy for the DC pension plan based on jump diffusion model and S-shaped utility	2024-11-05	Paper
EQUILIBRIUM BALKING STRATEGIES IN THE REPAIRABLE M/M/1 G-RETRIAL QUEUE WITH COMPLETE REMOVALS	2022-04-14	Paper
The Bessel function expression of characteristic function	2021-12-13	Paper
https://portal.mardi4nfdi.de/entity/Q3381399	2021-09-29	Paper
https://portal.mardi4nfdi.de/entity/Q3380653	2021-09-29	Paper
On periodic dividends for the classical risk model with debit interest	2021-05-07	Paper
Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin	2021-02-02	Paper
https://portal.mardi4nfdi.de/entity/Q3306156	2020-08-12	Paper
On a spectrally negative Lévy risk process with periodic dividends and capital injections	2019-09-25	Paper
The spectral collocation method-artificial compressibility method (SCM-ACM) for solving incompressible fluid flow	2019-06-21	Paper
Spectrally negative Lévy risk model under Erlangized barrier strategy	2019-01-29	Paper
Parisian ruin probability for Markov additive risk processes	2019-01-21	Paper
On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments	2018-06-21	Paper
Efficient Myerson value for union stable structures	2016-10-12	Paper
Total duration of negative surplus for an MAP risk model	2016-08-10	Paper
https://portal.mardi4nfdi.de/entity/Q2991713	2016-08-10	Paper
The ruin problem in a renewal risk model with two-sided jumps	2015-02-19	Paper
Axiomatization for the center-of-gravity of imputation set value	2014-02-19	Paper
A repairable discrete-time retrial queue with recurrent customers, Bernoulli feedback and general retrial times	2013-10-22	Paper
Numerical method for a Markov-modulated risk model with two-sided jumps	2013-02-04	Paper
On a risk model with Markovian arrivals and tax	2013-01-24	Paper
Complete monotonicity of the probability of ruin and de Finetti's dividend problem	2012-11-15	Paper
A matrix operator approach to a risk model with two classes of claims	2012-11-07	Paper
Ruin problem for a class of risk models with random income	2012-06-01	Paper
On a class of risk processes with barriers and random incomes	2011-08-05	Paper
A class of Sparre Andersen risk process	2010-12-10	Paper
On the expected discounted penalty function for a Lévy risk process perturbed by diffusions	2009-03-06	Paper
Structure-based graph distance measures of high degree of precision	2008-10-08	Paper
On generalized vector variational inequalities with set-valued mappings	2006-04-04	Paper
https://portal.mardi4nfdi.de/entity/Q3371746	2006-02-21	Paper
https://portal.mardi4nfdi.de/entity/Q3023309	2005-07-04	Paper
https://portal.mardi4nfdi.de/entity/Q4545034	2004-01-25	Paper
https://portal.mardi4nfdi.de/entity/Q4419039	2003-07-31	Paper
https://portal.mardi4nfdi.de/entity/Q3151699	2002-12-01	Paper
https://portal.mardi4nfdi.de/entity/Q4782880	2002-01-01	Paper

Research outcomes over time

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