| Publication | Date of Publication | Type |
|---|
Best- and worst-case scenarios for GlueVaR distortion risk measure with incomplete information
Communications in Statistics. Theory and Methods | 2026-03-20 | Paper |
The Bessel function expression of characteristic function
Communications in Statistics. Theory and Methods | 2024-11-20 | Paper |
Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science
Statistical Papers | 2024-11-18 | Paper |
Multivariate doubly truncated moments for generalized skew-elliptical distributions with applications
Mathematical and Computer Modelling of Dynamical Systems | 2024-08-26 | Paper |
Generalized location-scale mixtures of elliptical distributions: Definitions and stochastic comparisons
Communications in Statistics. Theory and Methods | 2024-07-12 | Paper |
The tail mean-variance optimal capital allocation under the extended skew-elliptical distribution
Journal of Computational and Applied Mathematics | 2024-07-08 | Paper |
Bounds for Gini's mean difference based on first four moments, with some applications
Statistical Papers | 2024-03-25 | Paper |
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions
Journal of Multivariate Analysis | 2024-01-04 | Paper |
Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions
Mathematical Methods of Statistics | 2023-10-17 | Paper |
An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings
Communications in Mathematics and Statistics | 2023-08-14 | Paper |
A Lévy risk model with ratcheting and barrier dividend strategies
Mathematical Foundations of Computing | 2023-08-07 | Paper |
Optimal reinsurance policy under a new distortion risk measure
Communications in Statistics: Theory and Methods | 2023-07-03 | Paper |
| Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors | 2023-04-18 | Paper |
TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS
Probability in the Engineering and Informational Sciences | 2022-11-22 | Paper |
| scientific article; zbMATH DE number 7579855 (Why is no real title available?) | 2022-09-01 | Paper |
A new class of symmetric distributions including the elliptically symmetric logistic
Communications in Statistics: Theory and Methods | 2022-07-22 | Paper |
Some generalized Volterra-Fredholm type dynamical integral inequalities in two independent variables on time scale pairs
Advances in Difference Equations | 2022-06-01 | Paper |
Stein's lemma for truncated generalized skew-elliptical random vectors
AIMS Mathematics | 2022-04-25 | Paper |
Multivariate tail covariance risk measure for generalized skew-elliptical distributions
Journal of Computational and Applied Mathematics | 2022-04-05 | Paper |
Tail conditional risk measures for location-scale mixture of elliptical distributions
Journal of Statistical Computation and Simulation | 2022-03-24 | Paper |
A new class of multivariate elliptically contoured distributions with inconsistency property
Methodology and Computing in Applied Probability | 2022-01-07 | Paper |
“On a Classical Risk Model with a Constant Dividend Barrier”, Xiaowen Zhou, October 2005
North American Actuarial Journal | 2021-12-22 | Paper |
A generalized Erlang\((n)\) risk model with a hybrid dividend strategy
SCIENTIA SINICA Mathematica | 2021-12-17 | Paper |
| The Bessel function expression of characteristic function | 2021-12-13 | Paper |
| Multivariate double truncated expectation and covariance risk measures for elliptical distributions | 2021-12-09 | Paper |
Stochastic orderings of multivariate elliptical distributions
Journal of Applied Probability | 2021-06-28 | Paper |
Stein type lemmas for location-scale mixture of generalized skew-elliptical random vectors
Mathematical Problems in Engineering | 2021-05-14 | Paper |
| Generalized Location-Scale Mixtures of Elliptical Distributions: Definitions and Stochastic Comparisons | 2021-03-30 | Paper |
Expressions for joint moments of elliptical distributions
Journal of Computational and Applied Mathematics | 2021-03-10 | Paper |
Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate
Journal of Function Spaces | 2020-09-15 | Paper |
| An optimal dividend strategy in the discrete Sparre Andersen model when payments are subject to transaction costs | 2020-08-12 | Paper |
Conditional tail risk expectations for location-scale mixture of elliptical distributions
(available as arXiv preprint) | 2020-07-18 | Paper |
ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
ASTIN Bulletin | 2020-02-05 | Paper |
ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
ASTIN Bulletin | 2020-02-05 | Paper |
The exit time and the dividend value function for one-dimensional diffusion processes
Abstract and Applied Analysis | 2019-08-16 | Paper |
A unifying approach to constrained and unconstrained optimal reinsurance
Journal of Computational and Applied Mathematics | 2019-07-26 | Paper |
Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint
Journal of Function Spaces | 2019-05-16 | Paper |
The first passage time problem for mixed-exponential jump processes with applications in insurance and finance
Abstract and Applied Analysis | 2019-02-14 | Paper |
Exit problems for jump processes having double-sided jumps with rational Laplace transforms
Abstract and Applied Analysis | 2019-02-14 | Paper |
Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency
Mathematical Problems in Engineering | 2019-02-08 | Paper |
| Representations of the Riemann zeta function: A probabilistic approach | 2019-01-30 | Paper |
Spectrally negative Lévy risk model under Erlangized barrier strategy
Journal of Computational and Applied Mathematics | 2019-01-29 | Paper |
Stochastic interest model based on compound Poisson process and applications in actuarial science
Mathematical Problems in Engineering | 2018-11-05 | Paper |
A New Class of Symmetric Distributions Including the Elliptically Symmetric Logistic
(available as arXiv preprint) | 2018-10-24 | Paper |
The Ornstein-Uhlenbeck-type model with a hybrid dividend strategy
Journal of Applied Mathematics | 2018-10-10 | Paper |
On the last exit times for spectrally negative Lévy processes
Journal of Applied Probability | 2018-09-26 | Paper |
Two sufficient conditions for convex ordering on risk aggregation
Abstract and Applied Analysis | 2018-08-30 | Paper |
Remarks on equality of two distributions under some partial orders
Acta Mathematicae Applicatae Sinica. English Series | 2018-05-29 | Paper |
Optimal investment and premium control in a nonlinear diffusion model
Acta Mathematicae Applicatae Sinica. English Series | 2018-01-19 | Paper |
| The mixability of elliptical distributions and log-elliptical distributions | 2017-11-14 | Paper |
On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations
Journal of Inequalities and Applications | 2017-09-26 | Paper |
| Joint mixability of elliptical distributions and related families | 2017-06-17 | Paper |
Optimal dividends and capital injections for a spectrally positive Lévy process
Journal of Industrial and Management Optimization | 2017-06-15 | Paper |
Optimal reinsurance with both proportional and fixed costs
Statistics & Probability Letters | 2015-12-22 | Paper |
Hitting time and place of Brownian motion with drift
The Open Statistics & Probability Journal | 2015-10-14 | Paper |
Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs
Journal of Industrial and Management Optimization | 2015-06-23 | Paper |
Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory
Frontiers of Mathematics in China | 2015-03-02 | Paper |
Uniform estimate for the tail probabilities of randomly weighted sums
Acta Mathematicae Applicatae Sinica. English Series | 2014-12-09 | Paper |
Optimal dividend problem with a terminal value for spectrally positive Lévy processes
Insurance Mathematics & Economics | 2014-06-23 | Paper |
An extension of Paulsen-Gjessing's risk model with stochastic return on investments
Insurance Mathematics & Economics | 2014-04-04 | Paper |
Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes
Acta Mathematicae Applicatae Sinica. English Series | 2014-03-14 | Paper |
| Finite-time ruin probabilities of bidimensional risk models with correlated Brownian motions | 2013-10-29 | Paper |
| Optimal dividend problem for a generalized compound Poisson risk model | 2013-05-08 | Paper |
Exit problems for jump processes with applications to dividend problems
Journal of Computational and Applied Mathematics | 2013-04-22 | Paper |
The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers
International Journal of Stochastic Analysis | 2013-01-09 | Paper |
Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables
Chinese Annals of Mathematics. Series B | 2012-12-06 | Paper |
Complete monotonicity of the probability of ruin and de Finetti's dividend problem
Journal of Systems Science and Complexity | 2012-11-15 | Paper |
The optimal dividend strategy in the perturbed compound Poisson risk model with investment
Acta Mathematica Scientia. Series A. (Chinese Edition) | 2012-10-05 | Paper |
On a dual model with barrier strategy
Journal of Applied Mathematics | 2012-08-06 | Paper |
The expected discounted penalty function under a renewal risk model with stochastic income
Applied Mathematics and Computation | 2012-07-16 | Paper |
Equivalent conditions of local asymptotics for the overshoot of a random walk with heavy-tailed increments
Acta Mathematica Scientia. Series B. (English Edition) | 2012-01-27 | Paper |
Minimum of dependent random variables with convolution-equivalent distributions
Communications in Statistics: Theory and Methods | 2011-11-18 | Paper |
Optimality of the threshold dividend strategy for the compound Poisson model
Statistics & Probability Letters | 2011-11-15 | Paper |
On optimality of the barrier strategy for a general Lévy risk process
Mathematical and Computer Modelling | 2011-08-28 | Paper |
Dividend payments in the classical risk model under absolute ruin with debit interest
Applied Stochastic Models in Business and Industry | 2011-02-22 | Paper |
| On the perturbed compound Poisson risk model under absolute ruin with debit interest and a constant dividend barrier | 2011-02-05 | Paper |
| A jump-diffusion risk model with dependence between claim sizes and claim intervals | 2011-02-05 | Paper |
| Convexity of ruin probability and optimal dividend strategies for a general Levy process | 2011-01-02 | Paper |
The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes
Acta Mathematicae Applicatae Sinica. English Series | 2010-10-29 | Paper |
The perturbed compound Poisson risk process with investment and debit interest
Methodology and Computing in Applied Probability | 2010-10-14 | Paper |
Approximation for the ruin probabilities in a discrete time risk model with dependent risks
Statistics & Probability Letters | 2010-08-26 | Paper |
| A generalization of the classical risk model | 2010-07-08 | Paper |
| The Gerber-Shiu function for the Sparre Andersen risk model | 2010-07-08 | Paper |
On the classical risk model with credit and debit interests under absolute ruin
Statistics & Probability Letters | 2010-03-01 | Paper |
| scientific article; zbMATH DE number 5671410 (Why is no real title available?) | 2010-02-12 | Paper |
| scientific article; zbMATH DE number 5671275 (Why is no real title available?) | 2010-02-12 | Paper |
| Some asymptotic results about a kind of heavy-tailed random walk with application in risk theory | 2010-02-12 | Paper |
| Compound Poisson risk model with double-threshold dividend strategy | 2009-11-11 | Paper |
Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach
Journal of Computational and Applied Mathematics | 2009-10-09 | Paper |
| Ruin problems for a Sparre Andersen risk model | 2009-04-28 | Paper |
Asymptotics for solutions of a defective renewal equation with applications
Frontiers of Mathematics in China | 2009-01-26 | Paper |
A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy
Applied Mathematics and Computation | 2009-01-14 | Paper |
Moments of the first passage time of one-dimensional diffusion with two-sided barriers
Statistics & Probability Letters | 2008-12-10 | Paper |
The perturbed Sparre Andersen model with a threshold dividend strategy
Journal of Computational and Applied Mathematics | 2008-08-22 | Paper |
| Asymptotic results for a non-standard random walk | 2008-08-06 | Paper |
| A class of non-standard random walks with applications to risk theory | 2008-06-03 | Paper |
Ruin probability for Lévy risk process compounded by geometric Brownian motion
Frontiers of Mathematics in China | 2008-03-31 | Paper |
Nonexponential asymptotics for the solutions of renewal equations, with applications
Journal of Applied Probability | 2007-08-23 | Paper |
Tail equivalence relationships for ruin probabilities in several risk models
Applied Stochastic Models in Business and Industry | 2006-12-08 | Paper |
| scientific article; zbMATH DE number 2219403 (Why is no real title available?) | 2005-10-27 | Paper |
| scientific article; zbMATH DE number 2202785 (Why is no real title available?) | 2005-09-05 | Paper |
A local limit theorem for the probability of ruin
Science in China. Series A | 2005-08-30 | Paper |
| scientific article; zbMATH DE number 2165829 (Why is no real title available?) | 2005-05-06 | Paper |
A Diffusion Perturbed Risk Process with Stochastic Return on Investments
Stochastic Analysis and Applications | 2005-01-20 | Paper |
The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
| scientific article; zbMATH DE number 1960651 (Why is no real title available?) | 2003-08-06 | Paper |
| scientific article; zbMATH DE number 1829497 (Why is no real title available?) | 2002-11-14 | Paper |
| scientific article; zbMATH DE number 1829422 (Why is no real title available?) | 2002-11-14 | Paper |
On occupation times for a risk process with reserve-dependent premium
Stochastic Models | 2002-11-12 | Paper |
| scientific article; zbMATH DE number 1150509 (Why is no real title available?) | 2002-11-11 | Paper |
On the joint distribution of the future infimum and its location for a transient Bessel process
Journal of Mathematical Research & Exposition | 2002-07-29 | Paper |
The time of completion of a linear birth-growth model
Advances in Applied Probability | 2002-02-24 | Paper |
Occupation times of balls by Brownian motion with drift
Chinese Annals of Mathematics. Series B | 2002-02-24 | Paper |
| scientific article; zbMATH DE number 1474800 (Why is no real title available?) | 2001-11-18 | Paper |
| scientific article; zbMATH DE number 1475025 (Why is no real title available?) | 2001-02-05 | Paper |
| scientific article; zbMATH DE number 1340839 (Why is no real title available?) | 2001-01-22 | Paper |
| scientific article; zbMATH DE number 1536501 (Why is no real title available?) | 2000-11-28 | Paper |
| scientific article; zbMATH DE number 1527798 (Why is no real title available?) | 2000-11-09 | Paper |
Hitting time and place to a sphere or spherical shell for Brownian motion
Chinese Annals of Mathematics. Series B | 2000-05-04 | Paper |
The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift
Statistics & Probability Letters | 2000-01-30 | Paper |
| scientific article; zbMATH DE number 1310921 (Why is no real title available?) | 2000-01-09 | Paper |
| scientific article; zbMATH DE number 1348914 (Why is no real title available?) | 1999-10-07 | Paper |
| scientific article; zbMATH DE number 1349005 (Why is no real title available?) | 1999-10-07 | Paper |
| scientific article; zbMATH DE number 1349085 (Why is no real title available?) | 1999-10-07 | Paper |
| scientific article; zbMATH DE number 1349109 (Why is no real title available?) | 1999-10-07 | Paper |
| scientific article; zbMATH DE number 1349220 (Why is no real title available?) | 1999-10-07 | Paper |
| scientific article; zbMATH DE number 1208853 (Why is no real title available?) | 1998-10-07 | Paper |
| scientific article; zbMATH DE number 1159180 (Why is no real title available?) | 1998-10-01 | Paper |
| scientific article; zbMATH DE number 1092207 (Why is no real title available?) | 1998-09-30 | Paper |
| scientific article; zbMATH DE number 1150497 (Why is no real title available?) | 1998-08-23 | Paper |
| scientific article; zbMATH DE number 1094118 (Why is no real title available?) | 1998-08-10 | Paper |
Joint density of hitting time and point to an ellipse for Brownian motion
Chinese Science Bulletin | 1998-06-07 | Paper |
| scientific article; zbMATH DE number 980219 (Why is no real title available?) | 1997-08-04 | Paper |
| scientific article; zbMATH DE number 1004262 (Why is no real title available?) | 1997-04-27 | Paper |
Some problems on balls and spheres for Brownian motion
Science in China. Series A | 1996-10-20 | Paper |
| scientific article; zbMATH DE number 800147 (Why is no real title available?) | 1995-12-18 | Paper |
| scientific article; zbMATH DE number 700641 (Why is no real title available?) | 1995-05-09 | Paper |
| scientific article; zbMATH DE number 465445 (Why is no real title available?) | 1994-01-10 | Paper |
| scientific article; zbMATH DE number 62474 (Why is no real title available?) | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 27289 (Why is no real title available?) | 1992-06-27 | Paper |
