| Publication | Date of Publication | Type |
|---|
Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process
Scandinavian Actuarial Journal | 2023-03-13 | Paper |
On periodic dividends for the classical risk model with debit interest
Mathematical Problems in Engineering | 2021-05-07 | Paper |
Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin
Applied Mathematics. Series B (English Edition) | 2021-02-02 | Paper |
On the occupation times in a dual delayed Sparre Andersen risk model
| 2020-01-22 | Paper |
ON A RISK PROCESS DRIVEN BY A SUBORDINATOR WITH LIQUID RESERVES, CREDIT AND DEBIT INTEREST
Far East Journal of Applied Mathematics | 2020-01-14 | Paper |
On the Parisian ruin probability in a refracted Lévy process
| 2019-09-20 | Paper |
Parisian ruin probability for Markov additive risk processes
Advances in Difference Equations | 2019-01-21 | Paper |
On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments
Statistics \& Probability Letters | 2018-06-21 | Paper |
Total duration of negative surplus for an MAP risk model
Applied Mathematics. Series B (English Edition) | 2016-08-10 | Paper |
scientific article; zbMATH DE number 6613849 (Why is no real title available?)
| 2016-08-10 | Paper |
Numerical method for a Markov-modulated risk model with two-sided jumps
Abstract and Applied Analysis | 2013-02-04 | Paper |
On the distribution of dividend payments in Lévy risk processes
| 2012-11-09 | Paper |
Ruin problem for a class of risk models with random income
Acta Mathematicae Applicatae Sinica | 2012-06-01 | Paper |
On a class of risk processes with barriers and random incomes
| 2011-08-05 | Paper |
A jump-diffusion risk model with dependence between claim sizes and claim intervals
| 2011-02-05 | Paper |
The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes
Acta Mathematicae Applicatae Sinica. English Series | 2010-10-29 | Paper |
scientific article; zbMATH DE number 5762675 (Why is no real title available?)
| 2010-07-29 | Paper |
scientific article; zbMATH DE number 5671275 (Why is no real title available?)
| 2010-02-12 | Paper |
Ruin problems for a Sparre Andersen risk model
| 2009-04-28 | Paper |
On the expected discounted penalty function for a Lévy risk process perturbed by diffusions
| 2009-03-06 | Paper |
Asymptotics for solutions of a defective renewal equation with applications
Frontiers of Mathematics in China | 2009-01-26 | Paper |
Ruin probability for Lévy risk process compounded by geometric Brownian motion
Frontiers of Mathematics in China | 2008-03-31 | Paper |
scientific article; zbMATH DE number 5008711 (Why is no real title available?)
| 2006-02-21 | Paper |
scientific article; zbMATH DE number 2219403 (Why is no real title available?)
| 2005-10-27 | Paper |
scientific article; zbMATH DE number 2186115 (Why is no real title available?)
| 2005-07-04 | Paper |
