Guojing Wang

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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!

PublicationDate of PublicationType
Tail moments and tail joint moments for multivariate generalized hyperbolic distribution
Journal of Computational and Applied Mathematics
2024-12-16Paper
Pricing CDS index tranches under thinning-dependence structure with regime switching
Journal of Computational and Applied Mathematics
2024-08-01Paper
On a multi-dimensional risk model with regime switching
Insurance Mathematics & Economics
2016-10-06Paper
A decomposition of the ruin probability for the risk process perturbed by diffusion
Insurance Mathematics & Economics
2002-09-24Paper


Research outcomes over time


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