| Publication | Date of Publication | Type |
|---|
Entrance laws for continuous-state nonlinear branching processes coming down from infinity
| 2024-10-31 | Paper |
Quasi-stationary distribution for continuous-state branching processes with competition
Stochastic Processes and their Applications | 2024-10-08 | Paper |
An excursion theoretic approach to Parisian ruin problem
Insurance Mathematics \& Economics | 2024-09-18 | Paper |
Existence of weak solutions to stochastic heat equations driven by truncated \(\alpha\)-stable white noises with non-Lipschitz coefficients
Journal of Mathematical Analysis and Applications | 2024-05-10 | Paper |
Dynamic response of 3D surface/embedded rigid foundations of arbitrary shapes on multi-layered soils in time domain
International Journal of Structural Stability and Dynamics | 2024-04-26 | Paper |
Comparison principle for stochastic heat equations driven by \(\alpha \)-stable white noises
Bernoulli | 2024-03-26 | Paper |
Explosion of continuous-state branching processes with competition in a Lévy environment
Journal of Applied Probability | 2024-02-23 | Paper |
On the boundary classification of \(\Lambda\)-Wright-Fisher processes with frequency-dependent selection
Annales Henri Lebesgue | 2023-09-06 | Paper |
Quasi-stationary distribution for continuous-state branching processes with competition
| 2023-08-23 | Paper |
Integral functionals for spectrally positive Lévy processes
Journal of Theoretical Probability | 2023-05-16 | Paper |
An excursion theoretic approach to Parisian ruin problem
| 2023-05-12 | Paper |
Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process
Scandinavian Actuarial Journal | 2023-03-13 | Paper |
The Parisian and ultimate drawdowns of Lévy insurance models
Insurance Mathematics \& Economics | 2023-02-01 | Paper |
DEM-enriched contact approach for material point method
Computer Methods in Applied Mechanics and Engineering | 2023-01-23 | Paper |
Generalized stepping stone model with \(\Xi\)-resampling mechanism
Acta Mathematica Sinica, English Series | 2022-11-29 | Paper |
On the explosion of the number of fragments in simple exchangeable fragmentation-coagulation processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-07-15 | Paper |
How long does the surplus stay close to its historical high?
Stochastics | 2022-07-06 | Paper |
Unique strong solutions of Lévy processes driven stochastic differential equations with discontinuous coefficients
Stochastics | 2022-07-05 | Paper |
On the extinction-extinguishing dichotomy for a stochastic Lotka-Volterra type population dynamical system
Stochastic Processes and their Applications | 2022-06-20 | Paper |
Extinguishing behaviors for continuous-state nonlinear branching processes
Journal of Mathematical Analysis and Applications | 2022-06-20 | Paper |
Exact modulus of continuities for $\Lambda$-Fleming-Viot processes with Brownian spatial motion
| 2022-06-17 | Paper |
Exponential ergodicity of branching processes with immigration and competition
| 2022-05-30 | Paper |
The discrete approximation of a class of continuous-state nonlinear branching processes
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Instantaneous support propagation for $\Lambda$-Fleming-Viot processes
| 2022-03-04 | Paper |
On the explosion of a class of continuous-state nonlinear branching processes
Electronic Journal of Probability | 2022-02-22 | Paper |
“On the Expected Discounted Penalty Function for L´vy Risk Processes,” José Garrido and Manuel Morales, October 2006
North American Actuarial Journal | 2022-01-10 | Paper |
Boundary behaviors for a class of continuous-state nonlinear branching processes in critical cases
Electronic Communications in Probability | 2022-01-06 | Paper |
“Optimal Dividends in an Ornstein-Uhlenbeck Type Model with Credit and Debit Interest,” by Jun Cai, Hans U. Gerber, Hailang Yang, April 2006
North American Actuarial Journal | 2021-12-22 | Paper |
“On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006
North American Actuarial Journal | 2021-12-22 | Paper |
Authors’ Reply: On a Classical Risk Model with a Constant Dividend Barrier - Discussion by Beda Chan; Hans U. Gerber; Chuancun Yin; Elias S. W. Shiu
North American Actuarial Journal | 2021-12-22 | Paper |
A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process
Frontiers of Mathematics in China | 2021-08-05 | Paper |
Draw-down Parisian ruin for spectrally negative Lévy processes
Advances in Applied Probability | 2021-08-04 | Paper |
Time-changed spectrally positive Lévy processes started from infinity
Bernoulli | 2021-07-09 | Paper |
A drawdown reflected spectrally negative Lévy process
Journal of Theoretical Probability | 2021-02-04 | Paper |
On the entrance at infinity of Feller processes with no negative jumps
Statistics \& Probability Letters | 2020-09-01 | Paper |
Local times for spectrally negative Lévy processes
Potential Analysis | 2020-05-27 | Paper |
A general continuous-state nonlinear branching process
The Annals of Applied Probability | 2019-10-22 | Paper |
On a spectrally negative Lévy risk process with periodic dividends and capital injections
Statistics \& Probability Letters | 2019-09-25 | Paper |
Exit problems for general draw-down times of spectrally negative Lévy processes
Journal of Applied Probability | 2019-07-31 | Paper |
On the last exit times for spectrally negative Lévy processes
Journal of Applied Probability | 2018-09-26 | Paper |
General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes
Journal of Applied Probability | 2018-09-26 | Paper |
On weighted occupation times for refracted spectrally negative Lévy processes
Journal of Mathematical Analysis and Applications | 2018-06-28 | Paper |
On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications
Theory of Probability and Mathematical Statistics | 2018-03-09 | Paper |
Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps
Applied Mathematical Finance | 2017-10-05 | Paper |
On taxed spectrally negative Lévy processes with draw-down stopping
Insurance Mathematics \& Economics | 2017-09-19 | Paper |
A joint Laplace transform for pre-exit diffusion of occupation times
Acta Mathematica Sinica, English Series | 2017-08-03 | Paper |
An occupation time related potential measure for diffusion processes
Frontiers of Mathematics in China | 2017-06-14 | Paper |
Random packing of tetrahedral particles using the polyhedral and multi-sphere discrete element method
Springer Proceedings in Physics | 2017-02-13 | Paper |
Pathwise uniqueness for an SPDE with Hölder continuous coefficient driven by \(\alpha\)-stable noise
Electronic Journal of Probability | 2017-02-07 | Paper |
A distribution-function-valued SPDE and its applications
Journal of Differential Equations | 2016-11-14 | Paper |
Exit identities for Lévy processes observed at Poisson arrival times
Bernoulli | 2016-05-12 | Paper |
Distribution and propagation properties of superprocesses with general branching mechanisms
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Some support properties for a class of \(\varLambda\)-Fleming-Viot processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2015-10-05 | Paper |
Branching particle systems in spectrally one-sided Lévy processes
Frontiers of Mathematics in China | 2015-07-21 | Paper |
Two-sided discounted potential measures for spectrally negative Lévy processes
Statistics \& Probability Letters | 2015-06-11 | Paper |
Diffusion occupation time before exiting
Frontiers of Mathematics in China | 2015-02-27 | Paper |
An insurance risk model with Parisian implementation delays
Methodology and Computing in Applied Probability | 2014-12-05 | Paper |
On pre-exit joint occupation times for spectrally negative Lévy processes
Statistics \& Probability Letters | 2014-11-03 | Paper |
On criteria of disconnectedness of \(\Lambda\)-Fleming-Viot support
Electronic Communications in Probability | 2014-09-29 | Paper |
An integral test on time-dependent local extinction for super-coalescing Brownian motion with Lebesgue initial measure
Journal of Theoretical Probability | 2014-09-18 | Paper |
The reversibility and an SPDE for the generalized Fleming-Viot processes with mutation
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Occupation times of intervals until first passage times for spectrally negative Lévy processes
Stochastic Processes and their Applications | 2014-02-07 | Paper |
The joint Laplace transforms for diffusion occupation times
Advances in Applied Probability | 2014-01-31 | Paper |
A time-homogeneous diffusion model with tax
Journal of Applied Probability | 2013-04-25 | Paper |
The compact support property for the \(\Lambda\)-Fleming-Viot process with underlying Brownian motion
Electronic Journal of Probability | 2012-10-23 | Paper |
Joint continuity of the solutions to a class of nonlinear SPDEs
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2012-10-12 | Paper |
Stochastic generalized Burgers equations driven by fractional noises
Journal of Differential Equations | 2011-12-14 | Paper |
Occupation times of spectrally negative Lévy processes with applications
Stochastic Processes and their Applications | 2011-10-11 | Paper |
On a Classical Risk Model with a Constant Dividend Barrier
North American Actuarial Journal | 2011-07-02 | Paper |
Reversibility of interacting Fleming-Viot processes with mutation, selection, and recombination
Canadian Journal of Mathematics | 2011-02-11 | Paper |
Joint stationary moments of a two-island diffusion model of population subdivision
Theoretical Population Biology | 2011-01-05 | Paper |
Almost sure finiteness for the total occupation time of an \((d,\alpha ,\beta )\)-superprocess
Electronic Communications in Probability | 2010-04-30 | Paper |
General tax structures and the Lévy insurance risk model
Journal of Applied Probability | 2010-02-02 | Paper |
A zero-one law of almost sure local extinction for \((1+\beta)\)-super-Brownian motion
Stochastic Processes and their Applications | 2008-11-14 | Paper |
A Lévy Insurance Risk Process with Tax
Journal of Applied Probability | 2008-08-05 | Paper |
Stepping-Stone Model with Circular Brownian Migration
Canadian Mathematical Bulletin | 2008-04-03 | Paper |
Exit Problems for Spectrally Negative Lévy Processes Reflected at Either the Supremum or the Infimum
Journal of Applied Probability | 2008-03-07 | Paper |
Distribution of the Present Value of Dividend Payments in a Lévy Risk Model
Journal of Applied Probability | 2008-02-22 | Paper |
A superprocess involving both branching and coalescing
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2007-09-18 | Paper |
When does surplus reach a certain level before ruin?
Insurance Mathematics \& Economics | 2005-08-05 | Paper |
On the Duality between Coalescing Brownian Motions
Canadian Journal of Mathematics | 2005-05-03 | Paper |
scientific article; zbMATH DE number 2154543 (Why is no real title available?)
| 2005-04-09 | Paper |
Some fluctuation identities for Lévy processes with jumps of the same sign
Journal of Applied Probability | 2005-04-04 | Paper |
Clustering behavior of a continuous-sites stepping-stone model with {B}rownian migration
Electronic Journal of Probability | 2005-03-08 | Paper |
Superprocesses with coalescing Brownian spatial motion as large-scale limits
Journal of Theoretical Probability | 2005-01-17 | Paper |
Balls-in-boxes duality for coalescing random walks and coalescing Brownian motions
| 2004-06-16 | Paper |
Continuum-sites stepping-stone models, coalescing exchangeable partitions and random trees
The Annals of Probability | 2003-05-06 | Paper |
scientific article; zbMATH DE number 1536384 (Why is no real title available?)
| 2000-11-28 | Paper |
scientific article; zbMATH DE number 1348847 (Why is no real title available?)
| 1999-10-07 | Paper |
Identifiability of exchangeable sequences with identically distributed partial sums
Electronic Communications in Probability | 1999-06-29 | Paper |
Sample function properties of two-parameter Markov processes
Stochastic Processes and their Applications | 1994-05-24 | Paper |
When will the sample paths be step functions for two-parameter stochastic processes
Statistics \& Probability Letters | 1994-04-26 | Paper |
Some remarks on the wide-past Markov property in the plane
Chinese Science Bulletin | 1993-01-17 | Paper |
An Optimal Dividend Problem for Skew Brownian Motion with Two-Valued Drift
| N/A | Paper |
Behaviors near explosion of nonlinear CSBPs with regularly varying mechanisms
| N/A | Paper |
Optimal State Equation for the Control of a Diffusion with Two Distinct Dynamics
| N/A | Paper |
