Jinghai Feng

Available identifiers

zbMath Open feng.jinghaiMaRDI QIDQ734692

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q5098311	2022-09-01	Paper
Moderate deviations for the random weighted sums of WUOD random variables with consistently varying tails	2022-06-27	Paper
Some new sequences and inequalities related to Euler's constant	2018-12-18	Paper
https://portal.mardi4nfdi.de/entity/Q4574844	2018-07-18	Paper
Precise large deviations of nonnegative, non-identical and negatively associated random variables	2017-05-17	Paper
Precise large deviations of nonnegative, non-identical and negatively associated random variables	2016-10-06	Paper
Determination of KMV model's optimal default point based on genetic algorithm	2016-10-06	Paper
Precise large deviations for claim surplus risk model	2016-08-10	Paper
Precise large deviations for compound renewal risk model with negative dependence claims	2016-01-15	Paper
Precise large deviations for compound renewal risk models with negative dependence claims	2015-10-28	Paper
https://portal.mardi4nfdi.de/entity/Q5257186	2015-06-29	Paper
Precise large deviations for random sum of \(UEND\) and \(\varphi\)-mixing random variables	2015-02-11	Paper
On finite time ruin probability with random interest rate in a multi-risk model	2015-02-11	Paper
Local precise large deviations for independent sums in multi-risk model	2014-11-03	Paper
A general asymptotic formula of the gamma function based on the Burnside's formula	2014-09-12	Paper
https://portal.mardi4nfdi.de/entity/Q4900627	2013-01-24	Paper
Risk evaluation and capital allocation based on TVaR and EVaR with copula	2013-01-24	Paper
A note on the estimate of the beta distribution	2012-10-29	Paper
Empirical Likelihood for Threshold Autoregressive Models	2012-05-18	Paper
On the expected discounted penalty function for a risk process with stochastic return on investments	2011-07-19	Paper
The stochastic transport equation driven by combined white noises	2010-11-05	Paper
https://portal.mardi4nfdi.de/entity/Q3404799	2010-02-12	Paper
Stochastic Schrödinger equation driven by pure jump Lévy white noise	2009-11-11	Paper
The first exit time for a Bessel process from the minimum and maximum random domains	2009-10-13	Paper
The hedging strategies of optimization in insurance payment processes	2009-07-22	Paper
A prediction of growth rate by non-mean-square error criterion functions	2009-07-22	Paper
Application of the first hitting time to price exotic options	2007-06-04	Paper
Net premium reserve of stochastic interest	2006-01-23	Paper
https://portal.mardi4nfdi.de/entity/Q4242842	2000-08-17	Paper
Packing measure functions of subordinators sample paths	1998-08-10	Paper
Constructions of the invariant sets and invariant measures	1997-10-26	Paper

Research outcomes over time

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