Hongbiao Zhao
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Person:743033
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Random variate generation for exponential and gamma tilted stable distributions ACM Transactions on Modeling and Computer Simulation | 2024-08-08 | Paper |
| Exact simulation for a class of tempered stable and related distributions ACM Transactions on Modeling and Computer Simulation | 2024-08-06 | Paper |
| A Cox model for gradually disappearing events Probability in the Engineering and Informational Sciences | 2023-06-16 | Paper |
| Exact simulation of Ornstein–Uhlenbeck tempered stable processes Journal of Applied Probability | 2021-06-28 | Paper |
| Efficient simulation of Lévy-driven point processes Advances in Applied Probability | 2019-12-09 | Paper |
| Moments of renewal shot-noise processes and their applications Scandinavian Actuarial Journal | 2018-12-14 | Paper |
| Efficient simulation of clustering jumps with CIR intensity Operations Research | 2018-01-11 | Paper |
| A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK International Journal of Theoretical and Applied Finance | 2017-03-30 | Paper |
| A risk model with renewal shot-noise Cox process Insurance Mathematics \& Economics | 2015-12-14 | Paper |
| Exact simulation of Hawkes process with exponentially decaying intensity Electronic Communications in Probability | 2014-09-22 | Paper |
| Ruin by dynamic contagion claims Insurance Mathematics \& Economics | 2014-04-10 | Paper |
| A risk model with delayed claims Journal of Applied Probability | 2013-10-17 | Paper |
| A dynamic contagion process Advances in Applied Probability | 2011-10-10 | Paper |
Research outcomes over time
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