| Publication | Date of Publication | Type |
|---|
Optimal robust reinsurance contracts with investment strategy under variance premium principle
Mathematical Control and Related Fields | 2024-04-12 | Paper |
| The equilibrium analysis on the insurance, reinsurance and investment in an Ornstein-Uhlenbeck model | 2024-02-07 | Paper |
| scientific article; zbMATH DE number 7408837 (Why is no real title available?) | 2021-10-12 | Paper |
| The expected discounted penalty function in the dual insurance risk model with randomized observation periods | 2021-07-01 | Paper |
| The distribution of the maximum surplus before ruin for two classes of perturbed risk model with stochastic income | 2020-08-12 | Paper |
The maximum surplus before ruin in a jump-diffusion insurance risk process with dependence
Discrete and Continuous Dynamical Systems. Series B | 2019-07-30 | Paper |
| The expected discounted penalty function in a renewal risk model with stochastic income | 2018-10-22 | Paper |
The maximum surplus before ruin for dependent risk models through Farlie-Gumbel-Morgenstern copula
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
The maximum surplus before ruin for two classes of perturbed risk model
Applicable Analysis | 2018-05-02 | Paper |
| The dual risk model perturbed by diffusion with stochastic expense and a barrier strategy | 2017-10-20 | Paper |
Dividend moments for two classes of risk processes with phase-type interclaim times
Hacettepe Journal of Mathematics and Statistics | 2017-03-06 | Paper |
The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds
Indian Journal of Pure & Applied Mathematics | 2016-03-08 | Paper |
| scientific article; zbMATH DE number 6542452 (Why is no real title available?) | 2016-02-18 | Paper |
| The expected discounted penalty function for risk models with two classes of claims under multiple thresholds | 2014-06-30 | Paper |
Dividend payments in a risk model perturbed by diffusion with multiple thresholds
Stochastic Analysis and Applications | 2014-02-11 | Paper |
Analysis of ruin measures in a class of risk models
Journal of Hunan Institute of Science and Technology. Natural Sciences | 2013-11-19 | Paper |
The phase-type risk model perturbed by diffusion under a threshold dividend strategy
Acta Mathematicae Applicatae Sinica. English Series | 2013-04-17 | Paper |
The maximum surplus in the phase-type risk model perturbed by diffusion and related distributions
Acta Mathematicae Applicatae Sinica | 2012-10-05 | Paper |
The discounted penalty function with multi-layer dividend strategy in the phase-type risk model
Statistics & Probability Letters | 2012-08-30 | Paper |
The maximum surplus before ruin in a generalized Erlang \((n)\) risk process perturbed by diffusion
Chinese Journal of Applied Probability and Statistics | 2012-06-01 | Paper |
| On a class of renewal risk models with a threshold dividend strategy | 2010-07-08 | Paper |
| The expected discounted penalty function on a class of the claim inter-arrival times with mixing distributions | 2010-07-08 | Paper |
A class of delayed renewal risk processes with a threshold dividend strategy
Acta Mathematicae Applicatae Sinica. English Series | 2010-04-23 | Paper |
