Ping-Jin Deng

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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
The optimal investment, liability and dividends in insurance
Journal of the Operations Research Society of China
2021-11-05Paper
The joint distribution of running maximum of a Slepian process
Methodology and Computing in Applied Probability
2019-04-26Paper
Barrier options pricing with joint distribution of Gaussian process and its maximum
International Journal of Theoretical and Applied Finance
2017-10-13Paper
Boundary non-crossing probabilities for Slepian process
Statistics & Probability Letters
2017-01-16Paper
Asymptotic of Non-Crossings probability of Additive Wiener Fields2016-10-23Paper


Research outcomes over time


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