| Publication | Date of Publication | Type |
|---|
scientific article; zbMATH DE number 7492500 (Why is no real title available?)
| 2022-03-17 | Paper |
Authors’ Reply: On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest - Discussion by Bangwon Ko
North American Actuarial Journal | 2022-01-10 | Paper |
On the Gerber-Shiu discounted penalty function for the ordinary renewal risk model with constant interest
North American Actuarial Journal | 2022-01-10 | Paper |
The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims
Acta Mathematicae Applicatae Sinica. English Series | 2015-05-06 | Paper |
Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy
Frontiers of Mathematics in China | 2015-03-02 | Paper |
Optimal risk control policies for diffusion models with non-cheap proportional reinsurance and bankruptcy value
Journal of Systems Science and Complexity | 2013-08-02 | Paper |
On a discrete-time risk model with delayed claims and dividends
Risk and Decision Analysis | 2013-05-23 | Paper |
Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies
Acta Mathematica Sinica, English Series | 2012-11-07 | Paper |
The hitting time for a Cox risk process
Journal of Computational and Applied Mathematics | 2012-03-29 | Paper |
Upper bound for finite-time ruin probability in a Markov-modulated market
Journal of Systems Science and Complexity | 2011-11-17 | Paper |
On the renewal risk model with interest and dividend
Acta Mathematica Scientia. Series B. (English Edition) | 2011-09-29 | Paper |
On the joint distribution for a kind of Cox risk process
| 2011-09-29 | Paper |
Calculations of ruin probabilities concerning claim occurrences
Acta Mathematica Scientia. Series B. (English Edition) | 2011-07-19 | Paper |
The joint distributions of some actuarial diagnostics for the jump-diffusion risk process
Acta Mathematica Scientia. Series B. (English Edition) | 2011-07-19 | Paper |
Some distributions for the classical risk process perturbed by Brownian motion
| 2011-07-19 | Paper |
Pricing the zero-coupon bond and its fair premium under a structural credit risk model with jumps
Journal of Applied Probability | 2011-07-08 | Paper |
Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims
Acta Mathematicae Applicatae Sinica. English Series | 2011-04-08 | Paper |
On optimality of the barrier strategy for the classical risk model with interest
Acta Mathematicae Applicatae Sinica. English Series | 2011-03-14 | Paper |
Optimal investment problem with stochastic interest rate and stochastic volatility: maximizing a power utility
Applied Stochastic Models in Business and Industry | 2011-02-22 | Paper |
The compound Poisson process perturbed by a diffusion with a threshold dividend strategy
Applied Stochastic Models in Business and Industry | 2011-02-22 | Paper |
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
Advances in Applied Probability | 2011-02-09 | Paper |
On a barrier strategy for the classical risk process with constant interest force
| 2010-11-05 | Paper |
Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy
Acta Mathematicae Applicatae Sinica. English Series | 2010-10-29 | Paper |
On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs
Acta Mathematica Sinica, English Series | 2010-10-04 | Paper |
The time value of ruin for a risk model with two-sided jumps under constant dividend barrier
| 2010-07-08 | Paper |
Total duration of negative surplus for the dual model
Applied Stochastic Models in Business and Industry | 2010-04-22 | Paper |
The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times
Applied Mathematics and Computation | 2010-04-14 | Paper |
scientific article; zbMATH DE number 5631005 (Why is no real title available?)
| 2009-11-11 | Paper |
The joint distribution of a risk model with random income
| 2009-11-11 | Paper |
Optimal dividends in the Brownian motion risk model with interest
Journal of Computational and Applied Mathematics | 2009-06-11 | Paper |
Total duration of negative surplus for the risk model with debit interest
Statistics & Probability Letters | 2009-06-09 | Paper |
scientific article; zbMATH DE number 5548276 (Why is no real title available?)
| 2009-04-28 | Paper |
scientific article; zbMATH DE number 5504764 (Why is no real title available?)
| 2009-02-09 | Paper |
scientific article; zbMATH DE number 5504866 (Why is no real title available?)
| 2009-02-09 | Paper |
scientific article; zbMATH DE number 5504771 (Why is no real title available?)
| 2009-02-09 | Paper |
scientific article; zbMATH DE number 5504786 (Why is no real title available?)
| 2009-02-09 | Paper |
scientific article; zbMATH DE number 5504860 (Why is no real title available?)
| 2009-02-09 | Paper |
scientific article; zbMATH DE number 5504872 (Why is no real title available?)
| 2009-02-09 | Paper |
scientific article; zbMATH DE number 5504927 (Why is no real title available?)
| 2009-02-09 | Paper |
The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest
Insurance Mathematics & Economics | 2008-08-22 | Paper |
The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion
Applied Stochastic Models in Business and Industry | 2008-06-18 | Paper |
Ruin probabilities of a surplus process described by PDMPs
Acta Mathematicae Applicatae Sinica. English Series | 2008-05-26 | Paper |
scientific article; zbMATH DE number 5260689 (Why is no real title available?)
| 2008-04-04 | Paper |
The Probability of Ruin in a Kind of Cox Risk Model with Variable Premium Rate
Scandinavian Actuarial Journal | 2007-12-16 | Paper |
Total Duration of Negative Surplus for the Risk Process with Constant Interest Force
Stochastic Analysis and Applications | 2007-12-12 | Paper |
scientific article; zbMATH DE number 5209826 (Why is no real title available?)
| 2007-11-08 | Paper |
On a Joint Distribution for the Classical Risk Process with a Stochastic Return on Investments
Stochastic Models | 2007-10-24 | Paper |
The distribution of the first \(\beta\) point in the classical risk model with interest
Statistics & Probability Letters | 2007-07-16 | Paper |
Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest
Stochastic Models | 2007-06-04 | Paper |
On a joint distribution for the risk process with constant interest force
Insurance Mathematics & Economics | 2007-05-24 | Paper |
Moments of the time of ruin, surplus before ruin and the deficit at ruin in the Erlang(N) risk process
Acta Mathematicae Applicatae Sinica. English Series | 2007-01-29 | Paper |
On the renewal risk process with stochastic interest
Stochastic Processes and their Applications | 2006-12-07 | Paper |
scientific article; zbMATH DE number 2198022 (Why is no real title available?)
| 2005-08-23 | Paper |
Distributions for the risk process with a stochastic return on investments.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Distribution of deficit at ruin for a PDMP insurance risk model
Acta Mathematicae Applicatae Sinica. English Series | 2004-06-22 | Paper |
Joint distributions of some actuarial random vectors containing the time of ruin
Insurance Mathematics & Economics | 2003-11-16 | Paper |
The joint distributions of several important actuarial diagnostics in the classical risk model.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
Ruin theory for the risk process described by PDMPs
Acta Mathematicae Applicatae Sinica. English Series | 2003-11-16 | Paper |
Some results for classical risk process with stochastic return on investments
Acta Mathematicae Applicatae Sinica. English Series | 2003-09-25 | Paper |
scientific article; zbMATH DE number 1932260 (Why is no real title available?)
| 2003-09-23 | Paper |
scientific article; zbMATH DE number 1916883 (Why is no real title available?)
| 2003-08-25 | Paper |
scientific article; zbMATH DE number 1930397 (Why is no real title available?)
| 2003-06-18 | Paper |
scientific article; zbMATH DE number 1930322 (Why is no real title available?)
| 2003-06-18 | Paper |
scientific article; zbMATH DE number 1881022 (Why is no real title available?)
| 2003-06-02 | Paper |
A risk model with delay in claim settlement.
Acta Mathematicae Applicatae Sinica. English Series | 2003-03-17 | Paper |
Some results for the compound Poisson process that is perturbed by diffusion
Acta Mathematicae Applicatae Sinica. English Series | 2003-02-06 | Paper |
scientific article; zbMATH DE number 1926062 (Why is no real title available?)
| 2003-01-01 | Paper |
scientific article; zbMATH DE number 1829202 (Why is no real title available?)
| 2002-11-14 | Paper |
scientific article; zbMATH DE number 1829344 (Why is no real title available?)
| 2002-11-14 | Paper |
scientific article; zbMATH DE number 1775588 (Why is no real title available?)
| 2002-08-04 | Paper |
Properties of a supercritical superdiffusion and solutions of its corresponding differential equation
Chinese Science Bulletin | 2002-02-18 | Paper |
Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion
Journal of Applied Probability | 2002-01-01 | Paper |
On the distribution of the surplus of the D-E model prior to and at ruin
Insurance Mathematics & Economics | 2001-06-27 | Paper |
Some distributions for classical risk process that is perturbed by diffusion
Insurance Mathematics & Economics | 2001-05-16 | Paper |
scientific article; zbMATH DE number 1517059 (Why is no real title available?)
| 2001-01-14 | Paper |
scientific article; zbMATH DE number 1536248 (Why is no real title available?)
| 2000-11-28 | Paper |
scientific article; zbMATH DE number 1536509 (Why is no real title available?)
| 2000-11-28 | Paper |
scientific article; zbMATH DE number 1522490 (Why is no real title available?)
| 2000-10-30 | Paper |
A generalization of risk model perturbed by diffusion
Applied Mathematics. Series B (English Edition) | 2000-10-15 | Paper |
Hitting time and place to a sphere or spherical shell for Brownian motion
Chinese Annals of Mathematics. Series B | 2000-05-04 | Paper |
scientific article; zbMATH DE number 1269714 (Why is no real title available?)
| 1999-11-14 | Paper |
scientific article; zbMATH DE number 1268187 (Why is no real title available?)
| 1999-11-02 | Paper |
scientific article; zbMATH DE number 1349163 (Why is no real title available?)
| 1999-10-07 | Paper |
The behavior of super-Brownian motion near extinction
Acta Mathematica Sinica, English Series | 1998-09-28 | Paper |
scientific article; zbMATH DE number 1078387 (Why is no real title available?)
| 1998-09-08 | Paper |
Conditioned superprocesses
Chinese Annals of Mathematics. Series B | 1998-02-03 | Paper |
scientific article; zbMATH DE number 1016916 (Why is no real title available?)
| 1997-06-05 | Paper |
scientific article; zbMATH DE number 979974 (Why is no real title available?)
| 1997-04-08 | Paper |
Some problems on balls and spheres for Brownian motion
Science in China. Series A | 1996-10-20 | Paper |
Filter problems of linear singular systems
Chinese Science Bulletin | 1995-08-06 | Paper |
scientific article; zbMATH DE number 123295 (Why is no real title available?)
| 1993-02-18 | Paper |
scientific article; zbMATH DE number 4201315 (Why is no real title available?)
| 1991-01-01 | Paper |
scientific article; zbMATH DE number 4064197 (Why is no real title available?)
| 1988-01-01 | Paper |
The uniqueness of invariant measures of spatial homogeneous processes
Acta Mathematica Sinica, English Series | 1987-01-01 | Paper |
scientific article; zbMATH DE number 3976001 (Why is no real title available?)
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 3903700 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3886843 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3874367 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3894228 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3835080 (Why is no real title available?)
| 1983-01-01 | Paper |
Some limit theorems on reversed Brownian motion
The Annals of Probability | 1982-01-01 | Paper |
scientific article; zbMATH DE number 3748172 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3748186 (Why is no real title available?)
| 1981-01-01 | Paper |
