| Publication | Date of Publication | Type |
|---|
On the moments of dividends and capital injections under a variant type of Parisian ruin
Statistics & Probability Letters | 2024-12-09 | Paper |
On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy
Acta Mathematica Scientia. Series B. (English Edition) | 2024-01-05 | Paper |
Uniform asymptotic estimates in a time-dependent renewal risk model with stochastic investment returns
SCIENTIA SINICA Mathematica | 2021-12-17 | Paper |
| Erlang$(n)$ surplus process with debit interest and a threshold dividend strategy | 2019-06-21 | Paper |
Two-side exit problems for taxed Lévy risk process involving the general draw-down time
Statistics & Probability Letters | 2018-06-20 | Paper |
| On the Markov-modulated insurance risk model with interest, debit interest and tax payments | 2018-05-25 | Paper |
On maximizing expected discounted taxation in a risk process with interest
Statistics & Probability Letters | 2017-01-16 | Paper |
| scientific article; zbMATH DE number 6612980 (Why is no real title available?) | 2016-08-10 | Paper |
Copula-based grouped risk aggregation under mixed operation.
Applications of Mathematics | 2016-04-01 | Paper |
Large deviations for the stochastic present value of aggregate claims in the renewal risk model
Statistics & Probability Letters | 2015-11-23 | Paper |
The optimal dividend barrier in the perturbed compound Poisson risk model with randomized observation time
Journal of Systems Science and Complexity | 2015-08-14 | Paper |
| The limit theory of the Galton-Watson branching process in random environments | 2015-06-29 | Paper |
Approximation to the distribution of the least squares estimators in two dimensional cosine models by randomly weighted bootstrap
Acta Mathematicae Applicatae Sinica. English Series | 2014-03-14 | Paper |
On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy
Applied Mathematics. Series B (English Edition) | 2013-11-19 | Paper |
On local asymptotics for a heavy-tailed random walk maximum with applications in insurance and queueing theory
Journal of University of Science and Technology of China | 2013-11-19 | Paper |
| Moderate deviations for sums of negatively associated random variables | 2013-01-24 | Paper |
Nonadditivity in loglinear models using \(\phi\) and M\(\phi\)Es under product-multinomial sampling
Journal of Statistical Planning and Inference | 2012-12-28 | Paper |
The application for local precise large deviation probability of random sums
Journal of Jiangxi Normal University. Natural Science Edition | 2012-10-05 | Paper |
The Gerber-Shiu functions of the double compound Poisson risk process in a threshold dividend strategy
Journal of Jiangxi Normal University. Natural Science Edition | 2012-06-01 | Paper |
On the probability function of the total number of taxation periods for the Cramér-Lundberg risk model with tax
Journal of Mathematics. Wuhan University | 2012-06-01 | Paper |
On the time value of absolute ruin with tax
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Uniform estimate on finite time ruin probabilities with random interest rate
Acta Mathematica Scientia. Series B. (English Edition) | 2011-07-19 | Paper |
On the expected discounted penalty function for risk process with tax
Statistics & Probability Letters | 2011-03-14 | Paper |
| Local precise large deviation probability for random sums | 2011-02-05 | Paper |
| Complete convergence for randomly weighted sums of negatively associated random variables | 2010-11-05 | Paper |
| A note on large deviations of a test of symmetry based on a delta-sequence density estimator | 2010-11-05 | Paper |
| On absolute ruin for the Erlang\((n)\) surplus process | 2010-06-07 | Paper |
| New exact solutions of the \((2+1)\)-dimensional KdV equation with variable coefficients | 2009-11-11 | Paper |
A local asymptotic behavior for ruin probability in the renewal risk model
Wuhan University Journal of Natural Sciences | 2009-03-06 | Paper |
A large deviation principle for the risk process with varying premium
Wuhan University Journal of Natural Sciences | 2009-03-06 | Paper |
Large deviations and moderate deviations for \(m\)-negatively associated random variables
Acta Mathematica Scientia. Series B. (English Edition) | 2008-06-03 | Paper |
| The asymptotic behavior for the ruin probability in the classical risk model | 2008-04-04 | Paper |
