The following pages link to Xiang Lin (Q226049):
Displaying 31 items.
- Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model (Q1666474) (← links)
- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
- (Q2749019) (← links)
- (Q3072070) (← links)
- Ruin theory for classical risk process that is perturbed by diffusion with risky investments (Q3077452) (← links)
- OPTIMAL INVESTMENT AND REINSURANCE IN A JUMP DIFFUSION RISK MODEL (Q3108516) (← links)
- (Q3110696) (← links)
- (Q3193559) (← links)
- (Q3410493) (← links)
- (Q3446365) (← links)
- RUIN PROBABILITIES UNDER AN OPTIMAL INVESTMENT AND PROPORTIONAL REINSURANCE POLICY IN A JUMP DIFFUSION RISK PROCESS (Q3564628) (← links)
- (Q4505988) (← links)
- Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model (Q4575370) (← links)
- Privacy Preserving Query over Encrypted Multidimensional Massive Data in Cloud Storage (Q4690886) (← links)
- (Q4801946) (← links)
- (Q4804646) (← links)
- (Q4902107) (← links)
- (Q4921294) (← links)
- (Q4996365) (← links)
- (Q4996653) (← links)
- (Q5064989) (← links)
- (Q5075226) (← links)
- (Q5128182) (← links)
- (Q5165840) (← links)
- Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model (Q5168710) (← links)
- (Q5463015) (← links)
- (Q5873320) (← links)
- (Q5873344) (← links)
- (Q5873444) (← links)
- Strong ergodicity of monotone transition functions (Q5953894) (← links)
- (Q6121721) (← links)
