The following pages link to Rong Wu (Q230316):
Displaying 50 items.
- The hitting time for a Cox risk process (Q408212) (← links)
- The joint distributions of some actuarial diagnostics for the jump-diffusion risk process (Q550085) (← links)
- Calculations of ruin probabilities concerning claim occurrences (Q551386) (← links)
- Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy (Q601959) (← links)
- On optimality of the barrier strategy for the classical risk model with interest (Q628629) (← links)
- Upper bound for finite-time ruin probability in a Markov-modulated market (Q646756) (← links)
- On the renewal risk model with interest and dividend (Q716514) (← links)
- On the renewal risk process with stochastic interest (Q855690) (← links)
- Moments of the time of ruin, surplus before ruin and the deficit at ruin in the Erlang(N) risk process (Q861406) (← links)
- On a joint distribution for the risk process with constant interest force (Q882861) (← links)
- Relating microscopic and macroscopic parameters for a 3-dimensional random walk (Q910821) (← links)
- Ruin probabilities of a surplus process described by PDMPs (Q925989) (← links)
- The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest (Q939327) (← links)
- The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times (Q963936) (← links)
- Total duration of negative surplus for the risk model with debit interest (Q1021771) (← links)
- Optimal dividends in the Brownian motion risk model with interest (Q1023316) (← links)
- Some limit theorems on reversed Brownian motion (Q1172886) (← links)
- On Choquet's dichotomy of capacity for Markov processes (Q1184092) (← links)
- On the distribution of the surplus of the D-E model prior to and at ruin (Q1302135) (← links)
- Hitting time and place to a sphere or spherical shell for Brownian motion (Q1302281) (← links)
- Multiplicities of a random sausage (Q1332280) (← links)
- Intersection local time for points of infinite multiplicity (Q1336557) (← links)
- Filter problems of linear singular systems (Q1343412) (← links)
- Conditioned superprocesses (Q1362882) (← links)
- The joint distributions of several important actuarial diagnostics in the classical risk model. (Q1413331) (← links)
- Joint distributions of some actuarial random vectors containing the time of ruin (Q1413344) (← links)
- Distribution of deficit at ruin for a PDMP insurance risk model (Q1432871) (← links)
- Some results for classical risk process with stochastic return on investments (Q1566069) (← links)
- Some results for the compound Poisson process that is perturbed by diffusion (Q1611092) (← links)
- Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies (Q1757966) (← links)
- Distributions for the risk process with a stochastic return on investments. (Q1766007) (← links)
- (Q1804704) (redirect page) (← links)
- Markov processes associated with semi-Dirichlet forms (Q1804705) (← links)
- A risk model with delay in claim settlement. (Q1864217) (← links)
- Ruin theory for the risk process described by PDMPs (Q1873582) (← links)
- Some properties of the Feynman-Kac functional (Q1890815) (← links)
- On the a.s. convergence of the Kohonen algorithm with a general neighborhood function (Q1916490) (← links)
- Bivariate Revuz measures and the Feynman-Kac formula (Q1917687) (← links)
- Some problems on balls and spheres for Brownian motion (Q1924526) (← links)
- On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs (Q1958723) (← links)
- A generalization of risk model perturbed by diffusion (Q1970740) (← links)
- Some distributions for classical risk process that is perturbed by diffusion (Q1974039) (← links)
- Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy (Q2258090) (← links)
- Instability of the Liouville property for quasi-isometric graphs and manifolds of polynomial volume growth (Q2277676) (← links)
- The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims (Q2343576) (← links)
- The distribution of the first \(\beta\) point in the classical risk model with interest (Q2373669) (← links)
- Optimal risk control policies for diffusion models with non-cheap proportional reinsurance and bankruptcy value (Q2392647) (← links)
- Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims (Q2431060) (← links)
- (Q3014866) (← links)
- Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps (Q3014981) (← links)
