The following pages link to Xiaofan Peng (Q253082):
Displaying 12 items.
- Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085) (← links)
- Finite time Parisian ruin of an integrated Gaussian risk model (Q512787) (← links)
- Extrema of a Gaussian random field: Berman's sojourn time method (Q2161517) (← links)
- Approximation of sojourn times of Gaussian processes (Q2176363) (← links)
- Optimal investment, consumption and timing of annuity purchase under a preference change (Q2338709) (← links)
- Optimal dividend problem with a nonlinear regular-singular stochastic control (Q2443223) (← links)
- Optimal dividend and equity issuance problem with proportional and fixed transaction costs (Q2447412) (← links)
- Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend (Q2689906) (← links)
- Extrema of multi-dimensional Gaussian processes over random intervals (Q5067212) (← links)
- On the maxima of suprema of dependent Gaussian models (Q6067388) (← links)
- Parisian Ruin Probability Of An Integrated Gaussian Risk Model (Q6278216) (← links)
- Extrema of multi-dimensional Gaussian processes over random intervals (Q6504072) (← links)
