The following pages link to Jiandong Ren (Q267899):
Displayed 33 items.
- Analysis of a multivariate claim process (Q267900) (← links)
- Parameter estimation of discrete multivariate phase-type distributions (Q340108) (← links)
- The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process (Q817285) (← links)
- The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times (Q963936) (← links)
- A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model (Q1003786) (← links)
- On Pareto-optimal reinsurance with constraints under distortion risk measures (Q1616057) (← links)
- CMPH: a multivariate phase-type aggregate loss distribution (Q1648668) (← links)
- On optimal reinsurance treaties in cooperative game under heterogeneous beliefs (Q1735045) (← links)
- The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740) (← links)
- A multivariate aggregate loss model (Q2445352) (← links)
- Pareto-optimal reinsurance policies with maximal synergy (Q2656997) (← links)
- The effect of risk constraints on the optimal insurance policy (Q2677932) (← links)
- Pareto-optimal reinsurance under individual risk constraints (Q2682992) (← links)
- A Risk Model Based on Markov Chains with Marked Transitions (Q2841135) (← links)
- Erlangian approximation to finite time ruin probabilities in perturbed risk models (Q2866277) (← links)
- An Approximation to the Distribution and the Moments of the Number of Events in Markovian Arrival Processes (Q3068087) (← links)
- Recursive Formulas for Compound Phase Distributions – Univariate and Bivariate Cases (Q3071111) (← links)
- The Moments of the Time of Ruin in Markovian Risk Models (Q3088979) (← links)
- Perturbed Risk Processes Analyzed as Fluid Flows (Q3396380) (← links)
- Recursions and fast Fourier transforms for a new bivariate aggregate claims model (Q4576877) (← links)
- Moment-based density approximations for aggregate losses (Q4576966) (← links)
- The Mathematical Mechanism of Biological Aging (Q4987084) (← links)
- The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model (Q5019751) (← links)
- On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals (Q5022535) (← links)
- Author’s Reply: The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model - Discussion by Shuanming Li, July 2007 (Q5022549) (← links)
- Author’s Reply: On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals - Discussion by Professor Elias Shiu, April 2008 (Q5022550) (← links)
- Jiandong Ren's Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020 (Q5027913) (← links)
- “The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model,” Shuanming Li, October 2008 (Q5029060) (← links)
- Tail Moments of Compound Distributions (Q5043474) (← links)
- EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES (Q5045343) (← links)
- Estimation of model parameters of dependent processes constructed using Lévy Copulas (Q5082563) (← links)
- OPTIMAL INSURANCE CONTRACTS UNDER DISTORTION RISK MEASURES WITH AMBIGUITY AVERSION (Q5119570) (← links)
- Optimal insurance for a prudent decision maker under heterogeneous beliefs (Q6201521) (← links)