The following pages link to Zhimin Zhang (Q292340):
Displaying 50 items.
- The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
- (Q313584) (redirect page) (← links)
- A note on a discrete time MAP risk model (Q313585) (← links)
- On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion (Q318682) (← links)
- (Q488605) (redirect page) (← links)
- On a perturbed Sparre Andersen risk model with dividend barrier and dependence (Q488607) (← links)
- On a nonparametric estimator for the finite time survival probability with zero initial surplus (Q517213) (← links)
- Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times (Q609205) (← links)
- The compound Poisson risk model with dependence under a multi-layer dividend strategy (Q655738) (← links)
- On a discrete risk model with delayed claims and a randomized dividend strategy (Q738487) (← links)
- On a perturbed Sparre Andersen risk model with multi-layer dividend strategy (Q843170) (← links)
- Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy (Q931185) (← links)
- On the time value of absolute ruin for a multi-layer compound Poisson model under interest force (Q947187) (← links)
- A generalized penalty function in the Sparre Andersen risk model with two-sided jumps (Q962017) (← links)
- On a risk model with stochastic premiums income and dependence between income and loss (Q964929) (← links)
- On a discrete risk model with two-sided jumps (Q966097) (← links)
- The Hadamard product of a positive reciprocal matrix and some results in AHP (Q1596774) (← links)
- Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion (Q1624625) (← links)
- Moments of discounted dividend payments in a risk model with randomized dividend-decision times (Q1692711) (← links)
- A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
- Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion (Q1726860) (← links)
- Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion (Q1799152) (← links)
- On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455) (← links)
- Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983) (← links)
- Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450) (← links)
- On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy (Q2190324) (← links)
- Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model (Q2242652) (← links)
- On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence (Q2252703) (← links)
- Asymptotics for a bidimensional risk model with two geometric Lévy price processes (Q2313745) (← links)
- A note on a generalized discounted penalty function in a Sparre Andersen risk model perturbed by diffusion (Q2319082) (← links)
- Valuing equity-linked death benefits in general exponential Lévy models (Q2332688) (← links)
- Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return (Q2346633) (← links)
- The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims (Q2390010) (← links)
- Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856) (← links)
- Valuing guaranteed equity-linked contracts by Laguerre series expansion (Q2424940) (← links)
- On a risk model with randomized dividend-decision times (Q2438420) (← links)
- Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model (Q2445988) (← links)
- When does surplus reach a given target before ruin in the Markov-modulated diffusion model? (Q2511333) (← links)
- Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation (Q2514616) (← links)
- Nonparametric estimation for derivatives of compound distribution (Q2515847) (← links)
- Ruin problems in a discrete Markov risk model (Q2518946) (← links)
- The perturbed compound Poisson risk model with multi-layer dividend strategy (Q2518955) (← links)
- On a perturbed compound Poisson model with varying premium rates (Q2628181) (← links)
- The perturbed compound Poisson risk model with two-sided jumps (Q2654186) (← links)
- First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) (← links)
- (Q2780936) (← links)
- (Q2824959) (← links)
- On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process (Q2868606) (← links)
- On the absolute ruin in a MAP risk model with debit interest (Q2996570) (← links)
- (Q3129216) (← links)
