The following pages link to Wei Liu (Q295099):
Displaying 28 items.
- Spectral gap, isoperimetry and concentration on trees (Q295100) (← links)
- (Q320606) (redirect page) (← links)
- Optimal proportional reinsurance and dividend payments with transaction costs and internal competition (Q320607) (← links)
- (Q477511) (redirect page) (← links)
- The optimal policy for insurance company under consideration of internal competition and the time value of ruin (Q477513) (← links)
- The optimal strategy for an insurance company under the influence of the terminal value (Q655880) (← links)
- Spectral gap and convex concentration inequalities for birth-death processes (Q838304) (← links)
- Identification of the rate function for large deviations of an irreducible Markov chain (Q967687) (← links)
- Moderate deviations for the Langevin equation with strong damping (Q1753254) (← links)
- Optimal transportation-entropy inequalities for several usual distributions on \(\mathbb R\) (Q1942159) (← links)
- The kinetic Fokker-Planck equation with mean field interaction (Q2027553) (← links)
- Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems (Q2170354) (← links)
- Vector-valued \(q\)-variational inequalities for averaging operators and the Hilbert transform (Q2198276) (← links)
- Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations (Q2231679) (← links)
- Large deviations for empirical measures of mean-field Gibbs measures (Q2289794) (← links)
- Dimension-free estimates for the vector-valued variational operators (Q2309635) (← links)
- Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy (Q2444386) (← links)
- Exponential convergence of fisher entropy for diffusion processes (Q2887499) (← links)
- A diffusion model for optimal dividend payment and risk control for a firm under consideration of the time value of ruin (Q3017397) (← links)
- (Q3109652) (← links)
- (Q3405158) (← links)
- (Q3641261) (← links)
- Multivariate convex risk statistics with scenario analysis (Q5077922) (← links)
- Quantitative mean ergodic inequalities: power bounded operators acting on one single noncommutative \(L_p\) space (Q6065775) (← links)
- Large and moderate deviation principles for McKean-Vlasov SDEs with jumps (Q6072418) (← links)
- Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations (Q6110888) (← links)
- Rate of convergence for the Smoluchowski-Kramers approximation for distribution-dependent SDEs driven by fractional Brownian motions (Q6540654) (← links)
- Optimal strategies for target benefit pension plans with longevity risk in ambiguous environments (Q6593190) (← links)