The following pages link to Wenyuan Wang (Q332541):
Displaying 50 items.
- Frequency shift and sub-band effect in pair-production process under adiabatic closing the external field (Q332543) (← links)
- A new analysis of the complex two-dimensional multilayered anisotropic soil in time domain (Q341103) (← links)
- Optimal investment and risk control for an insurer under inside information (Q343979) (← links)
- A recursive model for static empty container allocation (Q352103) (← links)
- On the generalized risk measures (Q377908) (← links)
- On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy (Q377933) (← links)
- On maximizing expected discounted taxation in a risk process with interest (Q504475) (← links)
- On the expected discounted penalty function for risk process with tax (Q631560) (← links)
- On the time value of absolute ruin with tax (Q659184) (← links)
- High performance analysis of liquid sloshing in horizontal circular tanks with internal body by using IGA-SBFEM (Q666812) (← links)
- Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures (Q729856) (← links)
- Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes (Q825305) (← links)
- On the Markov-dependent risk model with tax (Q904133) (← links)
- Asymptotics of convolution with the semi-regular-variation tail and its application to risk (Q1633430) (← links)
- Two-side exit problems for taxed Lévy risk process involving the general draw-down time (Q1642249) (← links)
- A note on joint occupation times of spectrally negative Lévy risk processes with tax (Q1644177) (← links)
- Solutions for the magneto-electro-elastic plate using the scaled boundary finite element method (Q1655092) (← links)
- Gap solitons in Bose-Einstein condensate loaded in a honeycomb optical lattice: nonlinear dynamical stability, tunneling, and self-trapping (Q2069232) (← links)
- General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes (Q2076351) (← links)
- On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
- Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
- A drawdown reflected spectrally negative Lévy process (Q2224959) (← links)
- Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
- Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
- Asymptotics for least product relative error estimation and empirical likelihood with longitudinal data (Q2398408) (← links)
- Diffusion sign subband adaptive filtering algorithm with individual weighting factors for distributed estimation (Q2402101) (← links)
- Robust adaptive Volterra filter under maximum correntropy criteria in impulsive environments (Q2405995) (← links)
- Optimal loss-carry-forward taxation for the Lévy risk model (Q2427816) (← links)
- Robust optimal investment and reinsurance for an insurer with inside information (Q2656984) (← links)
- Robust diffusion Huber-based normalized least mean square algorithm with adjustable thresholds (Q2697714) (← links)
- Asymptotical analysis of SEIR model with infectious force in latent and immune periods (Q2824575) (← links)
- Nonlinear Ramsey Interferometry of Fermi Superfluid Gases in a Double-Well Potential (Q2913722) (← links)
- (Q2983673) (← links)
- (Q3054182) (← links)
- Adaptive Eigenbackground for Dynamic Background Modeling (Q3063132) (← links)
- (Q3131138) (← links)
- (Q3640891) (← links)
- Illumination robust Mean Shift tracking (Q3646458) (← links)
- (Q4248621) (← links)
- Optimal investment and risk control for an insurer with partial information in an anticipating environment (Q4562057) (← links)
- (Q4642855) (← links)
- General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956) (← links)
- (Q4901078) (← links)
- (Q4901816) (← links)
- Optimal reinsurance and dividends with transaction costs and taxes under thinning structure (Q4990510) (← links)
- Draw-down Parisian ruin for spectrally negative Lévy processes (Q5005045) (← links)
- A two-stage stochastic optimization model for port cold storage capacity allocation considering pelagic fishery yield uncertainties (Q5058812) (← links)
- Risk minimization for an insurer with investment and reinsurance via <i>g</i>-expectation (Q5077872) (← links)
- (Q5198278) (← links)
- Advances in Neural Networks – ISNN 2005 (Q5707275) (← links)
