The following pages link to Lianzeng Zhang (Q340113):
Displayed 19 items.
- Ruin probability in a correlated aggregate claims model with common Poisson shocks: application to reinsurance (Q340114) (← links)
- Optimal retention for a stop-loss reinsurance with incomplete information (Q896205) (← links)
- Some results on ruin probabilities in a two-dimensional risk model. (Q1413403) (← links)
- Some results for the compound Poisson process that is perturbed by diffusion (Q1611092) (← links)
- A large deviation for occupation times of super-stable process (Q1864201) (← links)
- Moments of discounted aggregate claims with dependence based on Spearman copula (Q2175836) (← links)
- De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information (Q2404539) (← links)
- Extensions of the notion of overall comonotonicity to partial comonotonicity (Q2443224) (← links)
- Spectrally negative Lévy processes with applications in risk theory (Q2726729) (← links)
- (Q2924455) (← links)
- (Q3307420) (← links)
- Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process (Q4576906) (← links)
- Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations (Q4583611) (← links)
- (Q4687717) (← links)
- (Q4980431) (← links)
- Direct Derivation of Finite-Time Ruin Probabilities in the Discrete Risk Model with Exponential or Geometric Claims (Q5018750) (← links)
- On a discrete-time risk model with time-dependent claims and impulsive dividend payments (Q5140647) (← links)
- Correction (Q5140649) (← links)
- MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATION (Q5866183) (← links)