The following pages link to Jie Hua Xie (Q388513):
Displaying 31 items.
- Moments of the present value of total dividends and related problems in the risk model with delayed claims (Q388514) (← links)
- On a risk model with random incomes and dependence between claim sizes and claim intervals (Q391064) (← links)
- (Q457312) (redirect page) (← links)
- On the Gerber-Shiu discounted penalty function in a risk model with delayed claims (Q457313) (← links)
- (Q629499) (redirect page) (← links)
- On the expected discounted penalty function for the compound Poisson risk model with delayed claims (Q629500) (← links)
- Expected present value of total dividends in a delayed claims risk model under stochastic interest rates (Q659244) (← links)
- On the probability of ruin in the compound Poisson risk model with potentially delayed claims (Q742099) (← links)
- (Q1742718) (redirect page) (← links)
- Stochastic distortion and its transformed copula (Q1742719) (← links)
- A copula-based approximation to Markov chains (Q2115302) (← links)
- On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes (Q2252704) (← links)
- A family of transformed copulas with a singular component (Q2328788) (← links)
- On a generalization of Archimedean copula family (Q2407772) (← links)
- On a Risk Model With Delayed Claims Under Stochastic Interest Rates (Q2792305) (← links)
- (Q2944369) (← links)
- On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy (Q2979967) (← links)
- AN SI EPIDEMIC MODEL WITH NONLINEAR INFECTION RATE AND STAGE STRUCTURE (Q2991924) (← links)
- (Q3517930) (← links)
- (Q3571308) (← links)
- STABILITY AND HOPF BIFURCATION FOR AN ECO-EPIDEMIOLOGY MODEL WITH HOLLING-III FUNCTIONAL RESPONSE AND DELAYS (Q3608702) (← links)
- Optimal capital allocation with copulas (Q4590842) (← links)
- ON THE PROBABILITY OF RUIN IN A CONTINUOUS RISK MODEL WITH DELAYED CLAIMS (Q4917352) (← links)
- MULTIVARIATE COMPOSITE COPULAS (Q5067887) (← links)
- MULTIVARIATE COMPOSITE COPULAS – CORRIGENDUM (Q5067896) (← links)
- (Q5166065) (← links)
- Dividend barrier and ruin problems for a risk model with delayed claims (Q5349231) (← links)
- Patchwork Constructions of Multiattribute Utility Functions (Q5868899) (← links)
- Best-possible bounds on the sets of copulas and quasi-copulas with given curvilinear sections (Q6079396) (← links)
- A generalization of Archimedean and Marshall-Olkin copulas family (Q6081874) (← links)
- Asymptotic subadditivity/superadditivity of Value‐at‐Risk under tail dependence (Q6146694) (← links)
