The following pages link to Wenguang Yu (Q415165):
Displaying 36 items.
- Finite-time stabilization of three-dimensional chaotic systems based on CLF (Q415166) (← links)
- Randomized dividends in a discrete insurance risk model with stochastic premium income (Q473843) (← links)
- Synchronization of three dimensional chaotic systems via a single state feedback (Q718616) (← links)
- A dependent insurance risk model with surrender and investment under the thinning process (Q1664709) (← links)
- The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier (Q1718410) (← links)
- Studies on a double Poisson-geometric insurance risk model with interference (Q1955991) (← links)
- On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income (Q1956034) (← links)
- Triple solutions for elliptic Dirichlet problems with a parameter (Q1979971) (← links)
- Existence of mild solutions for a class of fractional non-autonomous evolution equations with delay (Q2025231) (← links)
- Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450) (← links)
- Triple solutions for a damped impulsive differential equation (Q2114328) (← links)
- On the fractional partial integro-differential equations of mixed type with non-instantaneous impulses (Q2126687) (← links)
- Two solutions to Kirchhoff-type fourth-order implusive elastic beam equations (Q2126776) (← links)
- Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← links)
- Two solutions to superlinear Hamiltonian systems with impulsive effects (Q2187112) (← links)
- Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model (Q2242652) (← links)
- Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
- Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
- Valuing equity-linked death benefits in general exponential Lévy models (Q2332688) (← links)
- The absolute ruin insurance risk model with a threshold dividend strategy (Q2333751) (← links)
- Stabilization of three-dimensional chaotic systems via single state feedback controller (Q2429622) (← links)
- First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) (← links)
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- (Q5320423) (← links)
- (Q5400084) (← links)
- (Q6114222) (← links)
- Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times (Q6163057) (← links)
- Social optimal mean field control problem for population growth model (Q6570443) (← links)
