The following pages link to Jun-Yi Guo (Q490303):
Displaying 50 items.
- (Q253084) (redirect page) (← links)
- Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085) (← links)
- On-line choice number of complete multipartite graphs: an algorithmic approach (Q490305) (← links)
- Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility (Q545562) (← links)
- Ruin probabilities for a risk model with two classes of claims (Q606333) (← links)
- Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection (Q625791) (← links)
- Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007) (← links)
- Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer (Q646755) (← links)
- (Q692675) (redirect page) (← links)
- Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs (Q692676) (← links)
- Families of subsets without a given poset in double chains and Boolean lattices (Q722595) (← links)
- Some results behind dividend problems (Q861422) (← links)
- Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint (Q931183) (← links)
- On a risk model with dependence between claim sizes and claim intervals (Q947167) (← links)
- On a risk model with debit interest and dividend payments (Q951191) (← links)
- The compound binomial risk model with time-correlated claims (Q997091) (← links)
- Classical risk model with threshold dividend strategy (Q1003953) (← links)
- (Q1041736) (redirect page) (← links)
- An almost-linear time and linear space algorithm for the longest common subsequence problem (Q1041737) (← links)
- Local extinction of super-Brownian motion on Sierpiński gasket (Q1128113) (← links)
- Three-point transition functions for two-parameter Markov chains and their four systems of partial differential equations (Q1201642) (← links)
- Ruin probabilities for time-correlated claims in the compound binomial model. (Q1413282) (← links)
- On a correlated aggregate claims model with Poisson and Erlang risk processes. (Q1413353) (← links)
- The oscillation of the occupation time process of super-Brownian motion on Sierpiński gasket (Q1609563) (← links)
- Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility (Q1616790) (← links)
- Survival probabilities in a discrete semi-Markov risk model (Q1646093) (← links)
- Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming (Q1743531) (← links)
- Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer (Q1955571) (← links)
- Optimal mean-variance reinsurance in a financial market with stochastic rate of return (Q1983739) (← links)
- Optimal mean-variance investment-reinsurance strategy for a dependent risk model with Ornstein-Uhlenbeck process (Q2152261) (← links)
- Optimal investment and reinsurance under the gamma process (Q2241632) (← links)
- Interval estimation of the ruin probability in the classical compound Poisson risk model (Q2291329) (← links)
- Optimal singular dividend problem under the Sparre Andersen model (Q2302759) (← links)
- A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling (Q2332719) (← links)
- Optimal investment, consumption and timing of annuity purchase under a preference change (Q2338709) (← links)
- Optimal investment and proportional reinsurance in the Sparre Andersen model (Q2391925) (← links)
- Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion (Q2405932) (← links)
- Optimal dividend problem with a nonlinear regular-singular stochastic control (Q2443223) (← links)
- Optimal dividend and equity issuance problem with proportional and fixed transaction costs (Q2447412) (← links)
- Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach (Q2477578) (← links)
- Strongly 2-shape-sortability of vector partitions (Q2479569) (← links)
- On the first time of ruin in the bivariate compound Poisson model (Q2492175) (← links)
- The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate (Q2494876) (← links)
- Expected discounted dividends in a discrete semi-Markov risk model (Q2511296) (← links)
- Ruin probabilities in Cox risk models with two dependent classes of business (Q2644356) (← links)
- Hamiltonicity in prime sum graphs (Q2657078) (← links)
- (Q2706888) (← links)
- Optimal investment, consumption, and life insurance in an incomplete market (Q2816845) (← links)
- Optimal dividend strategies in discrete risk model with capital injections (Q2862434) (← links)
- (Q2887459) (← links)
