The following pages link to Xiang-Qun Yang (Q593063):
Displaying 50 items.
- (Q320604) (redirect page) (← links)
- The mean correcting martingale measures for exponential additive processes (Q320605) (← links)
- Option pricing by mean correcting method for non-Gaussian Lévy processes (Q381063) (← links)
- Expected present value of total dividends in a compound binomial model with delayed claims and random income (Q462198) (← links)
- Optimal dividend strategy in compound binomial model with bounded dividend rates (Q477522) (← links)
- (Q477831) (redirect page) (← links)
- Criterion of semi-Markov dependent risk model (Q477832) (← links)
- Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates (Q494698) (← links)
- Application of Moore-Penrose inverse in deciding the minimal martingale measure (Q601957) (← links)
- Modeling dependence based on mixture copulas and its application in risk management (Q603180) (← links)
- A note on the mean correcting martingale measure for geometric Lévy processes (Q628236) (← links)
- The compound binomial model with randomly paying dividends to shareholders and policyholders (Q659250) (← links)
- Taboo rate and hitting time distribution of continuous-time reversible Markov chains (Q826722) (← links)
- On a class of measure-valued processes: singular cases (Q867782) (← links)
- Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables (Q898969) (← links)
- Optimal proportional reinsurance and investment for a constant elasticity of variance model under variance principle (Q902317) (← links)
- Unified characteristic numbers and solutions of equations for birth and death processes with barriers (Q993679) (← links)
- Second order spiking perceptrons (Q1034777) (← links)
- Three-point transition functions for two-parameter Markov chains and their four systems of partial differential equations (Q1201642) (← links)
- Distributions of lifetime after explosion for birth and death processes (Q1267227) (← links)
- Some properties of repeated hits after first explosion for birth and death processes (Q1585563) (← links)
- Joint distributions of first hitting time and first hitting location after explosion for birth and death processes. (Q1609545) (← links)
- (Q1709410) (redirect page) (← links)
- Adjoining batch Markov arrival processes of a Markov chain (Q1709411) (← links)
- On the expected discounted penalty function for the classical risk model with potentially delayed claims and random incomes (Q1714720) (← links)
- The compound binomial model with a constant dividend barrier and periodically paid dividends (Q1761395) (← links)
- Markov properties of MM-class processes with two parameters (Q1898419) (← links)
- Dividend-reinsurance strategy in the Sparre Andersen model (Q1940869) (← links)
- On a BMAP/G/1 G-queue with setup times and multiple vacations (Q1942151) (← links)
- A Markov chain inversion approach to identify the transition rates of ion channels (Q1954107) (← links)
- A joint Laplace transform for pre-exit diffusion of occupation times (Q2013127) (← links)
- Robust optimal investment and reinsurance problem for a general insurance company under Heston model (Q2014373) (← links)
- A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy (Q2015475) (← links)
- Optimal consumption and investment problem with random horizon in a BMAP model (Q2347110) (← links)
- A periodic dividend problem with inconstant barrier in Markovian environment (Q2355462) (← links)
- Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion (Q2405932) (← links)
- Approximation for ruin probability in the Sparre Andersen model with interest (Q2431955) (← links)
- Double-Markov risk model (Q2437104) (← links)
- Decomposition and embedment of trajectories after explosion for a birth and death process (Q2503827) (← links)
- The compound binomial model with randomized decisions on paying dividends (Q2507603) (← links)
- A Markov decision problem in a risk model with interest rate and Markovian environment (Q2629544) (← links)
- (Q2719956) (← links)
- (Q2748329) (← links)
- (Q2750972) (← links)
- (Q2823324) (← links)
- (Q2823508) (← links)
- The Dividend Problems for Compound Binomial Model with Stochastic Return on Investments (Q2838663) (← links)
- (Q2859768) (← links)
- (Q2860469) (← links)
- (Q2885993) (← links)
