The following pages link to Xueyuan Wu (Q825303):
Displaying 17 items.
- Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes (Q825305) (← links)
- A discrete-time risk model with interaction between classes of business. (Q1413342) (← links)
- On a correlated aggregate claims model with Poisson and Erlang risk processes. (Q1413353) (← links)
- A note on joint occupation times of spectrally negative Lévy risk processes with tax (Q1644177) (← links)
- Discrete-time risk models with surplus-dependent premium corrections (Q2096248) (← links)
- Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
- On the type I multivariate zero-truncated hurdle model with applications in health insurance (Q2292176) (← links)
- On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
- On the first time of ruin in the bivariate compound Poisson model (Q2492175) (← links)
- Expected discounted dividends in a discrete semi-Markov risk model (Q2511296) (← links)
- Equilibrium Distributions of Discrete Phase Type (Q2841134) (← links)
- On the discounted penalty function in a discrete time renewal risk model with general interclaim times (Q3077742) (← links)
- Matrix-Form Recursions for a Family of Compound Distributions (Q3569720) (← links)
- “The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model,” Shuanming Li, October 2008 (Q5022556) (← links)
- Dynamic stochastic cooperative reinsurance strategy in a\\ continuous time model (Q5063827) (← links)
- A NEW MULTIVARIATE ZERO-INFLATED HURDLE MODEL WITH APPLICATIONS IN AUTOMOBILE INSURANCE (Q5866173) (← links)
- Multivariate Poisson model adjusting for unidirectional covariate misrepresentation (Q6165381) (← links)
