| Publication | Date of Publication | Type |
|---|
Combining Forecasts via Simulations
Communications in Statistics. Simulation and Computation | 2014-05-30 | Paper |
Behavioral Estimation of Mathematical Programming Objective Function Coefficients
Management Science | 2012-02-21 | Paper |
A Bayesian approach to the estimation of Pareto distribution with an application in insurance
| 2011-11-17 | Paper |
Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps
Journal of Computational and Applied Mathematics | 2011-05-17 | Paper |
Exponential stability of numerical solutions to stochastic delay Hopfield neural networks
Neurocomputing | 2010-06-16 | Paper |
Convergence of numerical solutions to stochastic age-structured population equations with diffusions and Markovian switching
Applied Mathematics and Computation | 2010-05-11 | Paper |
Objective comparisons of the optimal portfolios corresponding to different utility functions
European Journal of Operational Research | 2009-12-07 | Paper |
Convergence of numerical solutions to stochastic age-dependent population equations with Markovian switching
Journal of Computational and Applied Mathematics | 2009-11-06 | Paper |
Convergence of numerical solutions to stochastic pantograph equations with Markovian switching
Applied Mathematics and Computation | 2009-10-09 | Paper |
scientific article; zbMATH DE number 5504741 (Why is no real title available?)
| 2009-02-09 | Paper |
A note on the comparison of several linear regression models
| 2009-01-20 | Paper |
Function optimisation and Brouwer fixed-points on acute convex sets
International Journal of Operational Research | 2008-10-02 | Paper |
A simulation-based approach to the study of coefficient of variation of dividend yields
European Journal of Operational Research | 2008-04-07 | Paper |
Convergence of the semi-implicit Euler method for stochastic age-dependent population equations
Applied Mathematics and Computation | 2008-02-13 | Paper |
Numerical analysis for stochastic age-dependent population equations with Poisson jumps
Journal of Mathematical Analysis and Applications | 2007-01-09 | Paper |
On a proper way to select population failure distribution and a stochastic optimization method in parameter estimation
European Journal of Operational Research | 2006-12-07 | Paper |
On interval estimation of the coefficient of variation for the three-parameter Weibull, lognormal and gamma distribution: a simulation-based approach
European Journal of Operational Research | 2005-09-02 | Paper |
How does innovation's tail risk determine marginal tail risk of a stationary financial time series?
Science in China. Series A | 2005-08-30 | Paper |
scientific article; zbMATH DE number 2141415 (Why is no real title available?)
| 2005-03-07 | Paper |
A simulation based approach to the parameter estimation for the three-parameter gamma distribution.
European Journal of Operational Research | 2004-03-14 | Paper |
Borrowing cost reduction by interest rate swaps -- an option pricing analysis.
European Journal of Operational Research | 2004-02-02 | Paper |
A discussion on Buhlmann's criterion for asset valuation.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
Jackknifing type weighted least squares estimators in partially linear regression models.
Statistics & Probability Letters | 2003-05-07 | Paper |
Inversion of confluent Vandermonde matrices
Computers & Mathematics with Applications | 2002-08-15 | Paper |
Goodness-of-fit test on two samples
Systems Science and Mathematical Sciences | 2001-07-11 | Paper |
Improved estimation of the generalized precision under the entropy loss
Acta Mathematicae Applicatae Sinica. English Series | 2000-06-21 | Paper |
Modelling binary data: a gibbs sampling approach
Journal of Statistical Computation and Simulation | 1999-01-01 | Paper |
A Further VDR-type Density Representation Based on the Box-muller Method
Statistics | 1997-05-27 | Paper |
