| Publication | Date of Publication | Type |
|---|
Optimal investment and reinsurance to maximize the probability of drawup before drawdown
Methodology and Computing in Applied Probability | 2024-10-16 | Paper |
Identifying the generator matrix of a stationary Markov chain using partially observable data
Chaos | 2024-05-29 | Paper |
Ruin-related problems in the dual risk model under two different randomized observations
Communications in Statistics: Theory and Methods | 2023-07-28 | Paper |
| scientific article; zbMATH DE number 7580043 (Why is no real title available?) | 2022-09-01 | Paper |
| scientific article; zbMATH DE number 7580459 (Why is no real title available?) | 2022-09-01 | Paper |
Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion
Communications in Statistics: Theory and Methods | 2022-08-01 | Paper |
Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates
Communications in Statistics: Theory and Methods | 2022-05-16 | Paper |
| scientific article; zbMATH DE number 7365760 (Why is no real title available?) | 2021-07-01 | Paper |
Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk
Mathematical Problems in Engineering | 2021-05-07 | Paper |
| On the analysis of ruin-related quantities in the nonhomogeneous compound Poisson risk model | 2021-01-14 | Paper |
Taboo rate and hitting time distribution of continuous-time reversible Markov chains
Statistics & Probability Letters | 2021-01-06 | Paper |
| 带延迟索赔和随机收入的离散风险模型的Gerber-Shiu分析（英） | 2020-08-12 | Paper |
| The optimal reinsurance problem towards joint interests of the insurer and the reinsurer with dependent risks | 2020-08-12 | Paper |
\(n\)-dimensional Laplace transforms of occupation times for pre-exit diffusion processes
Indian Journal of Pure & Applied Mathematics | 2020-04-07 | Paper |
Optimal investment and risk control policies for an insurer in an incomplete market
Optimization | 2019-10-21 | Paper |
Optimal stochastic control problem for general linear dynamical systems in neuroscience
Advances in Mathematical Physics | 2018-10-23 | Paper |
Optimal financing and dividend policy with Markovian switching regimes
Communications in Statistics: Theory and Methods | 2017-05-02 | Paper |
Markov-dependent risk model with multi-layer dividend strategy
Applied Mathematics and Computation | 2016-06-21 | Paper |
Optimal proportional reinsurance and investment for a constant elasticity of variance model under variance principle
Acta Mathematica Scientia. Series B. (English Edition) | 2016-01-15 | Paper |
| The dividend problems for a discrete Markov risk model with stochastic return | 2015-06-29 | Paper |
Optimal reinsurance and investment problem for an insurer with counterparty risk
Insurance Mathematics & Economics | 2015-05-26 | Paper |
| scientific article; zbMATH DE number 6311300 (Why is no real title available?) | 2014-06-30 | Paper |
| A negative risk model perturbed by diffusion with compound negative binomial processes | 2014-02-28 | Paper |
A Markov chain inversion approach to identify the transition rates of ion channels
Acta Mathematica Scientia. Series B. (English Edition) | 2013-06-20 | Paper |
The Gerber-Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy
Statistics & Probability Letters | 2012-09-18 | Paper |
| Identifying transition rates of ion channels underlying with star-graph branch type Markov chain | 2011-02-05 | Paper |
Second order spiking perceptron and its applications
Applied Mathematical Modelling | 2010-12-14 | Paper |
| scientific article; zbMATH DE number 5671021 (Why is no real title available?) | 2010-02-12 | Paper |
Second order spiking perceptrons
Soft Computing | 2009-11-06 | Paper |
| scientific article; zbMATH DE number 5308531 (Why is no real title available?) | 2008-08-06 | Paper |
| One construction of tight sequence of probability measures | 2008-08-06 | Paper |
| scientific article; zbMATH DE number 5163730 (Why is no real title available?) | 2007-06-12 | Paper |
| scientific article; zbMATH DE number 5127136 (Why is no real title available?) | 2007-02-15 | Paper |
| Observation and statistics of hierarchical Markov chain | 2006-12-05 | Paper |
Identifying transition rates of ionic channels of star-graph branch type
Journal of Physics A: Mathematical and General | 2006-08-17 | Paper |
| scientific article; zbMATH DE number 5033175 (Why is no real title available?) | 2006-06-16 | Paper |
| Low correlation between renewal process synaptic inputs. Impacts on the output of the integrate-and-fire model | 2006-06-16 | Paper |
| Identifying a type of Markov chain via observation of two neighboring states | 2006-03-09 | Paper |
| Identifying transition rates of ionic channels via observations of three states | 2006-02-08 | Paper |
| scientific article; zbMATH DE number 5005080 (Why is no real title available?) | 2006-02-08 | Paper |
Statistics of a class of Markov chains
Journal of Systems Science and Complexity | 2004-10-21 | Paper |
Identifying transition rates of ionic channels via observations at a<i>single</i>state
Journal of Physics A: Mathematical and General | 2004-06-09 | Paper |
Synchronization in stochastic coupled systems: theoretical results
Journal of Physics A: Mathematical and General | 2004-06-09 | Paper |
| scientific article; zbMATH DE number 1782458 (Why is no real title available?) | 2002-12-02 | Paper |
Training the integrate-and-fire model with the informax principle: I
Journal of Physics A: Mathematical and General | 2002-08-15 | Paper |
| scientific article; zbMATH DE number 1779888 (Why is no real title available?) | 2002-08-12 | Paper |
| scientific article; zbMATH DE number 1536291 (Why is no real title available?) | 2000-11-28 | Paper |
| scientific article; zbMATH DE number 810340 (Why is no real title available?) | 1995-10-29 | Paper |
