Browsing by Author rp00836

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TitleAuthor(s)Issue Date
 
2002
 
2005
 
2013
 
On a mixture GARCH time-series model
Journal:Journal of Time Series Analysis
2006
 
On a risk model with debit interest and dividend payments
Journal:Statistics and Probability Letters
2008
 
On Erlang(2) risk process perturbed by diffusion
Journal:Communications in Statistics - Theory and Methods
2005
 
On modeling dependence in claim-number processes
Proceeding/Conference:Current Topics on Actuarial Models with Dependence Structure Seminar
2015
 
2011
 
On some actuarial problems for the insurance risk model with thinning dependence
Presentation:Wang Yanan Institute for Studies in Economics and Department of Statistics, School of Economics, Xiamen University, Xiamen, China
2015
 
2010
 
2018
 
2008
 
2017
 
On the first time of ruin in the bivariate compound Poisson model
Journal:Insurance: Mathematics and Economics
2006
 
On the mean residual life regression model
Journal:Journal of Statistical Planning and Inference
2003
 
On the renewal risk model under a threshold strategy
Journal:Journal of Computational and Applied Mathematics
2009
 
On the renewal risk process with stochastic interest
Journal:Stochastic Processes and their Applications
2006
 
On ultimate ruin in a delayed-claims risk model
Journal:Journal of Applied Probability
2005
 
Optimal asset allocation under GARCH model
Book:Statistics and Finance An Interface
2001
 
2005