Browsing "Department of Statistics & Actuarial Science" by Author wang, g

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TitleAuthor(s)Issue DateViews
 
2016
97
 
2016
70
 
2006
42
 
2020
24
 
Bilateral Counterparty Risk Valuation On A Cds With A Common Shock Model
Journal:Methodology and Computing in Applied Probability
2013
61
 
2018
 
2018
84
2007
 
2022
15
 
2021
22
 
2005
82
 
On a multi-dimensional risk model with regime switching
Journal:Insurance: Mathematics and Economics
2016
59
 
On the renewal risk model under a threshold strategy
Journal:Journal of Computational and Applied Mathematics
2009
64
 
On the renewal risk process with stochastic interest
Journal:Stochastic Processes and their Applications
2006
 
2020
 
Pricing credit derivatives under a correlated regime-switching hazard process
Journal:Journal of Industrial and Management Optimization
2017
43
 
2016
57
 
Ruin probabilities for a risk process with stochastic return on investments
Journal:Stochastic Processes and their Applications
2004
172
 
2005
33
 
2022
9