Browsing "Department of Statistics & Actuarial Science" by Author zhang, l

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Showing results 1 to 18 of 18
TitleAuthor(s)Issue Date
 
2018
 
2020
 
2004
 
2018
 
2001
 
Martingale method for ruin probability in an autoregressive model with constant interest rate
Journal:Probability in the Engineering and Informational Sciences
2003
 
2001
 
2001
 
Optimal investment for insurer with jump-diffusion risk process
Journal:Insurance: Mathematics and Economics
2005
 
2015
 
2004
 
Ruin probability under compound Poisson models with random discount factor
Journal:Probability in the Engineering and Informational Sciences
2004
 
Ruin problems for a discrete time risk model with random interest rate
Journal:Mathematical Methods of Operations Research
2006
 
Ruin theory with interest incomes
Book:Statistics and Finance An Interface
1999
 
2022
 
Some results on ruin probabilities in a two-dimensional risk model
Journal:Insurance: Mathematics and Economics
2003
 
2001
 
2014