Browsing "Department of Statistics & Actuarial Science" by Author zhou, m

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Showing results 1 to 11 of 11
TitleAuthor(s)Issue Date
 
On a risk model with debit interest and dividend payments
Journal:Statistics and Probability Letters
Yuen, KCZhou, MGuo, J
2008
 
Optimal dividend and risk control policies in the presence of a fixed transaction cost
Journal:Journal of Computational and Applied Mathematics
Li, PMeng, QYuen, KCZhou, M
2021
 
Optimal dividends and reinsurance with capital injection under thinning dependence
Proceeding/Conference:International Congress on Insurance: Mathematics and Economics, IME 2016
Yuen, KCChen, MZhou, M
2016
 
Optimal dividends and reinsurance with capital injection under thinning dependence
Journal:Communications in Statistics – Theory and Methods
Chen, MZhou, MLiu, HYuen, KC
2022
 
Optimal dividends and reinsurance with capital injection under thinning dependence
Journal:Communications in Statistics: Theory and Methods
Chen, MZhou, MLiu, HYuen, KC
2020
 
Optimal investment and premium control in a linear diffusion model
Journal:Acta Mathematicae Applicatae Sinica
Zhou, MYuen, KCYin, C
2017
 
Optimal proportional reinsurance with common shock dependence
Yuen, KCLiang, ZZhou, M
2014
 
Optimal proportional reinsurance with common shock dependence
Journal:Insurance: Mathematics and Economics
Yuen, KCLiang, ZZhou, M
2015
 
Optimal reinsurance and dividend for a diffusion model with capital injection: variance premium principle
Journal:Economic Modelling
Zhou, MYuen, KC
2012
 
Portfolio selection by minimizing the present value of capital injection costs
Journal:Astin Bulletin
Zhou, MYuen, KC
2015
 
Ruin probabilities in cox risk models with two dependent classes of business
Journal:Acta Mathematica Sinica, English Series
Guo, JYYuen, KCZhou, M
2007
Showing results 1 to 11 of 11