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Browsing "Department of Statistics & Actuarial Science" by Author zhou, m
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Showing results 1 to 11 of 11
Title
Author(s)
Issue Date
On a risk model with debit interest and dividend payments
Journal:
Statistics and Probability Letters
Yuen, KC
Zhou, M
Guo, J
2008
Optimal dividend and risk control policies in the presence of a fixed transaction cost
Journal:
Journal of Computational and Applied Mathematics
Li, P
Meng, Q
Yuen, KC
Zhou, M
2021
Optimal dividends and reinsurance with capital injection under thinning dependence
Proceeding/Conference:
International Congress on Insurance: Mathematics and Economics, IME 2016
Yuen, KC
Chen, M
Zhou, M
2016
Optimal dividends and reinsurance with capital injection under thinning dependence
Journal:
Communications in Statistics – Theory and Methods
Chen, M
Zhou, M
Liu, H
Yuen, KC
2022
Optimal dividends and reinsurance with capital injection under thinning dependence
Journal:
Communications in Statistics: Theory and Methods
Chen, M
Zhou, M
Liu, H
Yuen, KC
2020
Optimal investment and premium control in a linear diffusion model
Journal:
Acta Mathematicae Applicatae Sinica
Zhou, M
Yuen, KC
Yin, C
2017
Optimal proportional reinsurance with common shock dependence
Yuen, KC
Liang, Z
Zhou, M
2014
Optimal proportional reinsurance with common shock dependence
Journal:
Insurance: Mathematics and Economics
Yuen, KC
Liang, Z
Zhou, M
2015
Optimal reinsurance and dividend for a diffusion model with capital injection: variance premium principle
Journal:
Economic Modelling
Zhou, M
Yuen, KC
2012
Portfolio selection by minimizing the present value of capital injection costs
Journal:
Astin Bulletin
Zhou, M
Yuen, KC
2015
Ruin probabilities in cox risk models with two dependent classes of business
Journal:
Acta Mathematica Sinica, English Series
Guo, JY
Yuen, KC
Zhou, M
2007