Ran Xu
Cytowane przez
Cytowane przez
Optimal dividend and capital injection strategy with a penalty payment at ruin: Restricted dividend payments
R Xu, JK Woo
Insurance: Mathematics and Economics 92, 1-16, 2020
General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes
W Wang, R Xu
Journal of Industrial and Management Optimization 18 (2), 795-823, 2022
Gerber–Shiu analysis with two-sided acceptable levels
JK Woo, R Xu, H Yang
Journal of Computational and Applied Mathematics 321, 185-210, 2017
Asymptotic correlation structure of discounted Incurred But Not Reported claims under fractional Poisson arrival process
ECK Cheung, L Rabehasaina, JK Woo, R Xu
European Journal of Operational Research 276 (2), 582-601, 2019
A threshold-based risk process with a waiting period to pay dividends
S Drekic, JK Woo, R Xu
Journal of Industrial and Management Optimization 14 (3), 1179-1201, 2018
Optimal dividend strategy under Parisian ruin with affine penalty
R Xu, W Wang, J Garrido
Methodology and Computing in Applied Probability 24 (3), 1385-1409, 2022
A plan of capital injections based on the claims frequency
R Xu, JK Woo, X Han, H Yang
Annals of Actuarial Science 12 (2), 296-325, 2018
Optimal singular dividend control with capital injection and affine penalty payment at ruin
R Xu
Probability in the Engineering and Informational Sciences 37 (2), 462-490, 2023
Some capital injection problems for insurance type risk model
R Xu
HKU Theses Online (HKUTO), 2018
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