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Threshold autoregressive models for interval-valued time series data 期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 206, 期号: 2, 页码: 414-446
作者:  Sun, Yuying;  Han, Ai;  Hong, Yongmiao;  Wang, Shouyang
收藏  |  浏览/下载：32/0  |  提交时间：2018/11/16
A note on joint occupation times of spectrally negative Lévy risk processes with tax 期刊论文
Statistics and Probability Letters, 2018, 卷号: 140, 页码: 13-22
作者:  Wang, Wenyuan;  Wu, Xueyuan*;  Peng, Xingchun;  Yuen, Kam C.
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/04
Stochastic Interest Model Based on Compound Poisson Process and Applications in Actuarial Science 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2017, 卷号: 2017
作者:  Li, Shilong;  Yin, Chuancun;  Zhao, Xia;  Dai, Hongshuai
收藏  |  浏览/下载：7/0  |  提交时间：2019/12/11
PTEE Material Life Modeling based on Compound Poisson Process of Fatigue Crack 会议论文
PROCEEDINGS OF THE 2017 INTERNATIONAL CONFERENCE ON MECHANICAL, ELECTRONIC, CONTROL AND AUTOMATION ENGINEERING (MECAE 2017), 2017-01-01
作者:  Liu, Longbo;  Miao, Shuizhuang
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/30
Characterizations of discrete compound Poisson distributions 其他
2016-01-01
Zhang, Huiming; Li, Bo
收藏  |  浏览/下载：6/0  |  提交时间：2017/12/03
Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs 期刊论文
COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2016, 卷号: 71, 期号: 11, 页码: 2479-2496
作者:  Zhang, Guannan;  Zhao, Weidong;  Webster, Clayton;  Gunzburger, Max
收藏  |  浏览/下载：6/0  |  提交时间：2019/12/17
A modified insurance risk process with uncertainty 期刊论文
Insurance mathematics & economics, 2015, 卷号: 62, 页码: 227-233
作者:  Yao, Kai;  Qin, Zhongfeng
收藏  |  浏览/下载：16/0  |  提交时间：2019/05/10
一类带税的对偶模型的门槛分红策略(英文) 期刊论文
2014
刘章; 王文元
收藏  |  浏览/下载：5/0  |  提交时间：2016/05/17
Adiabatic elimination for systems with inertia driven by compound Poisson colored noise 其他
2014-01-01
Li Tiejun; Min Bin; Wang Zhiming
收藏  |  浏览/下载：4/0  |  提交时间：2015/11/13
Notes on discrete compound Poisson model with applications to risk theory 期刊论文
Insurance: Mathematics and Economics, 2014, 卷号: 59, 页码: 325-336
作者:  Zhang, Huiming;  Liu, Yunxiao;  Li, Bo*
收藏  |  浏览/下载：2/0  |  提交时间：2019/12/23

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