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On the discounted penalty function in a discrete time renewal risk model with general interclaim times
Wu, Xueyuan
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Li, Shuanming
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2007
Persistent link: https://www.econbiz.de/10003632982
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On a discrete time risk model with delayed claims and a constant dividend barrier
Wu, Xueyuan
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Li, Shuanming
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2006
Persistent link: https://www.econbiz.de/10003340522
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On a discrete-time Sparre Anderson model with phase-type claims
Wu, Xueyuan
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Li, Shuanming
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2008
Persistent link: https://www.econbiz.de/10003797783
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Ruin probabilities for a risk model with two classes of risk processes
Wu, Xueyuan
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2010
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Optimal dividends under reinsurance
Beveridge, Christopher J.
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Matrix-form recursive evaluation of the aggregate claims distribution revisited
Kok, Keng Siaw
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Wu, Xueyuan
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2010
Persistent link: https://www.econbiz.de/10008656083
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On a discrete-time two level NCD risk model
Wu, Xueyuan
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Chen, Mi
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Guo, Junyi
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2014
Persistent link: https://www.econbiz.de/10011342004
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A Bayesian approach to parameter estimation for kernel density estimation via transformations
Liu, Qing
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Pitt, David C.
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Zhang, Xibin
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Wu, Xueyuan
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2010
Persistent link: https://www.econbiz.de/10008759307
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Survival analysis of left truncated income protection insurance data
Liu, Qing
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Pitt, David C.
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Wang, Yan
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Wu, Xueyuan
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2012
Persistent link: https://www.econbiz.de/10009565487
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A new multivariate zero-inflated hurdle model with applications in automobile insurance
Zhang, Pengcheng
;
Pitt, David C.
;
Wu, Xueyuan
- In:
ASTIN bulletin : the journal of the International …
52
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