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The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest
Wang, Guojing; Wu, Rong - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 59-64
Persistent link: https://www.econbiz.de/10003681601
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On a discrete-time risk model with delayed claims and dividends
Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong - In: Risk and decision analysis 4 (2013) 1, pp. 3-16
Persistent link: https://www.econbiz.de/10009782613
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Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model
Tang, Qihe; Wang, Guojing; Yuen, Kam C. - In: Insurance / Mathematics & economics 46 (2010) 2, pp. 362-370
Persistent link: https://www.econbiz.de/10003966599
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Unilateral counterparty risk valuation for CDS under a regime switching interacting intensities model
Dong, Yinghui; Liang, Xue; Wang, Guojing - In: Asia-Pacific financial markets 19 (2012) 4, pp. 391-415
Persistent link: https://www.econbiz.de/10009705355
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Bilateral counterparty risk valuation for credit default swap in a contagion model using Markov chain
Dong, Yinghui; Wang, Guojing - In: Economic modelling 40 (2014), pp. 91-100
Persistent link: https://www.econbiz.de/10010425718
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On a reduced form credit risk model with common shock and regime switching
Liang, Xue; Wang, Guojing - In: Insurance / Mathematics & economics 51 (2012) 3, pp. 567-575
Persistent link: https://www.econbiz.de/10009683214
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On a multi-dimensional risk model with regime switching
Wang, Guanqing; Wang, Guojing; Yang, Hailiang - In: Insurance / Mathematics & economics 68 (2016), pp. 73-83
Persistent link: https://www.econbiz.de/10011492469
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Optimal asset allocation for participating contracts under the VaR and PI constraint
Dong, Yinghui; Wu, Sang; Lv, Wenxin; Wang, Guojing - In: Scandinavian actuarial journal 2020 (2020) 2, pp. 84-109
Persistent link: https://www.econbiz.de/10012195023
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Correlated default models driven by a multivariate regime-switching shot noise process
Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen - In: IMA journal of management mathematics 29 (2018) 4, pp. 351-375
Persistent link: https://www.econbiz.de/10011974883
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Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks
Yang, Yang; Wang, Guojing; Yao, Jing - In: Insurance : mathematics and economics 114 (2024), pp. 79-107
Persistent link: https://www.econbiz.de/10015049368