Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061
Li, Jinzhu; Tang, Qihe; Wu, Rong |
|
2010
|
Distributions for the risk process with a stochastic return on investments. Zbl 1064.91051
Wang, Guojing; Wu, Rong |
|
2001
|
Some distributions for classical risk process that is perturbed by diffusion. Zbl 0961.62095
Wang, Guojing; Wu, Rong |
|
2000
|
On the renewal risk process with stochastic interest. Zbl 1109.60071
Yuen, Kam C.; Wang, Guojing; Wu, Rong |
|
2006
|
Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion. Zbl 1046.91076
Zhang, Chunsheng; Wu, Rong |
|
2002
|
Joint distributions of some actuarial random vectors containing the time of ruin. Zbl 1024.62045
Wu, Rong; Wang, Guojing; Wei, Li |
|
2003
|
The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times. Zbl 1202.91129
Song, Min; Meng, Qingbin; Wu, Rong; Ren, Jiandong |
|
2010
|
Optimal dividends in the Brownian motion risk model with interest. Zbl 1162.91012
Fang, Ying; Wu, Rong |
|
2009
|
Optimal dividend strategy in the compound Poisson model with constant interest. Zbl 1291.91105
Fang, Ying; Wu, Rong |
|
2007
|
The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims. Zbl 1310.91078
Li, Jin-Zhu; Wu, Rong |
|
2015
|
The compound Poisson process perturbed by a diffusion with a threshold dividend strategy. Zbl 1224.91100
Yuen, Kam C.; Lu, Yuhua; Wu, Rong |
|
2009
|
The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest. Zbl 1141.91551
Wang, Guojing; Wu, Rong |
|
2008
|
On a joint distribution for the risk process with constant interest force. Zbl 1110.62149
Wu, Rong; Wang, Guojing; Zhang, Chunsheng |
|
2005
|
Optimal investment problem with stochastic interest rate and stochastic volatility: maximizing a power utility. Zbl 1224.91140
Li, Jinzhu; Wu, Rong |
|
2009
|
Total duration of negative surplus for the dual model. Zbl 1199.91099
Song, Min; Wu, Rong; Zhang, Xin |
|
2008
|
On the distribution of the surplus of the D-E model prior to and at ruin. Zbl 0963.91063
Zhang, Chunsheng; Wu, Rong |
|
1999
|
The joint distributions of several important actuarial diagnostics in the classical risk model. Zbl 1071.91027
Wei, Li; Wu, Rong |
|
2002
|
The dividend function in the jump-diffusion dual model with barrier dividend strategy. Zbl 1166.60325
Li, Bo; Wu, Rong |
|
2008
|
A renewal jump-diffusion process with threshold dividend strategy. Zbl 1166.60053
Li, Bo; Wu, Rong; Song, Min |
|
2009
|
The expectation of aggregate discounted dividends for a Sparre Andersen risk process perturbed by diffusion.
(The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion.) Zbl 1150.91437
Meng, Hui; Zhang, Chunsheng; Wu, Rong |
|
2007
|
Pricing the zero-coupon bond and its fair premium under a structural credit risk model with jumps. Zbl 1217.91195
Dong, Yinghui; Wang, Guojing; Wu, Rong |
|
2011
|
Ruin theory for the risk process described by PDMPs. Zbl 1023.62108
Wang, Guo-jing; Zhang, Chun-sheng; Wu, Rong |
|
2003
|
On the Gerber-Shiu discounted penalty function for the ordinary renewal risk model with constant interest. Zbl 1480.91256
Wu, Rong; Lu, Yuhua; Fang, Ying |
|
2007
|
Total duration of negative surplus for the risk model with debit interest. Zbl 1165.91417
He, Jingmin; Wu, Rong; Zhang, Huayue |
|
2009
|
On a discrete-time risk model with delayed claims and dividends. Zbl 1263.91054
Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong |
|
2013
|
Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims. Zbl 1209.62246
Li, Jin-Zhu; Wu, Rong |
|
2011
|
The probability of ruin in a kind of Cox risk model with variable premium rate. Zbl 1142.62096
Wu, Rong; Wei, Li |
|
2004
|
Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy. Zbl 1321.60167
Lu, Yuhua; Wu, Rong |
|
2014
|
Some problems on balls and spheres for Brownian motion. Zbl 0862.60070
Yin, Chuancun; Wu, Rong |
|
1996
|
Moments of the time of ruin, surplus before ruin and the deficit at ruin in the Erlang(N) risk process. Zbl 1261.62092
Xing, Yongsheng; Wu, Rong |
|
2006
|
The joint distributions of some actuarial diagnostics for the jump-diffusion risk process. Zbl 1240.91054
Lü, Yuhua; Wu, Rong; Xu, Run |
|
2010
|
On optimality of the barrier strategy for the classical risk model with interest. Zbl 1217.91088
Fang, Ying; Wu, Rong |
|
2011
|
Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies. Zbl 1259.91057
Li, Jin Zhu; Wu, Rong |
|
2012
|
A note on the differentiability of probabilities of ruin. Zbl 1155.62471
Zhang, Chun Sheng; Wu, Rong |
|
2001
|
The joint distributions of some extrema for the classical risk process perturbed by diffusion. Zbl 1127.60086
Lu, Yuhua; Wu, Rong; Xu, Run |
|
2006
|
Total duration of negative surplus for the risk process with constant interest force. Zbl 1295.91056
Song, Min; Wu, Rong |
|
2007
|
The invariant measure of symmetric stable processes. Zbl 0604.60035
Wu, Rong |
|
1986
|
The hitting time for a Cox risk process. Zbl 1235.91110
Wu, Rong; Wang, Wei |
|
2012
|
Distribution of deficit at ruin for a PDMP insurance risk model. Zbl 1045.62109
Wang, Guojing; Qian, Suping; Wu, Rong |
|
2003
|
Upper bound for finite-time ruin probability in a Markov-modulated market. Zbl 1237.91132
Li, Jinzhu; Wu, Rong |
|
2011
|
A generalization of risk model perturbed by diffusion. Zbl 1042.91538
Wang, Guojing; Wu, Rong |
|
1999
|
The equilibrium measure and the last-exit distribution. Zbl 1001.60511
Li, Chunming; Wu, Rong; Liao, Ming |
|
1993
|
Ruin estimates of diffusion models under constant interest rate. Zbl 1153.60374
Li, Shang You; Zhang, Chun Sheng; Wu, Rong |
|
2003
|
The expected valued of a penalty function for a PDMP insurance risk model. Zbl 1489.62339
Xing, Yongsheng; Wu, Rong |
|
2005
|
Ruin probabilities of a surplus process described by PDMPs. Zbl 1141.91027
He, Jing-Min; Wu, Rong; Zhang, Hua-Yue |
|
2008
|
Super Brownian motion on the Sierpiński gasket with point catalytic medium. Zbl 1009.60072
Guo, Junyi; Wu, Rong |
|
1997
|
Super-Brownian motion and one class of nonlinear differential equations on unbounded domains. Zbl 0924.60071
Ren, Yanxia; Wu, Rong; Yang, Chunpeng |
|
1998
|
Some results for the compound Poisson process that is perturbed by diffusion. Zbl 1004.60014
Zhang, Chunsheng; Zhang, Lianzeng; Wu, Rong |
|
2002
|
The behavior of super-Brownian motion near extinction. Zbl 0915.60078
Guo, Junyi; Wu, Rong |
|
1998
|
On a joint distribution for the classical risk process with a stochastic return on investments. Zbl 1183.60034
Meng, Hui; Zhang, Chunsheng; Wu, Rong |
|
2007
|
On the joint distribution for a kind of Cox risk process. Zbl 1240.91062
Song, Min; Wu, Rong; Wang, Guojing |
|
2010
|
Probability and Statistics. Proceedings of the special program at the Nankai Inst. of Mathematics, Tianjin, China, August 1988 - May 1989. Zbl 0920.00038
|
|
1992
|
The uniqueness of invariant measures of spatial homogeneous processes. Zbl 0635.60087
Liao, Ming; Wu, Rong |
|
1987
|
Progress concerning Brownian motion and classical potential theory in China. Zbl 0727.60085
Wu, Rong; Yang, Qing-Li |
|
1991
|
Union-distributions of extreme value on classical risk model. Zbl 1046.91077
Zhang, Chunsheng; Wu, Rong |
|
2003
|
A risk model with delay in claim settlement. Zbl 1148.62317
Wu, Rong; Fang, Kaitai |
|
1999
|
Some results for classical risk process with stochastic return on investments. Zbl 1023.62107
Wang, Guo-jing; Wu, Rong |
|
2002
|
The joint distribution for the classical risk model. Zbl 1022.62104
Wu, Rong; Zhang, Chunsheng; Wang, Guojing |
|
2002
|
Exponential finite-time couple-group consensus for agents in cooperative-competitive networks via pinning method. Zbl 07889138
Ji, Lianghao; Wu, Rong; Zhang, Cuijuan; Yang, Shasha; Li, Huaqing |
|
2023
|
Exponential finite-time couple-group consensus for agents in cooperative-competitive networks via pinning method. Zbl 07889138
Ji, Lianghao; Wu, Rong; Zhang, Cuijuan; Yang, Shasha; Li, Huaqing |
|
2023
|
The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims. Zbl 1310.91078
Li, Jin-Zhu; Wu, Rong |
|
2015
|
Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy. Zbl 1321.60167
Lu, Yuhua; Wu, Rong |
|
2014
|
On a discrete-time risk model with delayed claims and dividends. Zbl 1263.91054
Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong |
|
2013
|
Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies. Zbl 1259.91057
Li, Jin Zhu; Wu, Rong |
|
2012
|
The hitting time for a Cox risk process. Zbl 1235.91110
Wu, Rong; Wang, Wei |
|
2012
|
Pricing the zero-coupon bond and its fair premium under a structural credit risk model with jumps. Zbl 1217.91195
Dong, Yinghui; Wang, Guojing; Wu, Rong |
|
2011
|
Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims. Zbl 1209.62246
Li, Jin-Zhu; Wu, Rong |
|
2011
|
On optimality of the barrier strategy for the classical risk model with interest. Zbl 1217.91088
Fang, Ying; Wu, Rong |
|
2011
|
Upper bound for finite-time ruin probability in a Markov-modulated market. Zbl 1237.91132
Li, Jinzhu; Wu, Rong |
|
2011
|
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061
Li, Jinzhu; Tang, Qihe; Wu, Rong |
|
2010
|
The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times. Zbl 1202.91129
Song, Min; Meng, Qingbin; Wu, Rong; Ren, Jiandong |
|
2010
|
The joint distributions of some actuarial diagnostics for the jump-diffusion risk process. Zbl 1240.91054
Lü, Yuhua; Wu, Rong; Xu, Run |
|
2010
|
On the joint distribution for a kind of Cox risk process. Zbl 1240.91062
Song, Min; Wu, Rong; Wang, Guojing |
|
2010
|
Optimal dividends in the Brownian motion risk model with interest. Zbl 1162.91012
Fang, Ying; Wu, Rong |
|
2009
|
The compound Poisson process perturbed by a diffusion with a threshold dividend strategy. Zbl 1224.91100
Yuen, Kam C.; Lu, Yuhua; Wu, Rong |
|
2009
|
Optimal investment problem with stochastic interest rate and stochastic volatility: maximizing a power utility. Zbl 1224.91140
Li, Jinzhu; Wu, Rong |
|
2009
|
A renewal jump-diffusion process with threshold dividend strategy. Zbl 1166.60053
Li, Bo; Wu, Rong; Song, Min |
|
2009
|
Total duration of negative surplus for the risk model with debit interest. Zbl 1165.91417
He, Jingmin; Wu, Rong; Zhang, Huayue |
|
2009
|
The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest. Zbl 1141.91551
Wang, Guojing; Wu, Rong |
|
2008
|
Total duration of negative surplus for the dual model. Zbl 1199.91099
Song, Min; Wu, Rong; Zhang, Xin |
|
2008
|
The dividend function in the jump-diffusion dual model with barrier dividend strategy. Zbl 1166.60325
Li, Bo; Wu, Rong |
|
2008
|
Ruin probabilities of a surplus process described by PDMPs. Zbl 1141.91027
He, Jing-Min; Wu, Rong; Zhang, Hua-Yue |
|
2008
|
Optimal dividend strategy in the compound Poisson model with constant interest. Zbl 1291.91105
Fang, Ying; Wu, Rong |
|
2007
|
The expectation of aggregate discounted dividends for a Sparre Andersen risk process perturbed by diffusion.
(The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion.) Zbl 1150.91437
Meng, Hui; Zhang, Chunsheng; Wu, Rong |
|
2007
|
On the Gerber-Shiu discounted penalty function for the ordinary renewal risk model with constant interest. Zbl 1480.91256
Wu, Rong; Lu, Yuhua; Fang, Ying |
|
2007
|
Total duration of negative surplus for the risk process with constant interest force. Zbl 1295.91056
Song, Min; Wu, Rong |
|
2007
|
On a joint distribution for the classical risk process with a stochastic return on investments. Zbl 1183.60034
Meng, Hui; Zhang, Chunsheng; Wu, Rong |
|
2007
|
On the renewal risk process with stochastic interest. Zbl 1109.60071
Yuen, Kam C.; Wang, Guojing; Wu, Rong |
|
2006
|
Moments of the time of ruin, surplus before ruin and the deficit at ruin in the Erlang(N) risk process. Zbl 1261.62092
Xing, Yongsheng; Wu, Rong |
|
2006
|
The joint distributions of some extrema for the classical risk process perturbed by diffusion. Zbl 1127.60086
Lu, Yuhua; Wu, Rong; Xu, Run |
|
2006
|
On a joint distribution for the risk process with constant interest force. Zbl 1110.62149
Wu, Rong; Wang, Guojing; Zhang, Chunsheng |
|
2005
|
The expected valued of a penalty function for a PDMP insurance risk model. Zbl 1489.62339
Xing, Yongsheng; Wu, Rong |
|
2005
|
The probability of ruin in a kind of Cox risk model with variable premium rate. Zbl 1142.62096
Wu, Rong; Wei, Li |
|
2004
|
Joint distributions of some actuarial random vectors containing the time of ruin. Zbl 1024.62045
Wu, Rong; Wang, Guojing; Wei, Li |
|
2003
|
Ruin theory for the risk process described by PDMPs. Zbl 1023.62108
Wang, Guo-jing; Zhang, Chun-sheng; Wu, Rong |
|
2003
|
Distribution of deficit at ruin for a PDMP insurance risk model. Zbl 1045.62109
Wang, Guojing; Qian, Suping; Wu, Rong |
|
2003
|
Ruin estimates of diffusion models under constant interest rate. Zbl 1153.60374
Li, Shang You; Zhang, Chun Sheng; Wu, Rong |
|
2003
|
Union-distributions of extreme value on classical risk model. Zbl 1046.91077
Zhang, Chunsheng; Wu, Rong |
|
2003
|
Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion. Zbl 1046.91076
Zhang, Chunsheng; Wu, Rong |
|
2002
|
The joint distributions of several important actuarial diagnostics in the classical risk model. Zbl 1071.91027
Wei, Li; Wu, Rong |
|
2002
|
Some results for the compound Poisson process that is perturbed by diffusion. Zbl 1004.60014
Zhang, Chunsheng; Zhang, Lianzeng; Wu, Rong |
|
2002
|
Some results for classical risk process with stochastic return on investments. Zbl 1023.62107
Wang, Guo-jing; Wu, Rong |
|
2002
|
The joint distribution for the classical risk model. Zbl 1022.62104
Wu, Rong; Zhang, Chunsheng; Wang, Guojing |
|
2002
|
Distributions for the risk process with a stochastic return on investments. Zbl 1064.91051
Wang, Guojing; Wu, Rong |
|
2001
|
A note on the differentiability of probabilities of ruin. Zbl 1155.62471
Zhang, Chun Sheng; Wu, Rong |
|
2001
|
Some distributions for classical risk process that is perturbed by diffusion. Zbl 0961.62095
Wang, Guojing; Wu, Rong |
|
2000
|
On the distribution of the surplus of the D-E model prior to and at ruin. Zbl 0963.91063
Zhang, Chunsheng; Wu, Rong |
|
1999
|
A generalization of risk model perturbed by diffusion. Zbl 1042.91538
Wang, Guojing; Wu, Rong |
|
1999
|
A risk model with delay in claim settlement. Zbl 1148.62317
Wu, Rong; Fang, Kaitai |
|
1999
|
Super-Brownian motion and one class of nonlinear differential equations on unbounded domains. Zbl 0924.60071
Ren, Yanxia; Wu, Rong; Yang, Chunpeng |
|
1998
|
The behavior of super-Brownian motion near extinction. Zbl 0915.60078
Guo, Junyi; Wu, Rong |
|
1998
|
Super Brownian motion on the Sierpiński gasket with point catalytic medium. Zbl 1009.60072
Guo, Junyi; Wu, Rong |
|
1997
|
Some problems on balls and spheres for Brownian motion. Zbl 0862.60070
Yin, Chuancun; Wu, Rong |
|
1996
|
The equilibrium measure and the last-exit distribution. Zbl 1001.60511
Li, Chunming; Wu, Rong; Liao, Ming |
|
1993
|
Probability and Statistics. Proceedings of the special program at the Nankai Inst. of Mathematics, Tianjin, China, August 1988 - May 1989. Zbl 0920.00038
|
|
1992
|
Progress concerning Brownian motion and classical potential theory in China. Zbl 0727.60085
Wu, Rong; Yang, Qing-Li |
|
1991
|
The uniqueness of invariant measures of spatial homogeneous processes. Zbl 0635.60087
Liao, Ming; Wu, Rong |
|
1987
|
The invariant measure of symmetric stable processes. Zbl 0604.60035
Wu, Rong |
|
1986
|
