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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

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

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

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

Optimal refinancing strategy for mortgage rate with regime switching

Zhou, Congjin; Wang, Guojing; Guo, Jie - In: Applied Stochastic Models in Business and Industry 38 (2021) 1, pp. 133-150

Persistent link: https://www.econbiz.de/10012808131

Some distributions for classical risk process that is perturbed by diffusion

Wang, Guojing; Wu, Rong - In: Insurance: Mathematics and Economics 26 (2000) 1, pp. 15-24

Persistent link: https://www.econbiz.de/10005374731

On a joint distribution for the risk process with constant interest force

Wu, Rong; Wang, Guojing; Zhang, Chunsheng - In: Insurance: Mathematics and Economics 36 (2005) 3, pp. 365-374

Persistent link: https://www.econbiz.de/10005374934

The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest

Wang, Guojing; Wu, Rong - In: Insurance: Mathematics and Economics 42 (2008) 1, pp. 59-64

In this paper, we consider the Gerber-Shiu expected discounted penalty function for the perturbed compound Poisson risk process with constant force of interest. We decompose the Gerber-Shiu function into two parts: the expected discounted penalty at ruin that is caused by a claim and the...

Persistent link: https://www.econbiz.de/10005375173

Joint distributions of some actuarial random vectors containing the time of ruin

Wu, Rong; Wang, Guojing; Wei, Li - In: Insurance: Mathematics and Economics 33 (2003) 1, pp. 147-161

Persistent link: https://www.econbiz.de/10005375202

The joint density function of three characteristics on jump-diffusion risk process

Zhang, Chunsheng; Wang, Guojing - In: Insurance: Mathematics and Economics 32 (2003) 3, pp. 445-455

Persistent link: https://www.econbiz.de/10005375469