Narrow search
Showing 1 - 10 of 10
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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