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Extensions of the notion of overall comonotonicity to partial comonotonicity
Lianzeng, Zhang; Duan, Baige - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 457-464
Persistent link: https://www.econbiz.de/10009763626
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De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information
Hu, Xiang; Duan, Baige; Lianzeng, Zhang - In: Insurance / Mathematics & economics 76 (2017), pp. 48-55
Persistent link: https://www.econbiz.de/10011774768
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The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims
Dickson, David C. M. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001856186
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Optimal retention for a stop-loss reinsurance with incomplete information
Hu, Xiang; Yang, Hailiang; Lianzeng, Zhang - In: Insurance / Mathematics & economics 65 (2015), pp. 15-21
Persistent link: https://www.econbiz.de/10011422850
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Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations
Hu, Xiang; Lianzeng, Zhang; Sun, Weiwei - In: Scandinavian actuarial journal (2018) 5, pp. 412-425
Persistent link: https://www.econbiz.de/10011881460
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On a discrete-time risk model with time-dependent claims and impulsive dividend payments
Lianzeng, Zhang; Liu, He - In: Scandinavian actuarial journal 2020 (2020) 8, pp. 736-753
Persistent link: https://www.econbiz.de/10012313732
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Multivariate distributions with time and cross-dependence : aggregation and capital allocation
Hu, Xiang; Lianzeng, Zhang - In: ASTIN bulletin : the journal of the International … 52 (2022) 2, pp. 669-706
Persistent link: https://www.econbiz.de/10013270081