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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

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

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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

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

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

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

Trading in option contracts before large price changes : a comparative study of US and UK markets

Galariotis, Emilios; Rong, Wu; Spyrou, Spyros I. - In: Journal of derivatives & hedge funds 20 (2014) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10010463014

Spatial adaptability evaluation and optimal location of electric vehicle charging stations : a win-win view from urban travel dynamics

Wu, Rong; Wang, Ting; Wang, Zhiqiang; Fang, Zhou; Zhou, Xia - In: Energy strategy reviews 49 (2023), pp. 1-12

The contradiction between charging stations (CSs) and electric vehicles (EVs) is a "chicken-and-egg" problem. Multiple factors and stakeholders, including the goals of the government's industry planning, CS operators' profits, and EV consumers' charging demand, influence the CS layout. Using...

Persistent link: https://www.econbiz.de/10014543466

Government as a discriminating monopolist in the financial market : the case of China

Gordon, Roger H.; Li, Wei - 1999

Persistent link: https://www.econbiz.de/10001388826