38 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Shandong UniversityCN15 papers
- Academy of Mathematics and Systems ScienceCN6 papers
- Qilu University of TechnologyCN6 papers
- Hong Kong Polytechnic UniversityHK4 papers
- Qilu Hospital of Shandong UniversityCN3 papers
- Carleton UniversityCA2 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- Chinese Academy of SciencesCN2 papers
- Fudan UniversityCN2 papers
- Harbin Institute of TechnologyCN2 papers
- Hong Kong University of Science and TechnologyHK2 papers
- Hunan UniversityCN2 papers
4 papers · 1 filter
A hybrid stochastic differential reinsurance and investment game with bounded memory
Yanfei Bai, Zhongbao Zhou, Helu Xiao +2
This paper investigates a hybrid stochastic differential reinsurance and investment game between one reinsurer and two insurers, including a stochastic Stackelberg differential sub…
The Numerical Simulation of Quanto Option Prices Using Bayesian Statistical Methods
Lisha Lin, Yaqiong Li, Rui Gao +1
In the paper, the pricing of Quanto options is studied, where the underlying foreign asset and the exchange rate are correlated with each other. Firstly, we adopt Bayesian methods…
Smooth quasi-developable surfaces bounded by smooth curves
Pengbo Bo, Yujian Zheng, Caiming Zhang
Computing a quasi-developable strip surface bounded by design curves finds wide industrial applications. Existing methods compute discrete surfaces composed of developable lines co…
The minimum mean square estimator of integrable variables under sublinear operators
Shaolin Ji, Chuiliu Kong, Chuanfeng Sun
In this paper, we study the minimum mean square estimator for non-bounded random variables under sublinear operators. The existence and uniqueness of the minimum mean square estima…