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researcher

Zailei Cheng

4 papers hereh-index 00 citations0 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author2
  • middle author1

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • q-fin.MF2
  • math.PR1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20172023
most citedGaussian Approximation of a Risk Model with Non-Stationary Hawkes Arrivals of Claims

11 citations · 13 across the 4 of their papers we have counts for

collaborators
Showing 2017 · q-fin.MFShow all

1 paper · 2 filters

q-fin.MF2017★ 2 cited

Optimal Dividends in the Dual Risk Model under a Stochastic Interest Rate

Zailei Cheng

Optimal dividend strategy in dual risk model is well studied in the literatures. But to the best of our knowledge, all the previous works assumes deterministic interest rate. In th…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.