25 citations · 25 across the 5 of their papers we have counts for
5 papers
Discovering explicit Reynolds-averaged turbulence closures for turbulent separated flows through deep learning-based symbolic regression with non-linear corrections
Hongwei Tang, Yan Wang, Tongguang Wang +1
This work introduces a novel data-driven framework to formulate explicit algebraic Reynolds-averaged Navier-Stokes (RANS) turbulence closures. Recent years have witnessed a blossom…
Optimal defined contribution pension management with jump diffusions and common shock dependence
Xiaoyi Zhang, Linlin Tian
This work deals with an optimal asset allocation problem for a defined contribution (DC) pension plan during its accumulation phase. The contribution rate is proportional to the in…
Minimizing the Ruin Probability under the Sparre Andersen Model
Linlin Tian, Lihua Bai
In this paper, we consider the problem of minimizing the ruin probability of an insurance company in which the surplus process follows the Sparre Andersen model. Similar to Bai et…
Dividend Barrier Strategies in a Renewal Risk Model With Phase-Type Distributed Interclaim Times
Linlin Tian, Zhaoyang Liu
In this paper, we consider the optimal dividend problem of the renewal risk model with phase-type distributed interclaim times and exponentially distributed claim sizes. Assume tha…
Optimal Dividend of Compound Poisson Process under a Stochastic Interest Rate
Linlin Tian, Xiaoyi Zhang
In this paper we assume the insurance wealth process is driven by the compound Poisson process. The discounting factor is modelled as a geometric Brownian motion at first and then…