Wuyuan Jiang

Hunan Institute of Science and Technology

Xueyuan Road

Yueyang, Hunan 414006

China

SCHOLARLY PAPERS

3

DOWNLOADS

141

CITATIONS

0

Scholarly Papers (3)

1.

Dividend Payments in a Risk Model Perturbed by Diffusion with Multiple Thresholds

Number of pages: 22 Posted: 23 Jun 2012
Wuyuan Jiang and Zhaojun Yang
Hunan Institute of Science and Technology and Southern University of Science and Technology - Department of Finance
Downloads 51 (311,082)

Abstract:

Perturbed process, Dividend payments, Multiple thresholds, Integro-differential equations, Phase-type distribution

2.

The Discounted Penalty Function with Multi-Layer Dividend Strategy in the Phase-Type Risk Model

Number of pages: 19 Posted: 12 Jan 2012
Wuyuan Jiang, Zhaojun Yang and Xinping Li
Hunan Institute of Science and Technology, Southern University of Science and Technology - Department of Finance and Hunan Institute of Science and Technology
Downloads 48 (333,938)

Abstract:

Gerber-Shiu discounted penalty function, multi-layer dividend strategy, integro-differential equation, phase-type distribution

3.

The Maximum Surplus Before Ruin for Dependent Risk Models Through Farlie-Gumbel-Morgenstern Copula

Number of pages: 20 Posted: 30 Jun 2014
Wuyuan Jiang and Zhaojun Yang
Hunan Institute of Science and Technology and Southern University of Science and Technology - Department of Finance
Downloads 12 (380,382)

Abstract:

Dependent risk model \SEP distribution of the maximum surplus; Farlie-Gumbel-Morgenstern copula; Integro-differential equation; explicit distribution