Xiaolong Li

Southern University of Science and Technology

1088 Xueyuan Avenue

Shenzhen, Guangdong 518055

China

SCHOLARLY PAPERS

2

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9

SSRN CITATIONS

0

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Scholarly Papers (2)

1.

A Fourier-Cosine Method for Finite-Time Ruin Probabilities

Insurance: Mathematics and Economics, Forthcoming
Number of pages: 38 Posted: 30 Apr 2021
The Hang Seng University of Hong Kong - Department of Mathematics and Statistics, Southern University of Science and Technology, University of Waterloo - Department of Statistics and Actuarial ScienceGeorgia State University, Southern University of Science and Technology and The Chinese University of Hong Kong. Department of Statistics
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2.

Production Management with General Demands and Lost Sales

Posted: 04 Apr 2022
University of Texas at Dallas - Naveen Jindal School of Management, The Chinese University of Hong Kong (CUHK) - Department of Statistics, Southern University of Science and Technology, Department of Mathematics, Statistics and Insurance, School of Decision Sciences, The Hang Seng University of Hong Kong and The Chinese University of Hong Kong. Department of Statistics

Abstract:

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production-inventory system, optimal replenishment rate, lost sales, Lévy subordinator, Fourier-Cosine method