Xu, Chao; Dong, Yinghui; Tian, Zhaolu; Wang, Guojing Pricing dynamic fund protection under a regime-switching jump-diffusion model with stochastic protection level. (English) Zbl 1476.91194 J. Ind. Manag. Optim. 16, No. 6, 2603-2623 (2020). MSC: 91G20 62P20 PDF BibTeX XML Cite \textit{C. Xu} et al., J. Ind. Manag. Optim. 16, No. 6, 2603--2623 (2020; Zbl 1476.91194) Full Text: DOI OpenURL
Dong, Yinghui; Xu, Chao; Wu, Sang Pricing a chained dynamic fund protection under Vasicek interest rate model with stochastic barrier. (English) Zbl 1429.91317 J. Syst. Sci. Complex. 32, No. 6, 1659-1674 (2019). MSC: 91G20 91G30 PDF BibTeX XML Cite \textit{Y. Dong} et al., J. Syst. Sci. Complex. 32, No. 6, 1659--1674 (2019; Zbl 1429.91317) Full Text: DOI OpenURL
Guo, Jie; Dong, Yinghui; Wang, Guojing Basket CDS pricing with default intensities using a regime-switching shot-noise model. (English) Zbl 07405705 Commun. Stat., Theory Methods 47, No. 18, 4443-4458 (2018). MSC: 62-XX 44A10 49K15 PDF BibTeX XML Cite \textit{J. Guo} et al., Commun. Stat., Theory Methods 47, No. 18, 4443--4458 (2018; Zbl 07405705) Full Text: DOI OpenURL
Dong, Yinghui; Yuen, Kam Chuen; Wang, Guojing Regime-switching pure jump processes and applications in the valuation of mortality-linked products. (English) Zbl 1388.49020 Commun. Stat., Theory Methods 47, No. 6, 1372-1391 (2018). MSC: 49K15 44A10 47D07 60J10 93E20 PDF BibTeX XML Cite \textit{Y. Dong} et al., Commun. Stat., Theory Methods 47, No. 6, 1372--1391 (2018; Zbl 1388.49020) Full Text: DOI OpenURL
Dong, Yinghui; Yuen, Kam C.; Wang, Guojing; Wu, Chongfeng A reduced-form model for correlated defaults with regime-switching shot noise intensities. (English) Zbl 1343.60117 Methodol. Comput. Appl. Probab. 18, No. 2, 459-486 (2016). MSC: 60J28 60J27 60H30 60H10 60G55 91G40 91G80 60G46 PDF BibTeX XML Cite \textit{Y. Dong} et al., Methodol. Comput. Appl. Probab. 18, No. 2, 459--486 (2016; Zbl 1343.60117) Full Text: DOI OpenURL
Dong, Yinghui; Chen, Yao; Zhu, Haifei A hyper-exponential jump-diffusion model under the barrier dividend strategy. (English) Zbl 1340.91045 Appl. Math., Ser. B (Engl. Ed.) 30, No. 1, 17-26 (2015). MSC: 91B30 60J75 60H10 PDF BibTeX XML Cite \textit{Y. Dong} et al., Appl. Math., Ser. B (Engl. Ed.) 30, No. 1, 17--26 (2015; Zbl 1340.91045) Full Text: DOI OpenURL
Dong, Yinghui; Wang, Guojing A contagion model with Markov regime-switching intensities. (English) Zbl 1343.60116 Front. Math. China 9, No. 1, 45-62 (2014). MSC: 60J28 60J27 91G40 91G80 44A10 PDF BibTeX XML Cite \textit{Y. Dong} and \textit{G. Wang}, Front. Math. China 9, No. 1, 45--62 (2014; Zbl 1343.60116) Full Text: DOI OpenURL
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng Regime-switching shot-noise processes and longevity bond pricing. (English) Zbl 1341.60069 Lith. Math. J. 54, No. 4, 383-402 (2014). MSC: 60H30 60H10 60G51 60J25 91G40 91G80 PDF BibTeX XML Cite \textit{Y. Dong} et al., Lith. Math. J. 54, No. 4, 383--402 (2014; Zbl 1341.60069) Full Text: DOI OpenURL
Dong, Yinghui; Wang, Guojing; Yuen, Kam C. Bilateral counterparty risk valuation on a CDS with a common shock model. (English) Zbl 1307.91185 Methodol. Comput. Appl. Probab. 16, No. 3, 643-673 (2014). MSC: 91G40 91G20 60H30 60J27 PDF BibTeX XML Cite \textit{Y. Dong} et al., Methodol. Comput. Appl. Probab. 16, No. 3, 643--673 (2014; Zbl 1307.91185) Full Text: DOI OpenURL
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng A multivariate regime-switching mean reverting process and its application to the valuation of credit risk. (English) Zbl 1307.91186 Stochastic Anal. Appl. 32, No. 4, 687-710 (2014). Reviewer: Pavel Stoynov (Sofia) MSC: 91G40 60J27 91G20 60G55 60H30 62P05 PDF BibTeX XML Cite \textit{Y. Dong} et al., Stochastic Anal. Appl. 32, No. 4, 687--710 (2014; Zbl 1307.91186) Full Text: DOI OpenURL
Dong, Yinghui; Wang, Guojing Fair valuation of life insurance contracts under a two-sided jump diffusion model. (English) Zbl 1277.91082 Commun. Stat., Theory Methods 42, No. 21, 3926-3948 (2013). MSC: 91B30 91G20 60J60 60J75 PDF BibTeX XML Cite \textit{Y. Dong} and \textit{G. Wang}, Commun. Stat., Theory Methods 42, No. 21, 3926--3948 (2013; Zbl 1277.91082) Full Text: DOI OpenURL
Dong, Yinghui; Wang, Guojing The dependence of assets and default threshold with thinning-dependence structure. (English) Zbl 1364.49020 J. Ind. Manag. Optim. 8, No. 2, 391-410 (2012). MSC: 49K15 44A10 47D07 PDF BibTeX XML Cite \textit{Y. Dong} and \textit{G. Wang}, J. Ind. Manag. Optim. 8, No. 2, 391--410 (2012; Zbl 1364.49020) Full Text: DOI OpenURL
Dong, Yinghui; Liang, Xue Decomposition of default probability under a structural credit risk model with jumps. (English) Zbl 1264.91132 Lith. Math. J. 52, No. 4, 369-384 (2012). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G40 60G51 60J25 PDF BibTeX XML Cite \textit{Y. Dong} and \textit{X. Liang}, Lith. Math. J. 52, No. 4, 369--384 (2012; Zbl 1264.91132) Full Text: DOI OpenURL
Dong, Yinghui; Wang, Guojing; Wu, Rong Pricing the zero-coupon bond and its fair premium under a structural credit risk model with jumps. (English) Zbl 1217.91195 J. Appl. Probab. 48, No. 2, 404-419 (2011). MSC: 91G40 91B25 60J75 44A10 PDF BibTeX XML Cite \textit{Y. Dong} et al., J. Appl. Probab. 48, No. 2, 404--419 (2011; Zbl 1217.91195) Full Text: DOI OpenURL
Dong, Yinghui Ruin probability for correlated negative risk sums model with Erlang processes. (English) Zbl 1199.62036 Appl. Math., Ser. B (Engl. Ed.) 24, No. 1, 14-20 (2009). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{Y. Dong}, Appl. Math., Ser. B (Engl. Ed.) 24, No. 1, 14--20 (2009; Zbl 1199.62036) Full Text: DOI OpenURL
Dong, Yinghui; Wang, Guojing; Yuen, Kam C. On the renewal risk model under a threshold strategy. (English) Zbl 1170.91014 J. Comput. Appl. Math. 230, No. 1, 22-33 (2009). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{Y. Dong} et al., J. Comput. Appl. Math. 230, No. 1, 22--33 (2009; Zbl 1170.91014) Full Text: DOI OpenURL
Dong, Yinghui; Wang, Guojing On a compound assets model with positive jumps. (English) Zbl 1164.91029 Appl. Stoch. Models Bus. Ind. 24, No. 1, 21-30 (2008). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{Y. Dong} and \textit{G. Wang}, Appl. Stoch. Models Bus. Ind. 24, No. 1, 21--30 (2008; Zbl 1164.91029) Full Text: DOI OpenURL