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
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
Xu, Yajuan; Wang, Guojing Pricing catastrophe options with counterparty credit risk in a reduced form model. (English) Zbl 1399.91124 Acta Math. Sci., Ser. B, Engl. Ed. 38, No. 1, 347-360 (2018). MSC: 91G20 91G40 60J75 PDF BibTeX XML Cite \textit{Y. Xu} and \textit{G. Wang}, Acta Math. Sci., Ser. B, Engl. Ed. 38, No. 1, 347--360 (2018; Zbl 1399.91124) 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; 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; 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; 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
Meng, Hui; Wang, Guo-jing On the expected discounted penalty function in a delayed-claims risk model. (English) Zbl 1355.60111 Acta Math. Appl. Sin., Engl. Ser. 28, No. 2, 215-224 (2012). MSC: 60J65 62P05 PDF BibTeX XML Cite \textit{H. Meng} and \textit{G.-j. Wang}, Acta Math. Appl. Sin., Engl. Ser. 28, No. 2, 215--224 (2012; Zbl 1355.60111) 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; 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
Wang, Guojing; Wu, Rong The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest. (English) Zbl 1141.91551 Insur. Math. Econ. 42, No. 1, 59-64 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{G. Wang} and \textit{R. Wu}, Insur. Math. Econ. 42, No. 1, 59--64 (2008; Zbl 1141.91551) Full Text: DOI OpenURL
Yuen, Kam C.; Wang, Guojing; Li, Wai K. The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier. (English) Zbl 1273.91456 Insur. Math. Econ. 40, No. 1, 104-112 (2007). MSC: 91G50 91B30 45J05 PDF BibTeX XML Cite \textit{K. C. Yuen} et al., Insur. Math. Econ. 40, No. 1, 104--112 (2007; Zbl 1273.91456) Full Text: DOI OpenURL
Yuen, Kam C.; Wang, Guojing; Wu, Rong On the renewal risk process with stochastic interest. (English) Zbl 1109.60071 Stochastic Processes Appl. 116, No. 10, 1496-1510 (2006). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 60K10 91B30 60K05 PDF BibTeX XML Cite \textit{K. C. Yuen} et al., Stochastic Processes Appl. 116, No. 10, 1496--1510 (2006; Zbl 1109.60071) Full Text: DOI OpenURL
Yuen, Kam-Chuen; Wang, Guojing Some ruin problems for a risk process with stochastic interest. (English) Zbl 1145.60320 N. Am. Actuar. J. 9, No. 3, 129-142 (2005). MSC: 60H30 60H10 91B30 PDF BibTeX XML Cite \textit{K.-C. Yuen} and \textit{G. Wang}, N. Am. Actuar. J. 9, No. 3, 129--142 (2005; Zbl 1145.60320) Full Text: DOI OpenURL
Wu, Rong; Wang, Guojing; Zhang, Chunsheng On a joint distribution for the risk process with constant interest force. (English) Zbl 1110.62149 Insur. Math. Econ. 36, No. 3, 365-374 (2005). MSC: 62P05 91B30 60K10 60K05 PDF BibTeX XML Cite \textit{R. Wu} et al., Insur. Math. Econ. 36, No. 3, 365--374 (2005; Zbl 1110.62149) Full Text: DOI OpenURL