Li, Jin-Zhu; Wu, Rong The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims. (English) Zbl 1310.91078 Acta Math. Appl. Sin., Engl. Ser. 31, No. 1, 181-190 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J.-Z. Li} and \textit{R. Wu}, Acta Math. Appl. Sin., Engl. Ser. 31, No. 1, 181--190 (2015; Zbl 1310.91078) Full Text: DOI OpenURL
Lu, Yuhua; Wu, Rong Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy. (English) Zbl 1321.60167 Front. Math. China 9, No. 5, 1073-1088 (2014). MSC: 60J75 60J60 91B30 91G80 PDF BibTeX XML Cite \textit{Y. Lu} and \textit{R. Wu}, Front. Math. China 9, No. 5, 1073--1088 (2014; Zbl 1321.60167) Full Text: DOI OpenURL
Wu, Rong; Wang, Wei The hitting time for a Cox risk process. (English) Zbl 1235.91110 J. Comput. Appl. Math. 236, No. 10, 2706-2716 (2012). MSC: 91B30 60K20 PDF BibTeX XML Cite \textit{R. Wu} and \textit{W. Wang}, J. Comput. Appl. Math. 236, No. 10, 2706--2716 (2012; Zbl 1235.91110) 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
Fang, Ying; Wu, Rong On optimality of the barrier strategy for the classical risk model with interest. (English) Zbl 1217.91088 Acta Math. Appl. Sin., Engl. Ser. 27, No. 1, 75-84 (2011). Reviewer: Johannes Muhle-Karbe (Zürich) MSC: 91B30 60J75 PDF BibTeX XML Cite \textit{Y. Fang} and \textit{R. Wu}, Acta Math. Appl. Sin., Engl. Ser. 27, No. 1, 75--84 (2011; Zbl 1217.91088) Full Text: DOI OpenURL
Wang, Wei; He, Jing-Min; Wu, Rong Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy. (English) Zbl 1207.60057 Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 661-668 (2010). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60K10 60J75 91B30 PDF BibTeX XML Cite \textit{W. Wang} et al., Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 661--668 (2010; Zbl 1207.60057) Full Text: DOI OpenURL
He, Jing Min; Wu, Rong On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs. (English) Zbl 1195.91067 Acta Math. Sin., Engl. Ser. 26, No. 5, 951-962 (2010). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{J. M. He} and \textit{R. Wu}, Acta Math. Sin., Engl. Ser. 26, No. 5, 951--962 (2010; Zbl 1195.91067) Full Text: DOI OpenURL
Song, Min; Meng, Qingbin; Wu, Rong; Ren, Jiandong The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times. (English) Zbl 1202.91129 Appl. Math. Comput. 216, No. 2, 523-531 (2010). MSC: 91B30 60K15 PDF BibTeX XML Cite \textit{M. Song} et al., Appl. Math. Comput. 216, No. 2, 523--531 (2010; Zbl 1202.91129) Full Text: DOI OpenURL
Yuen, Kam C.; Lu, Yuhua; Wu, Rong The compound Poisson process perturbed by a diffusion with a threshold dividend strategy. (English) Zbl 1224.91100 Appl. Stoch. Models Bus. Ind. 25, No. 1, 73-93 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60K10 60J70 PDF BibTeX XML Cite \textit{K. C. Yuen} et al., Appl. Stoch. Models Bus. Ind. 25, No. 1, 73--93 (2009; Zbl 1224.91100) Full Text: DOI OpenURL
Li, Bo; Wu, Rong A note on the perturbed compound Poisson risk model with a threshold dividend strategy. (English) Zbl 1187.62159 Acta Math. Appl. Sin., Engl. Ser. 25, No. 2, 205-216 (2009). Reviewer: Pavel Stoynov (Sofia) MSC: 62P05 60G99 60J99 45K05 60J75 PDF BibTeX XML Cite \textit{B. Li} and \textit{R. Wu}, Acta Math. Appl. Sin., Engl. Ser. 25, No. 2, 205--216 (2009; Zbl 1187.62159) Full Text: DOI OpenURL
He, Jingmin; Wu, Rong; Zhang, Huayue Total duration of negative surplus for the risk model with debit interest. (English) Zbl 1165.91417 Stat. Probab. Lett. 79, No. 10, 1320-1326 (2009). MSC: 91B30 PDF BibTeX XML Cite \textit{J. He} et al., Stat. Probab. Lett. 79, No. 10, 1320--1326 (2009; Zbl 1165.91417) Full Text: DOI OpenURL
Li, Bo; Wu, Rong; Song, Min A renewal jump-diffusion process with threshold dividend strategy. (English) Zbl 1166.60053 J. Comput. Appl. Math. 228, No. 1, 41-55 (2009). MSC: 60K20 60J75 62P05 PDF BibTeX XML Cite \textit{B. Li} et al., J. Comput. Appl. Math. 228, No. 1, 41--55 (2009; Zbl 1166.60053) Full Text: DOI OpenURL
Song, Min; Wu, Rong; Zhang, Xin Total duration of negative surplus for the dual model. (English) Zbl 1199.91099 Appl. Stoch. Models Bus. Ind. 24, No. 6, 591-600 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{M. Song} et al., Appl. Stoch. Models Bus. Ind. 24, No. 6, 591--600 (2008; Zbl 1199.91099) Full Text: DOI OpenURL
Li, Bo; Wu, Rong The dividend function in the jump-diffusion dual model with barrier dividend strategy. (English) Zbl 1166.60325 Appl. Math. Mech., Engl. Ed. 29, No. 9, 1239-1249 (2008). MSC: 60J75 62P25 PDF BibTeX XML Cite \textit{B. Li} and \textit{R. Wu}, Appl. Math. Mech., Engl. Ed. 29, No. 9, 1239--1249 (2008; Zbl 1166.60325) 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
Wu, Rong; Lu, Yuhua; Fang, Ying On the Gerber-Shiu discounted penalty function for the ordinary renewal risk model with constant interest. (English) Zbl 1480.91256 N. Am. Actuar. J. 11, No. 2, 119-134 (2007). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{R. Wu} et al., N. Am. Actuar. J. 11, No. 2, 119--134 (2007; Zbl 1480.91256) Full Text: DOI OpenURL
Meng, Hui; Zhang, Chunsheng; Wu, Rong The expectation of aggregate discounted dividends for a Sparre Andersen risk process perturbed by diffusion. (The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion.) (English) Zbl 1150.91437 Appl. Stoch. Models Bus. Ind. 23, No. 4, 273-291 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{H. Meng} et al., Appl. Stoch. Models Bus. Ind. 23, No. 4, 273--291 (2007; Zbl 1150.91437) Full Text: DOI OpenURL
Xing, Yongsheng; Wu, Rong Moments of the time of ruin, surplus before ruin and the deficit at ruin in the Erlang(N) risk process. (English) Zbl 1261.62092 Acta Math. Appl. Sin., Engl. Ser. 22, No. 4, 599-606 (2006). MSC: 62P05 45J99 PDF BibTeX XML Cite \textit{Y. Xing} and \textit{R. Wu}, Acta Math. Appl. Sin., Engl. Ser. 22, No. 4, 599--606 (2006; Zbl 1261.62092) 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
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