Xu, Chao; Dong, Yinghui; Wang, Guojing The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier. (English) Zbl 07530016 Commun. Stat., Theory Methods 48, No. 9, 2185-2205 (2019). MSC: 91B25 60J27 60G55 PDFBibTeX XMLCite \textit{C. Xu} et al., Commun. Stat., Theory Methods 48, No. 9, 2185--2205 (2019; Zbl 07530016) Full Text: DOI
Guo, Jie; Dong, Yinghui; Wang, Guojing Basket CDS pricing with default intensities using a regime-switching shot-noise model. (English) Zbl 1508.91589 Commun. Stat., Theory Methods 47, No. 18, 4443-4458 (2018). MSC: 91G40 91G20 PDFBibTeX XMLCite \textit{J. Guo} et al., Commun. Stat., Theory Methods 47, No. 18, 4443--4458 (2018; Zbl 1508.91589) Full Text: DOI
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 PDFBibTeX XMLCite \textit{Y. Dong} et al., Commun. Stat., Theory Methods 47, No. 6, 1372--1391 (2018; Zbl 1388.49020) Full Text: DOI
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 PDFBibTeX XMLCite \textit{Y. Dong} and \textit{G. Wang}, Commun. Stat., Theory Methods 42, No. 21, 3926--3948 (2013; Zbl 1277.91082) Full Text: DOI