Edit Profile (opens in new tab) Guo, Junyi Co-Author Distance Author ID: guo.junyi Published as: Guo, Junyi; Guo, J. Y.; Guo, Jun-Yi; Guo, Jun Yi; Guo, Jun-yi; Guo, J. more...less Documents Indexed: 107 Publications since 1990, including 8 Additional arXiv Preprints 1 Contribution as Editor Co-Authors: 55 Co-Authors with 97 Joint Publications 1,528 Co-Co-Authors all top 5 Co-Authors 6 single-authored 13 Bai, Lihua 10 Yuen, Kam Chuen 8 Chen, Hongbin 8 Liang, Zhibin 7 Zhang, Xin 7 Zhou, Ming 6 Hwang, Frank Kwangming 6 Sun, Zhongyang 5 Bi, Junna 5 Chen, Mi 5 Liang, Xiaoqing 4 Chang, Feihuang 4 Li, Bohan 4 Peng, Xiaofan 4 Wu, Xueyuan 4 Zhou, Qianqian 3 Fu, Hunglin 3 Li, Yanan 3 Sakhanenko, Aleksandr Ivanovich 3 Wu, Rong 3 Yang, Xiangqun 2 Huang, Yupei 2 Li, Wei-Tian 2 Tian, Linlin 2 Tian, Yingxu 2 Wang, Xuehong 2 Wu, Yidong 2 You, Honglong 2 Zhang, Huayue 2 Zhang, Xiaoyi 1 Cai, Chunhao 1 Chang, Huilan 1 Elliott, Robert James 1 Feng, Runhuan 1 Figueroa-López, José E. 1 Han, Xia 1 Hua, Renhai 1 Jekeli, Christopher 1 Jiang, Jiancheng 1 Lefèvre, Claude 1 Li, Yan 1 Lü, Tongling 1 Lv, Tongling 1 Meng, Hui 1 Meng, Huixian 1 Meng, Qingbin 1 Ng, Kai Wang 1 Pei, Q. X. 1 Quek, Siow San 1 Rothblum, Uriel George 1 Shum, C. K. 1 Siu, Tak Kuen 1 Tang, Lian 1 Wei, Li 1 Weng, George J. 1 Xiao, Yuntao 1 Xing, Yongli 1 Yang, Xianqun 1 Zhou, Jie 1 Zhou, Jieming all top 5 Serials 8 Insurance Mathematics & Economics 6 Scientia Sinica. Mathematica 4 Statistics & Probability Letters 4 Methodology and Computing in Applied Probability 4 Applied Stochastic Models in Business and Industry 3 Journal of Optimization Theory and Applications 3 Science in China. Series A 2 Journal of Computational and Applied Mathematics 2 Theoretical Computer Science 2 Optimal Control Applications & Methods 2 Chinese Annals of Mathematics. Series A 2 Acta Mathematicae Applicatae Sinica. English Series 2 Chinese Journal of Applied Probability and Statistics 2 Journal of Combinatorial Optimization 2 Acta Mathematica Sinica. English Series 2 The ANZIAM Journal 2 Scandinavian Actuarial Journal 2 Journal of Systems Science and Complexity 2 Stochastic Models 2 Acta Mathematica Scientia. Series A. (Chinese Edition) 2 Acta Mathematica Sinica. Chinese Series 1 Discrete Applied Mathematics 1 IEEE Transactions on Information Theory 1 Information Processing Letters 1 Journal of Mathematical Analysis and Applications 1 Theory of Probability and its Applications 1 Acta Mathematica Sinica 1 Applied Mathematics and Computation 1 Applied Mathematics and Optimization 1 Journal of Applied Probability 1 Journal of Mathematical Research & Exposition 1 Probability and Mathematical Statistics 1 Journal of Engineering Mathematics (Xi’an) 1 Order 1 Graphs and Combinatorics 1 Hunan Annals of Mathematics 1 Acta Scientiarum Naturalium Universitatis Normalis Hunanensis 1 Communications in Statistics. Theory and Methods 1 Computational Statistics and Data Analysis 1 Acta Mathematica Sinica. New Series 1 Celestial Mechanics and Dynamical Astronomy 1 The Electronic Journal of Combinatorics 1 Engineering Analysis with Boundary Elements 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Mathematical Methods of Operations Research 1 RAIRO. Operations Research 1 International Journal of Nonlinear Sciences and Numerical Simulation 1 Quantitative Finance 1 Acta Mathematica Scientia. Series B. (English Edition) 1 IMA Journal of Management Mathematics 1 International Journal of Pure and Applied Mathematics 1 Journal of Applied Mathematics and Computing 1 International Journal of Computational Methods 1 Journal of Industrial and Management Optimization 1 Frontiers of Mathematics in China 1 Communications in Theoretical Physics 1 Acta Scientiarum Naturalium Universitatis Nankaiensis 1 Science China. Mathematics 1 East Asian Journal on Applied Mathematics all top 5 Fields 70 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 47 Probability theory and stochastic processes (60-XX) 29 Systems theory; control (93-XX) 9 Calculus of variations and optimal control; optimization (49-XX) 8 Statistics (62-XX) 6 Combinatorics (05-XX) 3 Computer science (68-XX) 3 Mechanics of deformable solids (74-XX) 3 Operations research, mathematical programming (90-XX) 2 Partial differential equations (35-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Number theory (11-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Numerical analysis (65-XX) 1 Mechanics of particles and systems (70-XX) 1 Quantum theory (81-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 66 Publications have been cited 868 times in 527 Documents Cited by ▼ Year ▼ Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint. Zbl 1147.93046 Bai, Lihua; Guo, Junyi 139 2008 Ruin probabilities for time-correlated claims in the compound binomial model. Zbl 1074.91032 Yuen, K. C.; Guo, J. Y. 59 2001 Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. Zbl 1218.91084 Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi 58 2011 On ultimate ruin in a delayed-claims risk model. Zbl 1074.60089 Yuen, Kam C.; Guo, Junyi; Ng, Kai W. 43 2005 Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer. Zbl 1266.91093 Bi, Junna; Guo, Junyi 43 2013 On a correlated aggregate claims model with Poisson and Erlang risk processes. Zbl 1074.91566 Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan 42 2002 On the first time of ruin in the bivariate compound Poisson model. Zbl 1095.62120 Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan 42 2006 The compound binomial risk model with time-correlated claims. Zbl 1119.91059 Xiao, Yuntao; Guo, Junyi 35 2007 Optimal combinational quota-share and excess-of-loss reinsurance policies in a dynamic setting. Zbl 1152.91039 Zhang, Xin; Zhou, Ming; Guo, Junyi 31 2007 Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection. Zbl 1214.93118 Bai, Lihua; Guo, Junyi 30 2010 Optimal proportional reinsurance and ruin probability. Zbl 1253.60092 Liang, Zhibin; Guo, Junyi 24 2007 Optimal dividend and equity issuance problem with proportional and fixed transaction costs. Zbl 1285.91065 Peng, Xiaofan; Chen, Mi; Guo, Junyi 24 2012 Upper bound for ruin probabilities under optimal investment and proportional reinsurance. Zbl 1199.91088 Liang, Zhibin; Guo, Junyi 23 2008 Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes. Zbl 1224.91043 Bai, Lihua; Guo, Junyi 20 2010 Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility. Zbl 1417.91285 Sun, Zhongyang; Guo, Junyi 20 2018 Optimal investment and proportional reinsurance with constrained control variables. Zbl 1237.91133 Liang, Zhibin; Bai, Lihua; Guo, Junyi 19 2011 Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility. Zbl 1232.93100 Liang, Zhibin; Guo, Junyi 18 2011 Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes. Zbl 1208.91060 Bai, Lihua; Guo, Junyi; Zhang, Huayue 16 2010 A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling. Zbl 1427.91243 Sun, Zhongyang; Yuen, Kam Chuen; Guo, Junyi 14 2020 Optimal dividend problem with a nonlinear regular-singular stochastic control. Zbl 1284.91213 Chen, Mi; Peng, Xiaofan; Guo, Junyi 14 2013 Some results on the compound Markov binomial model. Zbl 1144.91036 Yuen, Kam-Chuen; Guo, Junyi 11 2006 On a risk model with debit interest and dividend payments. Zbl 1169.62089 Yuen, Kam-Chuen; Zhou, Ming; Guo, Junyi 9 2008 On a risk model with dependence between claim sizes and claim intervals. Zbl 1284.91258 Meng, Qingbin; Zhang, Xin; Guo, Junyi 9 2008 Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion. Zbl 1380.91088 Zhou, Jieming; Yang, Xiangqun; Guo, Junyi 9 2017 The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate. Zbl 1161.60334 Zhang, H. Y.; Zhou, M.; Guo, J. Y. 8 2006 Survival probabilities in a discrete semi-Markov risk model. Zbl 1410.91260 Chen, Mi; Yuen, Kam Chuen; Guo, Junyi 8 2014 Expected discounted dividends in a discrete semi-Markov risk model. Zbl 1293.91093 Chen, Mi; Guo, Junyi; Wu, Xueyuan 7 2014 Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming. Zbl 1408.91243 Sun, Zhongyang; Guo, Junyi; Zhang, Xin 6 2018 Optimal time-consistent portfolio and contribution selection for defined benefit pension schemes under mean-variance criterion. Zbl 1302.93243 Liang, Xiaoqing; Bai, Lihua; Guo, Junyi 6 2014 Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer. Zbl 1237.91123 Bi, Junna; Guo, Junyi; Bai, Lihua 5 2011 Optimal control with restrictions for a diffusion risk model under constant interest force. Zbl 1334.91041 Peng, Xiaofan; Bai, Lihua; Guo, Junyi 5 2016 Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach. Zbl 1141.93064 Bai, Lihua; Guo, Junyi 4 2007 Markovian regime-switching market completion using additional Markov jump assets. Zbl 1280.91078 Zhang, Xin; Elliott, Robert J.; Siu, Tak Kuen; Guo, Junyi 4 2012 Optimal proportional reinsurance under two criteria: maximizing the expected utility and minimizing the value at risk. Zbl 1211.91150 Liang, Zhibin; Guo, Junyi 4 2010 An almost-linear time and linear space algorithm for the longest common subsequence problem. Zbl 1192.68827 Guo, J. Y.; Hwang, F. K. 4 2005 Optimal investment, consumption, and life insurance in an incomplete market. Zbl 1397.91292 Liang, Xiaoqing; Guo, Junyi 4 2016 A stochastic maximum principle for processes driven by \(G\)-Brownian motion and applications to finance. Zbl 1386.49038 Sun, Zhongyang; Zhang, Xin; Guo, Junyi 4 2017 Interval estimation of the ruin probability in the classical compound Poisson risk model. Zbl 1504.62162 You, Honglong; Guo, Junyi; Jiang, Jiancheng 4 2020 Optimal mean-variance reinsurance in a financial market with stochastic rate of return. Zbl 1476.91132 Tian, Yingxu; Guo, Junyi; Sun, Zhongyang 4 2021 Ruin probabilities in Cox risk models with two dependent classes of business. Zbl 1120.60069 Guo, Jun Yi; Yuen, Kam C.; Zhou, Ming 3 2007 Wide-sense nonblocking for symmetric or asymmetric 3-stage Clos networks under various routing strategies. Zbl 1077.68003 Chang, F. H.; Guo, J. Y.; Hwang, F. K.; Lin, C. K. 3 2004 Discrete risk model revisited. Zbl 1098.91074 Liu, S. X.; Guo, J. Y. 3 2006 Optimal dividend strategies in discrete risk model with capital injections. Zbl 1274.91476 Wu, Yidong; Guo, Junyi; Tang, Lian 3 2011 Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs. Zbl 1254.91283 Wu, Yi-dong; Guo, Jun-yi 3 2012 Ruin probabilities under optimal combining quota-share and excess of loss reinsurance. Zbl 1237.62155 Liang, Zhibin; Guo, Junyi 2 2010 Three-point transition functions for two-parameter Markov chains and their four systems of partial differential equations. Zbl 0758.60071 Guo, Junyi; Yang, Xiangqun 2 1992 Optimal investment, consumption and timing of annuity purchase under a preference change. Zbl 1308.91090 Liang, Xiaoqing; Peng, Xiaofan; Guo, Junyi 2 2014 The oscillation of the occupation time process of super-Brownian motion on Sierpiński gasket. Zbl 0999.60078 Guo, Junyi 2 2000 A piezoelectric inhomogeneity interacting with a branched crack. Zbl 1198.74077 Xiao, Z. M.; Guo, J. Y.; Weng, G. J. 2 2006 Optimal singular dividend problem under the Sparre Andersen model. Zbl 1434.49025 Tian, Linlin; Bai, Lihua; Guo, Junyi 2 2020 Optimal dividend and reinsurance problem for an insurance company with dependent risks. Zbl 1499.91096 Li, Ya’nan; Bai, Lihua; Guo, Junyi 2 2016 Dynamic mean-variance problem for defined contribution pension fund under inflation. Zbl 1499.91106 Zhang, Xiaoyi; Guo, Junyi 2 2019 Local extinction of super-Brownian motion on Sierpiński gasket. Zbl 0917.60087 Guo, Junyi 1 1998 The behavior of super-Brownian motion near extinction. Zbl 0915.60078 Guo, Junyi; Wu, Rong 1 1998 Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes. Zbl 1226.91021 Bi, Junna; Guo, Junyi 1 2010 Deformation and stress intensities of an interfacial craze with nonlinear fibrils. Zbl 1010.74020 Xiao, Z. M.; Guo, J. Y. 1 2000 Some results behind dividend problems. Zbl 1151.91061 Zhou, Ming; Wei, Li; Guo, Junyi 1 2006 Classical risk model with threshold dividend strategy. Zbl 1174.60037 Zhou, Ming; Guo, Junyi 1 2008 Some path properties of Brownian motion and super-Brownian motion on the Sierpinski gasket. Zbl 0884.60083 Guo, Junyi 1 1997 Optimal investment for an insurer with multiple risky assets under mean-variance criterion. Zbl 1151.91483 Bi, Junna; Guo, Junyi 1 2008 Super Brownian motion on the Sierpiński gasket with point catalytic medium. Zbl 1009.60072 Guo, Junyi; Wu, Rong 1 1997 Optimal life insurance purchase and consumption/investment under mean-reverting returns. Zbl 1488.91092 Liang, Xiaoqing; Guo, Junyi 1 2015 Optimal investment and proportional reinsurance in the Sparre Andersen model. Zbl 1269.93135 Liang, Zhibin; Guo, Junyi 1 2012 Ruin probabilities for a risk model with two classes of claims. Zbl 1201.91093 Lv, Tong Ling; Guo, Jun Yi; Zhang, Xin 1 2010 Optimal defined contribution pension management with salary and risky assets following jump diffusion processes. Zbl 1466.91275 Zhang, Xiaoyi; Guo, Junyi 1 2020 Lundberg-type inequalities for non-homogeneous risk models. Zbl 1465.91034 Zhou, Qianqian; Sakhanenko, Alexander; Guo, Junyi 1 2020 Optimal mean-variance reinsurance in a financial market with stochastic rate of return. Zbl 1476.91132 Tian, Yingxu; Guo, Junyi; Sun, Zhongyang 4 2021 A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling. Zbl 1427.91243 Sun, Zhongyang; Yuen, Kam Chuen; Guo, Junyi 14 2020 Interval estimation of the ruin probability in the classical compound Poisson risk model. Zbl 1504.62162 You, Honglong; Guo, Junyi; Jiang, Jiancheng 4 2020 Optimal singular dividend problem under the Sparre Andersen model. Zbl 1434.49025 Tian, Linlin; Bai, Lihua; Guo, Junyi 2 2020 Optimal defined contribution pension management with salary and risky assets following jump diffusion processes. Zbl 1466.91275 Zhang, Xiaoyi; Guo, Junyi 1 2020 Lundberg-type inequalities for non-homogeneous risk models. Zbl 1465.91034 Zhou, Qianqian; Sakhanenko, Alexander; Guo, Junyi 1 2020 Dynamic mean-variance problem for defined contribution pension fund under inflation. Zbl 1499.91106 Zhang, Xiaoyi; Guo, Junyi 2 2019 Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility. Zbl 1417.91285 Sun, Zhongyang; Guo, Junyi 20 2018 Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming. Zbl 1408.91243 Sun, Zhongyang; Guo, Junyi; Zhang, Xin 6 2018 Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion. Zbl 1380.91088 Zhou, Jieming; Yang, Xiangqun; Guo, Junyi 9 2017 A stochastic maximum principle for processes driven by \(G\)-Brownian motion and applications to finance. Zbl 1386.49038 Sun, Zhongyang; Zhang, Xin; Guo, Junyi 4 2017 Optimal control with restrictions for a diffusion risk model under constant interest force. Zbl 1334.91041 Peng, Xiaofan; Bai, Lihua; Guo, Junyi 5 2016 Optimal investment, consumption, and life insurance in an incomplete market. Zbl 1397.91292 Liang, Xiaoqing; Guo, Junyi 4 2016 Optimal dividend and reinsurance problem for an insurance company with dependent risks. Zbl 1499.91096 Li, Ya’nan; Bai, Lihua; Guo, Junyi 2 2016 Optimal life insurance purchase and consumption/investment under mean-reverting returns. Zbl 1488.91092 Liang, Xiaoqing; Guo, Junyi 1 2015 Survival probabilities in a discrete semi-Markov risk model. Zbl 1410.91260 Chen, Mi; Yuen, Kam Chuen; Guo, Junyi 8 2014 Expected discounted dividends in a discrete semi-Markov risk model. Zbl 1293.91093 Chen, Mi; Guo, Junyi; Wu, Xueyuan 7 2014 Optimal time-consistent portfolio and contribution selection for defined benefit pension schemes under mean-variance criterion. Zbl 1302.93243 Liang, Xiaoqing; Bai, Lihua; Guo, Junyi 6 2014 Optimal investment, consumption and timing of annuity purchase under a preference change. Zbl 1308.91090 Liang, Xiaoqing; Peng, Xiaofan; Guo, Junyi 2 2014 Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer. Zbl 1266.91093 Bi, Junna; Guo, Junyi 43 2013 Optimal dividend problem with a nonlinear regular-singular stochastic control. Zbl 1284.91213 Chen, Mi; Peng, Xiaofan; Guo, Junyi 14 2013 Optimal dividend and equity issuance problem with proportional and fixed transaction costs. Zbl 1285.91065 Peng, Xiaofan; Chen, Mi; Guo, Junyi 24 2012 Markovian regime-switching market completion using additional Markov jump assets. Zbl 1280.91078 Zhang, Xin; Elliott, Robert J.; Siu, Tak Kuen; Guo, Junyi 4 2012 Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs. Zbl 1254.91283 Wu, Yi-dong; Guo, Jun-yi 3 2012 Optimal investment and proportional reinsurance in the Sparre Andersen model. Zbl 1269.93135 Liang, Zhibin; Guo, Junyi 1 2012 Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. Zbl 1218.91084 Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi 58 2011 Optimal investment and proportional reinsurance with constrained control variables. Zbl 1237.91133 Liang, Zhibin; Bai, Lihua; Guo, Junyi 19 2011 Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility. Zbl 1232.93100 Liang, Zhibin; Guo, Junyi 18 2011 Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer. Zbl 1237.91123 Bi, Junna; Guo, Junyi; Bai, Lihua 5 2011 Optimal dividend strategies in discrete risk model with capital injections. Zbl 1274.91476 Wu, Yidong; Guo, Junyi; Tang, Lian 3 2011 Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection. Zbl 1214.93118 Bai, Lihua; Guo, Junyi 30 2010 Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes. Zbl 1224.91043 Bai, Lihua; Guo, Junyi 20 2010 Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes. Zbl 1208.91060 Bai, Lihua; Guo, Junyi; Zhang, Huayue 16 2010 Optimal proportional reinsurance under two criteria: maximizing the expected utility and minimizing the value at risk. Zbl 1211.91150 Liang, Zhibin; Guo, Junyi 4 2010 Ruin probabilities under optimal combining quota-share and excess of loss reinsurance. Zbl 1237.62155 Liang, Zhibin; Guo, Junyi 2 2010 Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes. Zbl 1226.91021 Bi, Junna; Guo, Junyi 1 2010 Ruin probabilities for a risk model with two classes of claims. Zbl 1201.91093 Lv, Tong Ling; Guo, Jun Yi; Zhang, Xin 1 2010 Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint. Zbl 1147.93046 Bai, Lihua; Guo, Junyi 139 2008 Upper bound for ruin probabilities under optimal investment and proportional reinsurance. Zbl 1199.91088 Liang, Zhibin; Guo, Junyi 23 2008 On a risk model with debit interest and dividend payments. Zbl 1169.62089 Yuen, Kam-Chuen; Zhou, Ming; Guo, Junyi 9 2008 On a risk model with dependence between claim sizes and claim intervals. Zbl 1284.91258 Meng, Qingbin; Zhang, Xin; Guo, Junyi 9 2008 Classical risk model with threshold dividend strategy. Zbl 1174.60037 Zhou, Ming; Guo, Junyi 1 2008 Optimal investment for an insurer with multiple risky assets under mean-variance criterion. Zbl 1151.91483 Bi, Junna; Guo, Junyi 1 2008 The compound binomial risk model with time-correlated claims. Zbl 1119.91059 Xiao, Yuntao; Guo, Junyi 35 2007 Optimal combinational quota-share and excess-of-loss reinsurance policies in a dynamic setting. Zbl 1152.91039 Zhang, Xin; Zhou, Ming; Guo, Junyi 31 2007 Optimal proportional reinsurance and ruin probability. Zbl 1253.60092 Liang, Zhibin; Guo, Junyi 24 2007 Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach. Zbl 1141.93064 Bai, Lihua; Guo, Junyi 4 2007 Ruin probabilities in Cox risk models with two dependent classes of business. Zbl 1120.60069 Guo, Jun Yi; Yuen, Kam C.; Zhou, Ming 3 2007 On the first time of ruin in the bivariate compound Poisson model. Zbl 1095.62120 Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan 42 2006 Some results on the compound Markov binomial model. Zbl 1144.91036 Yuen, Kam-Chuen; Guo, Junyi 11 2006 The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate. Zbl 1161.60334 Zhang, H. Y.; Zhou, M.; Guo, J. Y. 8 2006 Discrete risk model revisited. Zbl 1098.91074 Liu, S. X.; Guo, J. Y. 3 2006 A piezoelectric inhomogeneity interacting with a branched crack. Zbl 1198.74077 Xiao, Z. M.; Guo, J. Y.; Weng, G. J. 2 2006 Some results behind dividend problems. Zbl 1151.91061 Zhou, Ming; Wei, Li; Guo, Junyi 1 2006 On ultimate ruin in a delayed-claims risk model. Zbl 1074.60089 Yuen, Kam C.; Guo, Junyi; Ng, Kai W. 43 2005 An almost-linear time and linear space algorithm for the longest common subsequence problem. Zbl 1192.68827 Guo, J. Y.; Hwang, F. K. 4 2005 Wide-sense nonblocking for symmetric or asymmetric 3-stage Clos networks under various routing strategies. Zbl 1077.68003 Chang, F. H.; Guo, J. Y.; Hwang, F. K.; Lin, C. K. 3 2004 On a correlated aggregate claims model with Poisson and Erlang risk processes. Zbl 1074.91566 Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan 42 2002 Ruin probabilities for time-correlated claims in the compound binomial model. Zbl 1074.91032 Yuen, K. C.; Guo, J. Y. 59 2001 The oscillation of the occupation time process of super-Brownian motion on Sierpiński gasket. Zbl 0999.60078 Guo, Junyi 2 2000 Deformation and stress intensities of an interfacial craze with nonlinear fibrils. Zbl 1010.74020 Xiao, Z. M.; Guo, J. Y. 1 2000 Local extinction of super-Brownian motion on Sierpiński gasket. Zbl 0917.60087 Guo, Junyi 1 1998 The behavior of super-Brownian motion near extinction. Zbl 0915.60078 Guo, Junyi; Wu, Rong 1 1998 Some path properties of Brownian motion and super-Brownian motion on the Sierpinski gasket. Zbl 0884.60083 Guo, Junyi 1 1997 Super Brownian motion on the Sierpiński gasket with point catalytic medium. Zbl 1009.60072 Guo, Junyi; Wu, Rong 1 1997 Three-point transition functions for two-parameter Markov chains and their four systems of partial differential equations. Zbl 0758.60071 Guo, Junyi; Yang, Xiangqun 2 1992 all cited Publications top 5 cited Publications all top 5 Cited by 659 Authors 36 Yuen, Kam Chuen 27 Guo, Junyi 27 Liang, Zhibin 18 Zhao, Hui 15 Li, Danping 15 Zeng, Yan 15 Zhou, Ming 14 Rong, Ximin 14 Sun, Zhongyang 14 Zhang, Xin 12 Chen, Mi 12 Huang, Ya 12 Wang, Rongming 12 Zhou, Jieming 11 Li, Zhongfei 11 Yao, Dingjun 10 Jin, Zhuo 10 Peng, Xingchun 8 Chen, Ping 8 Gu, Ailing 8 Meng, Hui 8 Xu, Lin 8 Yang, Hailiang 8 Young, Virginia R. 8 Zhang, Caibin 8 Zhang, Zhimin 7 Bai, Lihua 7 Deng, Yingchun 7 Han, Xia 7 Hu, Yijun 7 Li, Jinzhu 7 Li, Shuanming 7 Shen, Yang 7 Siu, Tak Kuen 7 Yang, Peng 7 Yuan, Yu 7 Zhang, Nan 6 Bi, Junna 6 Cai, Jun 6 Landriault, David 6 Liang, Xiaoqing 6 Qian, Linyi 6 Wang, Wenyuan 6 Xie, Jiehua 6 Xiong, Jie 6 Yang, Xiangqun 6 Yang, Yang 6 Yin, Chuancun 6 Zou, Wei 5 Cheng, Gongpin 5 Deng, Chao 5 Fu, Ke’ang 5 Guan, Guohui 5 Liang, Zongxia 5 Marceau, Étienne 5 Palmowski, Zbigniew 5 Tan, Jiyang 5 Wu, Rong 5 Xiao, Helu 5 Yang, Hu 5 Yao, Haixiang 5 Zhang, Shuaiqi 5 Zhou, Zhongbao 4 Bai, Yanfei 4 Chen, Fenge 4 Chen, Shumin 4 Cheung, Eric C. K. 4 Cossette, Hélène 4 Gao, Jianwei 4 Gao, Qingwu 4 Lin, Xiang 4 Liu, Haiyan 4 Viens, Frederi G. 4 Wang, Shijie 4 Wang, Yajie 4 Woo, Jae-Kyung 4 Zhao, Yongxia 3 A, Chunxiang 3 Albrecher, Hansjörg 3 Azcue, Pablo 3 Badescu, Andrei L. 3 Chadjiconstantinidis, Stathis 3 Chen, Peimin 3 Chen, Zhiping 3 Fan, Kun 3 Gao, Rui 3 Gu, Mengdi 3 He, Yong 3 Hu, Xiang 3 Li, Bin 3 Li, Peng 3 Li, Qicai 3 Li, Sheng 3 Liu, He 3 Liu, Xijun 3 Liu, Zaiming 3 Lu, Dawei 3 Meng, Qingbin 3 Menoukeu Pamen, Olivier 3 Muler, Nora E. ...and 559 more Authors all top 5 Cited in 106 Serials 92 Insurance Mathematics & Economics 42 Communications in Statistics. Theory and Methods 36 Journal of Industrial and Management Optimization 34 Journal of Computational and Applied Mathematics 29 Scandinavian Actuarial Journal 15 Methodology and Computing in Applied Probability 13 Statistics & Probability Letters 12 Acta Mathematicae Applicatae Sinica. English Series 10 Journal of Applied Probability 9 Optimization 9 Mathematical Problems in Engineering 8 Applied Stochastic Models in Business and Industry 7 Stochastic Analysis and Applications 7 Mathematical Methods of Operations Research 7 Journal of Systems Science and Complexity 6 Journal of Mathematical Analysis and Applications 6 European Journal of Operational Research 6 Discrete Dynamics in Nature and Society 6 Acta Mathematica Sinica. English Series 6 ASTIN Bulletin 6 European Actuarial Journal 5 International Journal of Control 5 Applied Mathematics and Computation 5 Theoretical Computer Science 5 Applied Mathematics. Series B (English Edition) 5 The ANZIAM Journal 5 Stochastic Models 5 Stochastics 5 Mathematical Control and Related Fields 4 Journal of Optimization Theory and Applications 4 SIAM Journal on Control and Optimization 4 North American Actuarial Journal 3 Mathematical Methods in the Applied Sciences 3 Applied Mathematics and Optimization 3 Optimal Control Applications & Methods 3 Annals of Operations Research 3 Journal of Applied Mathematics and Computing 3 Frontiers of Mathematics in China 3 SIAM Journal on Financial Mathematics 2 Acta Mathematicae Applicatae Sinica 2 Probability and Mathematical Statistics 2 Journal of Economic Dynamics & Control 2 Mathematical and Computer Modelling 2 Communications in Statistics. Simulation and Computation 2 Random Operators and Stochastic Equations 2 Finance and Stochastics 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 Journal of Inequalities and Applications 2 Probability in the Engineering and Informational Sciences 2 RAIRO. Operations Research 2 Nonlinear Analysis. Modelling and Control 2 Quantitative Finance 2 Acta Mathematica Scientia. Series A. (Chinese Edition) 2 Advances in Difference Equations 2 Journal of the Korean Statistical Society 2 Science China. Mathematics 2 Journal of the Operations Research Society of China 2 Modern Stochastics. Theory and Applications 2 Probability, Uncertainty and Quantitative Risk 1 The American Statistician 1 Computers & Mathematics with Applications 1 Information Processing Letters 1 Journal of Engineering Mathematics 1 Lithuanian Mathematical Journal 1 Ukrainian Mathematical Journal 1 Journal of Geometry and Physics 1 Theory of Probability and its Applications 1 Annals of the Institute of Statistical Mathematics 1 Information Sciences 1 Journal of Multivariate Analysis 1 Systems & Control Letters 1 Bulletin of the Korean Mathematical Society 1 Operations Research Letters 1 Probability Theory and Related Fields 1 Queueing Systems 1 Science in China. Series A 1 The Annals of Applied Probability 1 Applied Mathematical Modelling 1 Stochastic Processes and their Applications 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Indagationes Mathematicae. New Series 1 Statistical Papers 1 Computational and Applied Mathematics 1 Filomat 1 Opuscula Mathematica 1 Complexity 1 Wuhan University Journal of Natural Sciences (WUJNS) 1 International Journal of Theoretical and Applied Finance 1 Statistical Inference for Stochastic Processes 1 Decisions in Economics and Finance 1 Journal of Applied Mathematics 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 SIAM Journal on Applied Dynamical Systems 1 Hacettepe Journal of Mathematics and Statistics 1 Optimization Letters 1 Acta Mathematica Sinica. Chinese Series 1 ISRN Mathematical Analysis 1 Annals of Finance 1 Numerical Algebra, Control and Optimization ...and 6 more Serials all top 5 Cited in 26 Fields 456 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 229 Probability theory and stochastic processes (60-XX) 184 Systems theory; control (93-XX) 124 Statistics (62-XX) 53 Calculus of variations and optimal control; optimization (49-XX) 31 Operations research, mathematical programming (90-XX) 9 Partial differential equations (35-XX) 8 Integral equations (45-XX) 6 Computer science (68-XX) 5 Ordinary differential equations (34-XX) 4 Operator theory (47-XX) 3 Combinatorics (05-XX) 3 Numerical analysis (65-XX) 3 Mathematics education (97-XX) 2 Measure and integration (28-XX) 2 Functional analysis (46-XX) 2 Global analysis, analysis on manifolds (58-XX) 1 Number theory (11-XX) 1 Potential theory (31-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year