Edit Profile (opens in new tab) Guo, Junyi Compute Distance To: Compute 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: 112 Publications since 1990 Co-Authors: 49 Co-Authors with 87 Joint Publications 1,350 Co-Co-Authors all top 5 Co-Authors 6 single-authored 13 Bai, Lihua 10 Yuen, Kam Chuen 8 Liang, Zhibin 7 Zhang, Xin 7 Zhou, Ming 6 Hwang, Frank Kwangming 5 Bi, Junna 5 Chen, Hongbin 5 Chen, Mi 5 Sun, Zhongyang 4 Liang, Xiaoqing 4 Peng, Xiaofan 4 Wu, Xueyuan 3 Chang, Feihuang 3 Li, Yanan 3 Sakhanenko, Aleksandr Ivanovich 3 Wu, Rong 3 Yang, Xiangqun 3 Zhou, Qianqian 2 Artioukhine, Eugene 2 Huang, Yu-pei 2 Le Masson, Philippe 2 Li, Bohan 2 Loulou, Tahar 2 Wang, Xuehong 2 Wu, Yidong 2 Zhang, Huayue 2 Zhang, Xiaoyi 1 Berzins, Valdis Andris 1 Bilgen, D. 1 Carin, Muriel 1 Chang, Huilan 1 Dadashi, Shirin 1 Dumons, M. 1 Elliott, Robert James 1 Fu, Hunglin 1 Hoffman, Eric A. 1 Hua, Renhai 1 Ihme, Matthias 1 Jekeli, Christopher 1 Jiang, Jiancheng 1 Kurdila, Andrew J. 1 Kurdila, H. 1 Li, Wei-Tian 1 Long, R. M. 1 Lü, Tongling 1 Luqi 1 Lv, Tongling 1 McGlothlin, J. W. 1 McLennan, Goeffrey 1 Meng, Hui 1 Meng, Huixian 1 Meng, Qingbin 1 Ng, Kai Wang 1 Paruchuri, S. T. 1 Pechev, A. N. 1 Pei, Q. X. 1 Powell, Nathan 1 Quek, Siow San 1 Reinhardt, J. M. 1 Rogeon, Philippe 1 Rothblum, Uriel George 1 Saba, O. I. 1 Saluto, M. 1 Samonds, M. T. 1 Shing, Man-Tak 1 Shultes, Bruce C. 1 Shum, C. K. 1 Siu, Tak Kuen 1 Sonka, Milan 1 Tang, Lian 1 Tian, Linlin 1 Tian, Yingxu 1 Uppaluri, Rohith 1 Wei, Li 1 Weng, George J. 1 Xiao, Yuntao 1 Xing, Yongli 1 Yang, Xiang I. A. 1 Yang, Xianqun 1 You, Honglong 1 Zhang, Jiping 1 Zhou, Jie 1 Zhou, Jieming all top 5 Serials 8 Insurance Mathematics & Economics 6 Scientia Sinica. Mathematica 4 Statistics & Probability Letters 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 Methodology and Computing in Applied Probability 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 Inverse Problems in Science and Engineering 2 Acta Mathematica Sinica. Chinese Series 1 Applicable Analysis 1 Discrete Applied Mathematics 1 IEEE Transactions on Information Theory 1 Information Processing Letters 1 Journal of Applied Mechanics 1 Journal of Fluid Mechanics 1 Journal of Mathematical Analysis and Applications 1 Journal of Sound and Vibration 1 Ukrainian Mathematical Journal 1 Theory of Probability and its Applications 1 Acta Mathematica Sinica 1 Applied Mathematics and Computation 1 Applied Mathematics and Optimization 1 International Journal for Numerical Methods in Engineering 1 Journal of Applied Probability 1 Journal of Mathematical Research & Exposition 1 Probability and Mathematical Statistics 1 Acta Mathematica Hungarica 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 International Journal of Robust and Nonlinear Control 1 The Electronic Journal of Combinatorics 1 Engineering Analysis with Boundary Elements 1 Nonlinear Dynamics 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 65 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 45 Probability theory and stochastic processes (60-XX) 29 Systems theory; control (93-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 7 Statistics (62-XX) 6 Mechanics of deformable solids (74-XX) 5 Combinatorics (05-XX) 5 Computer science (68-XX) 4 Operations research, mathematical programming (90-XX) 3 Partial differential equations (35-XX) 2 Group theory and generalizations (20-XX) 2 Numerical analysis (65-XX) 2 Mechanics of particles and systems (70-XX) 2 Classical thermodynamics, heat transfer (80-XX) 2 Biology and other natural sciences (92-XX) 2 Information and communication theory, circuits (94-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 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 65 Publications have been cited 718 times in 423 Documents Cited by ▼ Year ▼ Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint. Zbl 1147.93046Bai, Lihua; Guo, Junyi 112 2008 Ruin probabilities for time-correlated claims in the compound binomial model. Zbl 1074.91032Yuen, K. C.; Guo, J. Y. 49 2001 Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. Zbl 1218.91084Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi 47 2011 On a correlated aggregate claims model with Poisson and Erlang risk processes. Zbl 1074.91566Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan 38 2002 On the first time of ruin in the bivariate compound Poisson model. Zbl 1095.62120Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan 38 2006 On ultimate ruin in a delayed-claims risk model. Zbl 1074.60089Yuen, Kam C.; Guo, Junyi; Ng, Kai W. 35 2005 Optimal combinational quota-share and excess-of-loss reinsurance policies in a dynamic setting. Zbl 1152.91039Zhang, Xin; Zhou, Ming; Guo, Junyi 29 2007 Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer. Zbl 1266.91093Bi, Junna; Guo, Junyi 29 2013 The compound binomial risk model with time-correlated claims. Zbl 1119.91059Xiao, Yuntao; Guo, Junyi 27 2007 Upper bound for ruin probabilities under optimal investment and proportional reinsurance. Zbl 1199.91088Liang, Zhibin; Guo, Junyi 21 2008 Optimal proportional reinsurance and ruin probability. Zbl 1253.60092Liang, Zhibin; Guo, Junyi 21 2007 Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection. Zbl 1214.93118Bai, Lihua; Guo, Junyi 20 2010 Optimal dividend and equity issuance problem with proportional and fixed transaction costs. Zbl 1285.91065Peng, Xiaofan; Chen, Mi; Guo, Junyi 19 2012 Optimal investment and proportional reinsurance with constrained control variables. Zbl 1237.91133Liang, Zhibin; Bai, Lihua; Guo, Junyi 17 2011 Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes. Zbl 1224.91043Bai, Lihua; Guo, Junyi 17 2010 Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility. Zbl 1232.93100Liang, Zhibin; Guo, Junyi 16 2011 Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes. Zbl 1208.91060Bai, Lihua; Guo, Junyi; Zhang, Huayue 13 2010 Optimal dividend problem with a nonlinear regular-singular stochastic control. Zbl 1284.91213Chen, Mi; Peng, Xiaofan; Guo, Junyi 11 2013 Some results on the compound Markov binomial model. Zbl 1144.91036Yuen, Kam-Chuen; Guo, Junyi 11 2006 Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility. Zbl 1417.91285Sun, Zhongyang; Guo, Junyi 11 2018 On a risk model with dependence between claim sizes and claim intervals. Zbl 1284.91258Meng, Qingbin; Zhang, Xin; Guo, Junyi 9 2008 On a risk model with debit interest and dividend payments. Zbl 1169.62089Yuen, Kam-Chuen; Zhou, Ming; Guo, Junyi 9 2008 SPH-distributions and the rectangle-iterative algorithm. Zbl 0872.60072Shi, D. H.; Guo, J.; Liu, L. 8 1997 A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling. Zbl 1427.91243Sun, Zhongyang; Yuen, Kam Chuen; Guo, Junyi 8 2020 The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate. Zbl 1161.60334Zhang, H. Y.; Zhou, M.; Guo, J. Y. 7 2006 Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion. Zbl 1380.91088Zhou, Jieming; Yang, Xiangqun; Guo, Junyi 7 2017 Expected discounted dividends in a discrete semi-Markov risk model. Zbl 1293.91093Chen, Mi; Guo, Junyi; Wu, Xueyuan 6 2014 Survival probabilities in a discrete semi-Markov risk model. Zbl 1410.91260Chen, Mi; Yuen, Kam Chuen; Guo, Junyi 6 2014 Optimal time-consistent portfolio and contribution selection for defined benefit pension schemes under mean-variance criterion. Zbl 1302.93243Liang, Xiaoqing; Bai, Lihua; Guo, Junyi 5 2014 Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer. Zbl 1237.91123Bi, Junna; Guo, Junyi; Bai, Lihua 5 2011 Optimal control with restrictions for a diffusion risk model under constant interest force. Zbl 1334.91041Peng, Xiaofan; Bai, Lihua; Guo, Junyi 4 2016 An almost-linear time and linear space algorithm for the longest common subsequence problem. Zbl 1192.68827Guo, J. Y.; Hwang, F. K. 4 2005 Optimal proportional reinsurance under two criteria: maximizing the expected utility and minimizing the value at risk. Zbl 1211.91150Liang, Zhibin; Guo, Junyi 4 2010 Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach. Zbl 1141.93064Bai, Lihua; Guo, Junyi 4 2007 Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming. Zbl 1408.91243Sun, Zhongyang; Guo, Junyi; Zhang, Xin 4 2018 Discrete risk model revisited. Zbl 1098.91074Liu, S. X.; Guo, J. Y. 3 2006 Optimal dividend strategies in discrete risk model with capital injections. Zbl 1274.91476Wu, Yidong; Guo, Junyi; Tang, Lian 3 2011 Interval estimation of the ruin probability in the classical compound Poisson risk model. Zbl 07160702You, Honglong; Guo, Junyi; Jiang, Jiancheng 3 2020 On nearly \(\mathcal M\)-supplemented subgroups of finite groups. Zbl 1316.20014Guo, J.; Zhang, J.; Miao, L. 2 2014 Three-point transition functions for two-parameter Markov chains and their four systems of partial differential equations. Zbl 0758.60071Guo, Junyi; Yang, Xiangqun 2 1992 Wide-sense nonblocking for symmetric or asymmetric 3-stage Clos networks under various routing strategies. Zbl 1077.68003Chang, F. H.; Guo, J. Y.; Hwang, F. K.; Lin, C. K. 2 2004 Estimation of a source term in a two-dimensional heat transfer problem: application to an electron beam welding. Zbl 1112.80010Guo, J.; Le Masson, P.; Artioukhine, E.; Loulou, T.; Rogeon, P.; Carin, M.; Dumons, M.; Costa, J. 2 2006 A piezoelectric inhomogeneity interacting with a branched crack. Zbl 1198.74077Xiao, Z. M.; Guo, J. Y.; Weng, G. J. 2 2006 Markovian regime-switching market completion using additional Markov jump assets. Zbl 1280.91078Zhang, Xin; Elliott, Robert J.; Siu, Tak Kuen; Guo, Junyi 2 2012 Optimal investment, consumption and timing of annuity purchase under a preference change. Zbl 1308.91090Liang, Xiaoqing; Peng, Xiaofan; Guo, Junyi 2 2014 Ruin probabilities in Cox risk models with two dependent classes of business. Zbl 1120.60069Guo, Jun Yi; Yuen, Kam C.; Zhou, Ming 2 2007 Ruin probabilities under optimal combining quota-share and excess of loss reinsurance. Zbl 1237.62155Liang, Zhibin; Guo, Junyi 2 2010 Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs. Zbl 1254.91283Wu, Yi-dong; Guo, Jun-yi 2 2012 The direct and inverse problem for an inclusion within a heat-conducting layered medium. Zbl 1361.65074Guo, J.; Yan, G.; Zhou, J. 2 2017 Deformation and stress intensities of an interfacial craze with nonlinear fibrils. Zbl 1010.74020Xiao, Z. M.; Guo, J. Y. 1 2000 Local extinction of super-Brownian motion on Sierpiński gasket. Zbl 0917.60087Guo, Junyi 1 1998 The behavior of super-Brownian motion near extinction. Zbl 0915.60078Guo, Junyi; Wu, Rong 1 1998 Super Brownian motion on the Sierpiński gasket with point catalytic medium. Zbl 1009.60072Guo, Junyi; Wu, Rong 1 1997 Optimal investment, consumption, and life insurance in an incomplete market. Zbl 1397.91292Liang, Xiaoqing; Guo, Junyi 1 2016 Ruin probabilities for a risk model with two classes of claims. Zbl 1201.91093Lv, Tong Ling; Guo, Jun Yi; Zhang, Xin 1 2010 Some results behind dividend problems. Zbl 1151.91061Zhou, Ming; Wei, Li; Guo, Junyi 1 2006 Analysis of a sector crack in a three-dimensional Voronoi polycrystal with microstructural stresses. Zbl 1110.74761Wu, M. S.; Guo, J. 1 2000 Classical risk model with threshold dividend strategy. Zbl 1174.60037Zhou, Ming; Guo, Junyi 1 2008 Optimal investment for an insurer with multiple risky assets under mean-variance criterion. Zbl 1151.91483Bi, Junna; Guo, Junyi 1 2008 Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes. Zbl 1226.91021Bi, Junna; Guo, Junyi 1 2010 Active control of a moving noise source-effect of off-axis source position. Zbl 1237.93123Guo, J.; Pan, J.; Hodgson, M. 1 2002 Optimal investment and proportional reinsurance in the Sparre Andersen model. Zbl 1269.93135Liang, Zhibin; Guo, Junyi 1 2012 Optimal singular dividend problem under the Sparre Andersen model. Zbl 1434.49025Tian, Linlin; Bai, Lihua; Guo, Junyi 1 2020 A stochastic maximum principle for processes driven by \(G\)-Brownian motion and applications to finance. Zbl 1386.49038Sun, Zhongyang; Zhang, Xin; Guo, Junyi 1 2017 Lundberg-type inequalities for non-homogeneous risk models. Zbl 1465.91034Zhou, Qianqian; Sakhanenko, Alexander; Guo, Junyi 1 2020 A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling. Zbl 1427.91243Sun, Zhongyang; Yuen, Kam Chuen; Guo, Junyi 8 2020 Interval estimation of the ruin probability in the classical compound Poisson risk model. Zbl 07160702You, Honglong; Guo, Junyi; Jiang, Jiancheng 3 2020 Optimal singular dividend problem under the Sparre Andersen model. Zbl 1434.49025Tian, Linlin; Bai, Lihua; Guo, Junyi 1 2020 Lundberg-type inequalities for non-homogeneous risk models. Zbl 1465.91034Zhou, Qianqian; Sakhanenko, Alexander; Guo, Junyi 1 2020 Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility. Zbl 1417.91285Sun, Zhongyang; Guo, Junyi 11 2018 Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming. Zbl 1408.91243Sun, Zhongyang; Guo, Junyi; Zhang, Xin 4 2018 Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion. Zbl 1380.91088Zhou, Jieming; Yang, Xiangqun; Guo, Junyi 7 2017 The direct and inverse problem for an inclusion within a heat-conducting layered medium. Zbl 1361.65074Guo, J.; Yan, G.; Zhou, J. 2 2017 A stochastic maximum principle for processes driven by \(G\)-Brownian motion and applications to finance. Zbl 1386.49038Sun, Zhongyang; Zhang, Xin; Guo, Junyi 1 2017 Optimal control with restrictions for a diffusion risk model under constant interest force. Zbl 1334.91041Peng, Xiaofan; Bai, Lihua; Guo, Junyi 4 2016 Optimal investment, consumption, and life insurance in an incomplete market. Zbl 1397.91292Liang, Xiaoqing; Guo, Junyi 1 2016 Expected discounted dividends in a discrete semi-Markov risk model. Zbl 1293.91093Chen, Mi; Guo, Junyi; Wu, Xueyuan 6 2014 Survival probabilities in a discrete semi-Markov risk model. Zbl 1410.91260Chen, Mi; Yuen, Kam Chuen; Guo, Junyi 6 2014 Optimal time-consistent portfolio and contribution selection for defined benefit pension schemes under mean-variance criterion. Zbl 1302.93243Liang, Xiaoqing; Bai, Lihua; Guo, Junyi 5 2014 On nearly \(\mathcal M\)-supplemented subgroups of finite groups. Zbl 1316.20014Guo, J.; Zhang, J.; Miao, L. 2 2014 Optimal investment, consumption and timing of annuity purchase under a preference change. Zbl 1308.91090Liang, Xiaoqing; Peng, Xiaofan; Guo, Junyi 2 2014 Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer. Zbl 1266.91093Bi, Junna; Guo, Junyi 29 2013 Optimal dividend problem with a nonlinear regular-singular stochastic control. Zbl 1284.91213Chen, Mi; Peng, Xiaofan; Guo, Junyi 11 2013 Optimal dividend and equity issuance problem with proportional and fixed transaction costs. Zbl 1285.91065Peng, Xiaofan; Chen, Mi; Guo, Junyi 19 2012 Markovian regime-switching market completion using additional Markov jump assets. Zbl 1280.91078Zhang, Xin; Elliott, Robert J.; Siu, Tak Kuen; Guo, Junyi 2 2012 Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs. Zbl 1254.91283Wu, Yi-dong; Guo, Jun-yi 2 2012 Optimal investment and proportional reinsurance in the Sparre Andersen model. Zbl 1269.93135Liang, Zhibin; Guo, Junyi 1 2012 Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. Zbl 1218.91084Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi 47 2011 Optimal investment and proportional reinsurance with constrained control variables. Zbl 1237.91133Liang, Zhibin; Bai, Lihua; Guo, Junyi 17 2011 Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility. Zbl 1232.93100Liang, Zhibin; Guo, Junyi 16 2011 Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer. Zbl 1237.91123Bi, Junna; Guo, Junyi; Bai, Lihua 5 2011 Optimal dividend strategies in discrete risk model with capital injections. Zbl 1274.91476Wu, Yidong; Guo, Junyi; Tang, Lian 3 2011 Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection. Zbl 1214.93118Bai, Lihua; Guo, Junyi 20 2010 Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes. Zbl 1224.91043Bai, Lihua; Guo, Junyi 17 2010 Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes. Zbl 1208.91060Bai, Lihua; Guo, Junyi; Zhang, Huayue 13 2010 Optimal proportional reinsurance under two criteria: maximizing the expected utility and minimizing the value at risk. Zbl 1211.91150Liang, Zhibin; Guo, Junyi 4 2010 Ruin probabilities under optimal combining quota-share and excess of loss reinsurance. Zbl 1237.62155Liang, Zhibin; Guo, Junyi 2 2010 Ruin probabilities for a risk model with two classes of claims. Zbl 1201.91093Lv, Tong Ling; Guo, Jun Yi; Zhang, Xin 1 2010 Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes. Zbl 1226.91021Bi, Junna; Guo, Junyi 1 2010 Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint. Zbl 1147.93046Bai, Lihua; Guo, Junyi 112 2008 Upper bound for ruin probabilities under optimal investment and proportional reinsurance. Zbl 1199.91088Liang, Zhibin; Guo, Junyi 21 2008 On a risk model with dependence between claim sizes and claim intervals. Zbl 1284.91258Meng, Qingbin; Zhang, Xin; Guo, Junyi 9 2008 On a risk model with debit interest and dividend payments. Zbl 1169.62089Yuen, Kam-Chuen; Zhou, Ming; Guo, Junyi 9 2008 Classical risk model with threshold dividend strategy. Zbl 1174.60037Zhou, Ming; Guo, Junyi 1 2008 Optimal investment for an insurer with multiple risky assets under mean-variance criterion. Zbl 1151.91483Bi, Junna; Guo, Junyi 1 2008 Optimal combinational quota-share and excess-of-loss reinsurance policies in a dynamic setting. Zbl 1152.91039Zhang, Xin; Zhou, Ming; Guo, Junyi 29 2007 The compound binomial risk model with time-correlated claims. Zbl 1119.91059Xiao, Yuntao; Guo, Junyi 27 2007 Optimal proportional reinsurance and ruin probability. Zbl 1253.60092Liang, Zhibin; Guo, Junyi 21 2007 Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach. Zbl 1141.93064Bai, Lihua; Guo, Junyi 4 2007 Ruin probabilities in Cox risk models with two dependent classes of business. Zbl 1120.60069Guo, Jun Yi; Yuen, Kam C.; Zhou, Ming 2 2007 On the first time of ruin in the bivariate compound Poisson model. Zbl 1095.62120Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan 38 2006 Some results on the compound Markov binomial model. Zbl 1144.91036Yuen, Kam-Chuen; Guo, Junyi 11 2006 The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate. Zbl 1161.60334Zhang, H. Y.; Zhou, M.; Guo, J. Y. 7 2006 Discrete risk model revisited. Zbl 1098.91074Liu, S. X.; Guo, J. Y. 3 2006 Estimation of a source term in a two-dimensional heat transfer problem: application to an electron beam welding. Zbl 1112.80010Guo, J.; Le Masson, P.; Artioukhine, E.; Loulou, T.; Rogeon, P.; Carin, M.; Dumons, M.; Costa, J. 2 2006 A piezoelectric inhomogeneity interacting with a branched crack. Zbl 1198.74077Xiao, Z. M.; Guo, J. Y.; Weng, G. J. 2 2006 Some results behind dividend problems. Zbl 1151.91061Zhou, Ming; Wei, Li; Guo, Junyi 1 2006 On ultimate ruin in a delayed-claims risk model. Zbl 1074.60089Yuen, Kam C.; Guo, Junyi; Ng, Kai W. 35 2005 An almost-linear time and linear space algorithm for the longest common subsequence problem. Zbl 1192.68827Guo, J. Y.; Hwang, F. K. 4 2005 Wide-sense nonblocking for symmetric or asymmetric 3-stage Clos networks under various routing strategies. Zbl 1077.68003Chang, F. H.; Guo, J. Y.; Hwang, F. K.; Lin, C. K. 2 2004 On a correlated aggregate claims model with Poisson and Erlang risk processes. Zbl 1074.91566Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan 38 2002 Active control of a moving noise source-effect of off-axis source position. Zbl 1237.93123Guo, J.; Pan, J.; Hodgson, M. 1 2002 Ruin probabilities for time-correlated claims in the compound binomial model. Zbl 1074.91032Yuen, K. C.; Guo, J. Y. 49 2001 Deformation and stress intensities of an interfacial craze with nonlinear fibrils. Zbl 1010.74020Xiao, Z. M.; Guo, J. Y. 1 2000 Analysis of a sector crack in a three-dimensional Voronoi polycrystal with microstructural stresses. Zbl 1110.74761Wu, M. S.; Guo, J. 1 2000 Local extinction of super-Brownian motion on Sierpiński gasket. Zbl 0917.60087Guo, Junyi 1 1998 The behavior of super-Brownian motion near extinction. Zbl 0915.60078Guo, Junyi; Wu, Rong 1 1998 SPH-distributions and the rectangle-iterative algorithm. Zbl 0872.60072Shi, D. H.; Guo, J.; Liu, L. 8 1997 Super Brownian motion on the Sierpiński gasket with point catalytic medium. Zbl 1009.60072Guo, Junyi; Wu, Rong 1 1997 Three-point transition functions for two-parameter Markov chains and their four systems of partial differential equations. Zbl 0758.60071Guo, Junyi; Yang, Xiangqun 2 1992 all cited Publications top 5 cited Publications all top 5 Cited by 511 Authors 34 Yuen, Kam Chuen 26 Guo, Junyi 23 Liang, Zhibin 15 Zeng, Yan 14 Zhao, Hui 13 Sun, Zhongyang 13 Zhou, Ming 12 Li, Danping 10 Li, Zhongfei 10 Rong, Ximin 10 Yao, Dingjun 10 Zhang, Xin 9 Chen, Mi 9 Huang, Ya 9 Jin, Zhuo 9 Wang, Rongming 9 Zhou, Jieming 8 Chen, Ping 8 Peng, Xingchun 8 Yang, Hailiang 7 Shen, Yang 7 Siu, Tak Kuen 7 Xu, Lin 7 Yang, Peng 7 Zhang, Nan 6 Bai, Lihua 6 Bi, Junna 6 Cai, Jun 6 Deng, Yingchun 6 Gu, Ailing 6 Hu, Yijun 6 Li, Jinzhu 6 Li, Shuanming 6 Meng, Hui 6 Qian, Linyi 6 Xie, Jiehua 6 Yang, Xiangqun 6 Yin, Chuancun 6 Young, Virginia R. 6 Zhang, Caibin 6 Zhang, Zhimin 6 Zou, Wei 5 Deng, Chao 5 Fu, Ke’ang 5 Landriault, David 5 Marceau, Étienne 5 Palmowski, Zbigniew 5 Wang, Wenyuan 5 Wu, Rong 5 Xiao, Helu 5 Xiong, Jie 5 Yang, Hu 5 Zhang, Shuaiqi 5 Zhou, Zhongbao 4 Bai, Yanfei 4 Cheung, Eric C. K. 4 Cossette, Hélène 4 Gao, Jianwei 4 Liang, Xiaoqing 4 Liang, Zongxia 4 Lin, Xiang 4 Tan, Jiyang 4 Wang, Guojing 4 Woo, Jae-Kyung 4 Yang, Yang 4 Yao, Haixiang 4 Zhao, Yongxia 3 A, Chunxiang 3 Badescu, Andrei L. 3 Chadjiconstantinidis, Stathis 3 Chen, Fenge 3 Chen, Shumin 3 Chen, Zhiping 3 Cheng, Gongpin 3 Gao, Qingwu 3 Gao, Rui 3 Gu, Mengdi 3 Guan, Guohui 3 Han, Xia 3 Li, Bin 3 Li, Qicai 3 Liu, He 3 Meng, Qingbin 3 Menoukeu Pamen, Olivier 3 Papaioannou, Apostolos D. 3 Pun, Chi Seng 3 Sakai, Yoshifumi 3 Sun, Jingyun 3 Viens, Frederi G. 3 Wang, Ning 3 Wang, Yajie 3 Weng, Chengguo 3 Wong, Hoi Ying 3 Zhang, Lianzeng 3 Zhang, Yan 3 Zhu, Huiming 3 Zhu, Jinxia 2 Albrecher, Hansjörg 2 Baltas, Ioannis D. 2 Bao, Zhenhua ...and 411 more Authors all top 5 Cited in 87 Serials 87 Insurance Mathematics & Economics 32 Journal of Computational and Applied Mathematics 31 Communications in Statistics. Theory and Methods 25 Scandinavian Actuarial Journal 23 Journal of Industrial and Management Optimization 13 Statistics & Probability Letters 12 Acta Mathematicae Applicatae Sinica. English Series 9 Journal of Applied Probability 9 Mathematical Problems in Engineering 8 Applied Stochastic Models in Business and Industry 7 Stochastic Analysis and Applications 7 Mathematical Methods of Operations Research 6 Acta Mathematica Sinica. English Series 6 Methodology and Computing in Applied Probability 6 Journal of Systems Science and Complexity 6 ASTIN Bulletin 5 Applied Mathematics and Computation 5 Optimization 5 Applied Mathematics. Series B (English Edition) 5 Discrete Dynamics in Nature and Society 5 The ANZIAM Journal 4 Journal of Mathematical Analysis and Applications 4 Theoretical Computer Science 4 European Journal of Operational Research 4 European Actuarial Journal 3 Applied Mathematics and Optimization 3 Journal of Optimization Theory and Applications 3 SIAM Journal on Control and Optimization 3 Optimal Control Applications & Methods 3 Annals of Operations Research 3 Stochastic Models 3 Journal of Applied Mathematics and Computing 3 North American Actuarial Journal 3 Frontiers of Mathematics in China 3 Mathematical Control and Related Fields 2 International Journal of Control 2 Mathematical Methods in the Applied Sciences 2 Probability and Mathematical Statistics 2 Journal of Economic Dynamics & Control 2 Mathematical and Computer Modelling 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 Nonlinear Analysis. Modelling and Control 2 Advances in Difference Equations 2 Stochastics 2 Journal of the Korean Statistical Society 2 Science China. Mathematics 1 Computers & Mathematics with Applications 1 Information Processing Letters 1 Journal of Engineering Mathematics 1 Theory of Probability and its Applications 1 Annals of the Institute of Statistical Mathematics 1 Journal of Multivariate Analysis 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 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 Random Operators and Stochastic Equations 1 Opuscula Mathematica 1 Wuhan University Journal of Natural Sciences (WUJNS) 1 International Journal of Theoretical and Applied Finance 1 Statistical Inference for Stochastic Processes 1 Probability in the Engineering and Informational Sciences 1 RAIRO. Operations Research 1 Quantitative Finance 1 Journal of Applied Mathematics 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 SIAM Journal on Applied Dynamical Systems 1 Optimization Letters 1 SIAM Journal on Financial Mathematics 1 ISRN Mathematical Analysis 1 Numerical Algebra, Control and Optimization 1 Arabian Journal of Mathematics 1 Journal of the Operations Research Society of China 1 Journal of Dynamics and Games 1 Dependence Modeling 1 Modern Stochastics. Theory and Applications 1 AIMS Mathematics all top 5 Cited in 24 Fields 375 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 196 Probability theory and stochastic processes (60-XX) 145 Systems theory; control (93-XX) 99 Statistics (62-XX) 30 Calculus of variations and optimal control; optimization (49-XX) 25 Operations research, mathematical programming (90-XX) 8 Integral equations (45-XX) 5 Partial differential equations (35-XX) 5 Computer science (68-XX) 3 Combinatorics (05-XX) 3 Operator theory (47-XX) 3 Numerical analysis (65-XX) 3 Mathematics education (97-XX) 2 Functional analysis (46-XX) 1 General and overarching topics; collections (00-XX) 1 Potential theory (31-XX) 1 Ordinary differential equations (34-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 Global analysis, analysis on manifolds (58-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