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Author ID: wang.guojing Recent zbMATH articles by "Wang, Guojing"
Published as: Wang, Guojing; Wang, Guo-jing

Publications by Year

Citations contained in zbMATH Open

48 Publications have been cited 371 times in 262 Documents Cited by Year
Distributions for the risk process with a stochastic return on investments. Zbl 1064.91051
Wang, Guojing; Wu, Rong
39
2001
A shock model with two-type failures and optimal replacement policy. Zbl 1085.90016
Wang, G. J.; Zhang, Y. L.
38
2005
Some distributions for classical risk process that is perturbed by diffusion. Zbl 0961.62095
Wang, Guojing; Wu, Rong
33
2000
Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model. Zbl 1231.91414
Tang, Qihe; Wang, Guojing; Yuen, Kam C.
33
2010
A decomposition of the ruin probability for the risk process perturbed by diffusion. Zbl 0993.60087
Wang, Guojing
33
2001
The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier. Zbl 1273.91456
Yuen, Kam C.; Wang, Guojing; Li, Wai K.
33
2007
On a correlated aggregate claims model with thinning-dependence structure. Zbl 1120.62095
Wang, Guojing; Yuen, Kam C.
29
2005
On a reduced form credit risk model with common shock and regime switching. Zbl 1285.91140
Liang, Xue; Wang, Guojing
23
2012
Ruin probabilities for a risk process with stochastic return on investments. Zbl 1075.91029
Yuen, Kam C.; Wang, Guojing; Ng, Kai W.
22
2004
On the renewal risk process with stochastic interest. Zbl 1109.60071
Yuen, Kam C.; Wang, Guojing; Wu, Rong
22
2006
The joint density function of three characteristics on jump-diffusion risk process. Zbl 1066.91063
Zhang, Chunsheng; Wang, Guojing
19
2003
Joint distributions of some actuarial random vectors containing the time of ruin. Zbl 1024.62045
Wu, Rong; Wang, Guojing; Wei, Li
15
2003
Replacement problems for a cold standby repairable system. Zbl 1126.90324
Zhang, Y. L.; Wang, G. J.; Ji, Z. C.
14
2006
On a joint distribution for the risk process with constant interest force. Zbl 1110.62149
Wu, Rong; Wang, Guojing; Zhang, Chunsheng
10
2005
The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest. Zbl 1141.91551
Wang, Guojing; Wu, Rong
10
2008
On a multi-dimensional risk model with regime switching. Zbl 1369.91099
Wang, Guanqing; Wang, Guojing; Yang, Hailiang
8
2016
Some ruin problems for a risk process with stochastic interest. Zbl 1145.60320
Yuen, Kam-Chuen; Wang, Guojing
7
2005
Ruin theory for the risk process described by PDMPs. Zbl 1023.62108
Wang, Guo-jing; Zhang, Chun-sheng; Wu, Rong
6
2003
Pricing the zero-coupon bond and its fair premium under a structural credit risk model with jumps. Zbl 1217.91195
Dong, Yinghui; Wang, Guojing; Wu, Rong
5
2011
Ruin probability for renewal risk model with negative risk sums. Zbl 1135.91367
Dong, Yinghui; Wang, Guojing
5
2006
On a compound assets model with positive jumps. Zbl 1164.91029
Dong, Yinghui; Wang, Guojing
5
2008
A reduced-form model for correlated defaults with regime-switching shot noise intensities. Zbl 1343.60117
Dong, Yinghui; Yuen, Kam C.; Wang, Guojing; Wu, Chongfeng
5
2016
A constant interest risk model with tax payments. Zbl 1231.91246
Wang, Shanshan; Zhang, Chunsheng; Wang, Guojing
5
2010
Pricing credit default swaps with bilateral counterparty risk in a reduced form model with Markov regime switching. Zbl 1410.91473
Liang, Xue; Wang, Guojing; Li, Hong
5
2014
On the renewal risk model under a threshold strategy. Zbl 1170.91014
Dong, Yinghui; Wang, Guojing; Yuen, Kam C.
4
2009
A contagion model with Markov regime-switching intensities. Zbl 1343.60116
Dong, Yinghui; Wang, Guojing
4
2014
Pricing credit derivatives under a correlated regime-switching hazard processes model. Zbl 1361.91060
Dong, Yinghui; Yuen, Kam Chuen; Wang, Guojing
4
2017
On the expected discounted penalty function in a delayed-claims risk model. Zbl 1355.60111
Meng, Hui; Wang, Guo-jing
4
2012
Optimal reinsurance and investment problem in a defaultable market. Zbl 1390.91200
Ma, Jianjing; Wang, Guojing; Yuan, George Xianzhi
3
2018
Optimal asset allocation for participating contracts with mortality risk under minimum guarantee. Zbl 1511.91136
Wu, Sang; Dong, Yinghui; Lv, Wenxin; Wang, Guojing
3
2020
The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier. Zbl 07530016
Xu, Chao; Dong, Yinghui; Wang, Guojing
3
2019
A Markov regime switching jump-diffusion model for the pricing of portfolio credit derivatives. Zbl 1282.91339
Liang, Xue; Wang, Guojing; Dong, Yinghui
3
2013
A regime-switching model with jumps and its application to bond pricing and insurance. Zbl 1352.60111
Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen
2
2016
Sequential linear-quadratic method for differential games with air combat applications. Zbl 1048.91016
Mukai, H.; Tanikawa, A.; Tunay, İ.; Ozcan, İ. A.; Katz, I. N.; Schättler, H.; Rinaldi, P.; Wang, G. J.; Yang, L.; Sawada, Y.
2
2003
Optimal asset allocation for participating contracts under the VaR and PI constraint. Zbl 1433.91129
Dong, Yinghui; Wu, Sang; Lv, Wenxin; Wang, Guojing
2
2020
Correlated default models driven by a multivariate regime-switching shot noise process. Zbl 07110050
Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen
2
2018
On the joint distribution for a kind of Cox risk process. Zbl 1240.91062
Song, Min; Wu, Rong; Wang, Guojing
1
2010
Expected discounted penalty function for a thinning risk model. Zbl 1212.91044
Pan, Jie; Wang, Guojing
1
2009
A generalization of risk model perturbed by diffusion. Zbl 1042.91538
Wang, Guojing; Wu, Rong
1
1999
Ruin problem for a class of risk processes perturbed by diffusion. Zbl 1015.60045
Si, Jiandong; Wang, Zhenyu; Wang, Guojing
1
2002
Distribution of deficit at ruin for a PDMP insurance risk model. Zbl 1045.62109
Wang, Guojing; Qian, Suping; Wu, Rong
1
2003
Ruin probability for the risk process with correlated negative risk sums. Zbl 1155.62462
Dong, Yinghui; Wang, Guojing
1
2004
The dependence of assets and default threshold with thinning-dependence structure. Zbl 1364.49020
Dong, Yinghui; Wang, Guojing
1
2012
Some results for classical risk process with stochastic return on investments. Zbl 1023.62107
Wang, Guo-jing; Wu, Rong
1
2002
The joint distribution for the classical risk model. Zbl 1022.62104
Wu, Rong; Zhang, Chunsheng; Wang, Guojing
1
2002
Pricing dynamic fund protection under a regime-switching jump-diffusion model with stochastic protection level. Zbl 1476.91194
Xu, Chao; Dong, Yinghui; Tian, Zhaolu; Wang, Guojing
1
2020
Fair valuation of life insurance contracts under a two-sided jump diffusion model. Zbl 1277.91082
Dong, Yinghui; Wang, Guojing
1
2013
Unilateral counterparty risk valuation for CDS under a regime switching interacting intensities model. Zbl 1282.91358
Dong, Yinghui; Liang, Xue; Wang, Guojing
1
2012
Optimal asset allocation for participating contracts with mortality risk under minimum guarantee. Zbl 1511.91136
Wu, Sang; Dong, Yinghui; Lv, Wenxin; Wang, Guojing
3
2020
Optimal asset allocation for participating contracts under the VaR and PI constraint. Zbl 1433.91129
Dong, Yinghui; Wu, Sang; Lv, Wenxin; Wang, Guojing
2
2020
Pricing dynamic fund protection under a regime-switching jump-diffusion model with stochastic protection level. Zbl 1476.91194
Xu, Chao; Dong, Yinghui; Tian, Zhaolu; Wang, Guojing
1
2020
The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier. Zbl 07530016
Xu, Chao; Dong, Yinghui; Wang, Guojing
3
2019
Optimal reinsurance and investment problem in a defaultable market. Zbl 1390.91200
Ma, Jianjing; Wang, Guojing; Yuan, George Xianzhi
3
2018
Correlated default models driven by a multivariate regime-switching shot noise process. Zbl 07110050
Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen
2
2018
Pricing credit derivatives under a correlated regime-switching hazard processes model. Zbl 1361.91060
Dong, Yinghui; Yuen, Kam Chuen; Wang, Guojing
4
2017
On a multi-dimensional risk model with regime switching. Zbl 1369.91099
Wang, Guanqing; Wang, Guojing; Yang, Hailiang
8
2016
A reduced-form model for correlated defaults with regime-switching shot noise intensities. Zbl 1343.60117
Dong, Yinghui; Yuen, Kam C.; Wang, Guojing; Wu, Chongfeng
5
2016
A regime-switching model with jumps and its application to bond pricing and insurance. Zbl 1352.60111
Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen
2
2016
Pricing credit default swaps with bilateral counterparty risk in a reduced form model with Markov regime switching. Zbl 1410.91473
Liang, Xue; Wang, Guojing; Li, Hong
5
2014
A contagion model with Markov regime-switching intensities. Zbl 1343.60116
Dong, Yinghui; Wang, Guojing
4
2014
A Markov regime switching jump-diffusion model for the pricing of portfolio credit derivatives. Zbl 1282.91339
Liang, Xue; Wang, Guojing; Dong, Yinghui
3
2013
Fair valuation of life insurance contracts under a two-sided jump diffusion model. Zbl 1277.91082
Dong, Yinghui; Wang, Guojing
1
2013
On a reduced form credit risk model with common shock and regime switching. Zbl 1285.91140
Liang, Xue; Wang, Guojing
23
2012
On the expected discounted penalty function in a delayed-claims risk model. Zbl 1355.60111
Meng, Hui; Wang, Guo-jing
4
2012
The dependence of assets and default threshold with thinning-dependence structure. Zbl 1364.49020
Dong, Yinghui; Wang, Guojing
1
2012
Unilateral counterparty risk valuation for CDS under a regime switching interacting intensities model. Zbl 1282.91358
Dong, Yinghui; Liang, Xue; Wang, Guojing
1
2012
Pricing the zero-coupon bond and its fair premium under a structural credit risk model with jumps. Zbl 1217.91195
Dong, Yinghui; Wang, Guojing; Wu, Rong
5
2011
Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model. Zbl 1231.91414
Tang, Qihe; Wang, Guojing; Yuen, Kam C.
33
2010
A constant interest risk model with tax payments. Zbl 1231.91246
Wang, Shanshan; Zhang, Chunsheng; Wang, Guojing
5
2010
On the joint distribution for a kind of Cox risk process. Zbl 1240.91062
Song, Min; Wu, Rong; Wang, Guojing
1
2010
On the renewal risk model under a threshold strategy. Zbl 1170.91014
Dong, Yinghui; Wang, Guojing; Yuen, Kam C.
4
2009
Expected discounted penalty function for a thinning risk model. Zbl 1212.91044
Pan, Jie; Wang, Guojing
1
2009
The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest. Zbl 1141.91551
Wang, Guojing; Wu, Rong
10
2008
On a compound assets model with positive jumps. Zbl 1164.91029
Dong, Yinghui; Wang, Guojing
5
2008
The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier. Zbl 1273.91456
Yuen, Kam C.; Wang, Guojing; Li, Wai K.
33
2007
On the renewal risk process with stochastic interest. Zbl 1109.60071
Yuen, Kam C.; Wang, Guojing; Wu, Rong
22
2006
Replacement problems for a cold standby repairable system. Zbl 1126.90324
Zhang, Y. L.; Wang, G. J.; Ji, Z. C.
14
2006
Ruin probability for renewal risk model with negative risk sums. Zbl 1135.91367
Dong, Yinghui; Wang, Guojing
5
2006
A shock model with two-type failures and optimal replacement policy. Zbl 1085.90016
Wang, G. J.; Zhang, Y. L.
38
2005
On a correlated aggregate claims model with thinning-dependence structure. Zbl 1120.62095
Wang, Guojing; Yuen, Kam C.
29
2005
On a joint distribution for the risk process with constant interest force. Zbl 1110.62149
Wu, Rong; Wang, Guojing; Zhang, Chunsheng
10
2005
Some ruin problems for a risk process with stochastic interest. Zbl 1145.60320
Yuen, Kam-Chuen; Wang, Guojing
7
2005
Ruin probabilities for a risk process with stochastic return on investments. Zbl 1075.91029
Yuen, Kam C.; Wang, Guojing; Ng, Kai W.
22
2004
Ruin probability for the risk process with correlated negative risk sums. Zbl 1155.62462
Dong, Yinghui; Wang, Guojing
1
2004
The joint density function of three characteristics on jump-diffusion risk process. Zbl 1066.91063
Zhang, Chunsheng; Wang, Guojing
19
2003
Joint distributions of some actuarial random vectors containing the time of ruin. Zbl 1024.62045
Wu, Rong; Wang, Guojing; Wei, Li
15
2003
Ruin theory for the risk process described by PDMPs. Zbl 1023.62108
Wang, Guo-jing; Zhang, Chun-sheng; Wu, Rong
6
2003
Sequential linear-quadratic method for differential games with air combat applications. Zbl 1048.91016
Mukai, H.; Tanikawa, A.; Tunay, İ.; Ozcan, İ. A.; Katz, I. N.; Schättler, H.; Rinaldi, P.; Wang, G. J.; Yang, L.; Sawada, Y.
2
2003
Distribution of deficit at ruin for a PDMP insurance risk model. Zbl 1045.62109
Wang, Guojing; Qian, Suping; Wu, Rong
1
2003
Ruin problem for a class of risk processes perturbed by diffusion. Zbl 1015.60045
Si, Jiandong; Wang, Zhenyu; Wang, Guojing
1
2002
Some results for classical risk process with stochastic return on investments. Zbl 1023.62107
Wang, Guo-jing; Wu, Rong
1
2002
The joint distribution for the classical risk model. Zbl 1022.62104
Wu, Rong; Zhang, Chunsheng; Wang, Guojing
1
2002
Distributions for the risk process with a stochastic return on investments. Zbl 1064.91051
Wang, Guojing; Wu, Rong
39
2001
A decomposition of the ruin probability for the risk process perturbed by diffusion. Zbl 0993.60087
Wang, Guojing
33
2001
Some distributions for classical risk process that is perturbed by diffusion. Zbl 0961.62095
Wang, Guojing; Wu, Rong
33
2000
A generalization of risk model perturbed by diffusion. Zbl 1042.91538
Wang, Guojing; Wu, Rong
1
1999
all top 5

Cited by 345 Authors

28 Yuen, Kam Chuen
25 Wang, Guojing
21 Wu, Rong
12 Yin, Chuancun
10 Dong, Yinghui
10 Yang, Hailiang
9 Liang, Zhibin
8 Zhang, Zhimin
7 Li, Shuanming
7 Wang, Dingcheng
7 Wang, Kaiyong
7 Yang, Yang
7 Zhang, Chunsheng
6 Guo, Fenglong
6 He, Jingmin
5 Cai, Jun
5 Hu, Yijun
5 Liu, Zaiming
5 Zhang, Yan
4 Feng, Runhuan
4 Guo, Jie
4 Landriault, David
4 Liang, Xue
4 Peng, Jiangyan
4 Qian, Xiaosong
4 Tang, Qihe
4 Tsai, Cary Chi-Liang
4 Wang, Wenyuan
4 Willmot, Gordon E.
4 Zhao, Peibiao
4 Zhou, Ming
3 Cheung, Eric C. K.
3 Fu, Ke’ang
3 Gao, Zhongqin
3 Guo, Junyi
3 Kabanov, Yuriĭ Mikhaĭlovich
3 Li, Jinzhu
3 Lu, Yuhua
3 Wang, Rongming
3 Wang, Wei
3 Wen, Yuzhen
3 Wu, Xueyuan
3 Yuan, Haili
3 Zhou, Jieming
2 Bazyari, Abouzar
2 Belkina, Tat’yana Andreevna
2 Bi, Junna
2 Chen, Mi
2 Chen, Yu
2 Deng, Yingchun
2 Dharmaraja, Selvamuthu
2 Gao, Heli
2 Gao, Qingwu
2 Gerber, Hans U.
2 Grandits, Peter
2 Han, Xia
2 Hu, Kang
2 Hüsler, Jürg
2 Konstantinides, Dimitrios G.
2 Li, Bo
2 Liu, Donghai
2 Liu, Junfeng
2 Liu, Xijun
2 Lu, Yi
2 Meng, Hui
2 Ming, Ruixing
2 Ng, Cheuk Yin Andrew
2 Pasricha, Puneet
2 Rabehasaina, Landy
2 Usábel, Miguel A.
2 Wang, Bingbing
2 Wang, Chunwei
2 Wang, Wensheng
2 Wei, Li
2 Xu, Chao
2 Xu, Lin
2 Xun, Baoyin
2 Yang, Hu
2 Yao, Dingjun
2 Zhang, Lianzeng
2 Zhang, WeiPing
2 Zhi, Kangquan
2 Zhou, Xiaowen
1 Adékambi, Franck
1 Agarwal, Ankush
1 Albrecher, Hansjörg
1 Anastasiadis, Simon
1 Avanzi, Benjamin
1 Avram, Florin
1 Bai, Lihua
1 Ballestra, Luca Vincenzo
1 Boxma, Onno Johan
1 Cang, Yuquan
1 Cha, Ji Hwan
1 Chadjiconstantinidis, Stathis
1 Chen, Lamei
1 Chen, Zhiping
1 Cheng, Dongya
1 Cheng, Ming
1 Cheng, Yangjin
...and 245 more Authors
all top 5

Cited in 68 Serials

47 Insurance Mathematics & Economics
20 Communications in Statistics. Theory and Methods
13 Statistics & Probability Letters
12 Journal of Computational and Applied Mathematics
11 Acta Mathematicae Applicatae Sinica. English Series
11 Scandinavian Actuarial Journal
9 Methodology and Computing in Applied Probability
8 Journal of Industrial and Management Optimization
7 Stochastic Processes and their Applications
6 Applied Mathematics. Series B (English Edition)
6 North American Actuarial Journal
5 Journal of Applied Probability
5 Applied Stochastic Models in Business and Industry
5 Stochastic Models
5 ASTIN Bulletin
5 Frontiers of Mathematics in China
4 Applied Mathematics and Computation
4 Stochastics
3 Advances in Applied Probability
3 Journal of Mathematical Analysis and Applications
3 Stochastic Analysis and Applications
3 European Journal of Operational Research
3 Journal of Inequalities and Applications
3 Discrete Dynamics in Nature and Society
3 Acta Mathematica Sinica. English Series
3 Journal of the Korean Statistical Society
2 Journal of Statistical Physics
2 Theory of Probability and its Applications
2 Japan Journal of Industrial and Applied Mathematics
2 The Annals of Applied Probability
2 Abstract and Applied Analysis
2 Wuhan University Journal of Natural Sciences (WUJNS)
2 International Journal of Theoretical and Applied Finance
2 Probability in the Engineering and Informational Sciences
2 Journal of Systems Science and Complexity
2 Journal of Applied Mathematics
2 Science China. Mathematics
2 European Actuarial Journal
1 Lithuanian Mathematical Journal
1 Periodica Mathematica Hungarica
1 Journal of Statistical Planning and Inference
1 Mathematics of Operations Research
1 Bulletin of the Korean Mathematical Society
1 Applied Mathematics and Mechanics. (English Edition)
1 Chinese Journal of Applied Probability and Statistics
1 Mathematical and Computer Modelling
1 Annals of Operations Research
1 Computational Mathematics and Mathematical Physics
1 Applied Mathematical Modelling
1 Communications in Statistics. Simulation and Computation
1 Opuscula Mathematica
1 Mathematical Problems in Engineering
1 Finance and Stochastics
1 Mathematical Methods of Operations Research
1 Journal of Shanghai University
1 The ANZIAM Journal
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Journal of Applied Mathematics and Computing
1 Asia-Pacific Financial Markets
1 Computational Management Science
1 Advances in Difference Equations
1 Mathematics and Financial Economics
1 Acta Mathematica Sinica. Chinese Series
1 Journal of Mathematical Inequalities
1 Advances in Applied Mathematics and Mechanics
1 Journal of the Operations Research Society of China
1 AIMS Mathematics
1 Probability, Uncertainty and Quantitative Risk

Citations by Year