1.
Ruin probability in ARMA(p,q) stochastic interest rate model
ARMA(p,q)利率模型下的破产概率
2.
Analyzing repo rates in the inter-bank market with essential affine models;
银行间市场回购利率变化的利率模型解释
3.
The Module of Actuarial Present Value for Life Annuity under the MA(q) Stochastic Interest Rate Module;
利率模型为MA(q)时的生存年金精算现值模型
4.
Study on Pricing of Derivative Securities under Stochastic Interest Rate Model;
随机利率模型下衍生证券定价的研究
5.
Annuities under the ARMA(p,q) Stochastic Interest Rates;
ARMA(p,q)利率模型下的年金
6.
Study on pricing of European contingent claims when the interest rate obeys the Vasicek model;
Vasicek利率模型下欧式未定权益定价方法
7.
Comparison of Alternative Models of Short-Term Interest Rate under CKLS Framework;
CKLS框架下短期利率模型的比较分析
8.
Ruin Probabilities with Interest Rates in AR(m) Model;
利率服从AR（m）模型下的破产概率
9.
Risk Model with General Distribution Interest;
具有任意概率结构随机利率风险模型
10.
THE RUIN PROBABILITY OF DOUBLE POISSON MODEL WITH CONSTANT INTEREST;
带常利率的双Poisson模型的破产概率
11.
THE RUIN PROBABILITY FOR COX MODEL DISTURBED BY DIFFUSION UNDER THE CONSTANT INTEREST RATE;
常利率下带干扰的Cox模型的破产概率
12.
The Bankruptcy Probability of Time Surplus Model Based on Stochastic Interest;
随机利率下时间盈余模型的破产概率
13.
Ruin Probability for the Constant Real Interest Force Risk Model;
常利率风险模型的破产概率(英文)
14.
Arbitrage-Free Models of Continuous-Time Term Structure Models;
连续时间利率期限结构的无套利模型
15.
Modeling Yield Curves in the SSE with Two-Factor Affine and Gaussian Essential Affine Models;
仿射模型、广义仿射模型与上交所利率期限结构
16.
A Regime-Switching Model of Interest Rates Based on the Level Models;
一个基于水平模型的利率结构转换模型
17.
HJM Interest Rate Term Structure and Numerical Computation;
HJM利率期限结构模型与数值计算
18.
The Study on Actuary Model of Life Insurance under Stochastic Interest Rate;
随机利率下的人寿保险精算模型研究