1.
The Nonparametric Estimation of Time-Dependent Diffusion Models;
时间相依利率扩散模型的非参数估计
2.
RUIN PROBLEMS FOR THE DISCRETE TIME INSURANCE RISK MODEL WITH DEPENDENT RATES;
利率相依的离散时间保险风险模型的破产问题
3.
A Joint Distribution for the Discrete Time Insurance Risk Model with Dependent Rates;
具有相依利息率的离散时间保险风险模型的一个联合分布
4.
The Duration of Ruin for the Risk Model under Interest Rates with Autoregressive Structure;
带相依利率结构风险模型的破产持续时间
5.
Ruin Probabilities in the Discrete Time Renewal Risk Model Under Constant Interest Rate;
常利率离散时间更新风险模型的破产概率
6.
On the Ruin Probability in a Discrete Time Risk Model with Stochastic Rates of Interest
具有随机利率的离散时间风险模型的破产概率
7.
The Study of Option Price Model under Jump-diffusion Process with Time-dependent Parameters;
期权在依赖时间参数下的跳—扩散定价模型的研究
8.
Some Recursive Formulas of Two Discrete Time Risk Models with Random Interest;
随机利率下离散时间风险模型的若干递推公式
9.
Bankruptcy problem in discrete time risk model with random rates of interest;
带随机利率离散时间风险模型的破产问题
10.
Ruin Problems for the Double Risk Model of Discrete Time with Constant Interest Force;
常利率环境双险种离散时间风险模型破产问题
11.
Study on the Discrete-time Delay Risk Model under Constant Interest
一类带常利率离散时间延迟风险模型的研究
12.
Ruin Problems for the Discrete Time Risk Model under Stochastic Rates of Interest
随机利率离散时间风险模型的破产问题
13.
Maximum Pseudo-Likelihood Estimation of Interest Rate Models for China Interbank Offer Rate;
中国银行间拆借利率扩散模型的极大拟似然估计
14.
An Empirical Analysis on the Dynamics of Repurchase Rate in China Inter-Bank Bond Market by Using Diffusion Models;
基于扩散模型的银行间债券市场回购利率动态的实证分析
15.
Discrete-time Queue System in Preemptive Priority and Dependent Case;
优先机制及相依型离散时间排队系统
16.
A discrete time risk model with random rates of interest in dration of ruin;
一类带随机利率离散时间风险模型的破产持续时间问题
17.
Ruin Probabilities for Discrete Time Risk Models with Markov Interest Rates
带马氏利率的离散时间风险模型的破产概率(英文)
18.
Pricing for a Jump-Diffusion Foreign Exchange Options with Interest Rate under Vasicek Model;
利率服从Vasicek模型的跳跃扩散外汇期权定价