2018

Authors	Publication
Calderin, E.	A note on parameter estimation in the composite Weibull–Pareto distribution. Risks, 6 (1), 11.
Dickson, D., Qazvini, M.	Ruin problems in Markov-modulated risk models. Annals of Actuarial Science, 12, 23-48
Li, S., Lu, Y.	On the moments and the distribution of aggregate discounted claims in a Markovian environment. Risks, 59 (6), 1-16.
Liu, Y., Li, J.	A Strategy for Hedging Risks Associated with Period and Cohort Effects Using q-Forwards. Insurance: Mathematics and Economics, 78, 267-285.
Gomez, E., Calderin, E.	Multivariate credibility in Bonus-Malus systems distinguishing between different types of claims. Risks, 6 (2), 34.
Gomez, E., Calderin, E.	Properties and applications of the Poisson-reciprocal Inverse Gaussian distribution. Journal of Statistical Computation and Simulation, 88 (2), 269-289.
Hillman, T., Zhang, N., Jin, Z.	Real-option valuation in a finitetime, incomplete market with jump diffusion and investor-utility inflation Risks, 6 (2), 51.
Jin, Z., Yang, H., Yin, G.	Approximation of optimal ergodic dividend strategies using controlled Markov chain IET Control Theory & Applications., 12 (16), 2194–2204.
Kang, M., Liu, Y., Li, J., Chan, W.	Mortality Forecasting for Multiple Populations: An Augmented Common Factor Model with a Penalized Log-Likelihood. Communications in Statistics – Case Studies and Data Analysis, 4, 118-141.
Qian, L., Chen, L., Jin, Z., Wang, R.	Optimal liability ratio and dividend payment strategies under catastrophic risk Journal of Industrial and Management Optimization, 14 (4), 1443–1461.
Qian, L., Jin, Z., Wang, W., Chen, L.	Pricing dynamic fund protections for a hyper-exponential jump diffusion process Communications in Statistics - Theory and Methods, 47 (1), 210–221.
Sarabia, J., Calderin, E.	Analytical expressions of risk quantities for composite models. Journal of Risk Model Validation, 12 (4), 75–101.
Tan, S., Jin, Z., Yin, G.	Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump diffusion model Nonlinear Analysis: Hybrid Systems, 27, 141–156.
Wang, W., Wu, X., Peng, X., Yuen, K.	A note on joint occupation times of spectrally negative Levy processes with tax Statistics and Probability Letters, 140, 13-22.
Wat, K., Yuen, K., Li, W., Wu, X.	On the compound binomial risk model with delayed claims and randomized dividends Risks, 6 (6), 13.
Wu, X., Yuen, K., Zhang, P.	Aggregate claim models with one-way and two-way dependence among individual claims. Statistics, Optimization and Information Computing, 6, 468-482.
Zhang, N., Jin, Z., Qian, L., Wang, R.	Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer Journal of Computational and Applied Mathematics, 342, 337– 351.
Zhang, Z.	Renewal sums under mixtures of exponentials. Applied Mathematics and Computation, 337, 281-301.
Zhao, Q., Jin, Z., Wei, J.	Optimal investment and dividend payment strategies with debt management and reinsurance Journal of Industrial and Management Optimization, 14 (4), 1323–1348.
Zhao, Q., Jin, Z., Wei, J.	Optimal debt ratio and dividend strategies with regime- switching Stochastic Models, 34 (4), 435–463.
Zhou, R., Li, J., Pai, J.	Evaluating Effectiveness of Rainfall Index Insurance. Agricultural Finance Review, 78, 611-625.