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Central University of Finance and Economics (CUFE)Beijing, China
RePEc:edi:cufeccn (more details at EDIRC)
Research outputJump to: Articles
- Wei, Xiao & Hu, Yijun, 2008. "Ruin probabilities for discrete time risk models with stochastic rates of interest," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 707-715, April.
- Privault, Nicolas & Wei, Xiao, 2004. "A Malliavin calculus approach to sensitivity analysis in insurance," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 679-690, December.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Wei, Xiao & Hu, Yijun, 2008.
"Ruin probabilities for discrete time risk models with stochastic rates of interest,"
Statistics & Probability Letters,
Elsevier, vol. 78(6), pages 707-715, April.
- Ilya Tkachev & Alessandro Abate, 2013. "Computation of ruin probabilities for general discrete-time Markov models," Papers 1308.5152, arXiv.org.
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