Zobrazeno 1 - 10
of 32
pro vyhledávání: '"Xuyan Xiang"'
Autor:
Xuyan Xiang, Jieming Zhou
Publikováno v:
Mathematics, Vol 11, Iss 11, p 2448 (2023)
Long-term memory behavior is one of the most important phenomena that has appeared in the time series analysis. Different from most definitions of second-order properties, an excess entropy approach is developed for stationary time series to classify
Externí odkaz:
https://doaj.org/article/84dbf85c2e394b78ab81e8ec78566dc0
Publikováno v:
In Acta Mathematica Scientia September 2012 32(5):1703-1718
Publikováno v:
Communications in Statistics - Theory and Methods. 51:5653-5680
This article studies the optimal mean-variance reinsurance-investment selection for insurers with mispricing. Assuming that insurers wish to purchase proportional/excess-of-loss reinsurance and exc...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b1277a7000201acc288f2eb46354d4da
https://doi.org/10.1080/03610926.2020.1844239
https://doi.org/10.1080/03610926.2020.1844239
Publikováno v:
Communications in Statistics - Theory and Methods. 51:5241-5257
In this paper, we study a discrete interaction risk model with delayed claims and randomized dividends payable at a non-negative threshold level. The recursive formula and the defective renewal equ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a01eea31f8c63ff055c2b6e48278ce6c
https://doi.org/10.1080/03610926.2020.1836221
https://doi.org/10.1080/03610926.2020.1836221
Publikováno v:
Indian Journal of Pure and Applied Mathematics. 51:345-360
In this paper, we adopt a Poisson approach to find Laplace transforms of joint occupation times over n disjoint intervals for pre-exit diffusion processes. Then we generalize previous result for the 2-dimensional case and the 3-dimensional case.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0d1f3d5ac50874b6f3173a51146a52a9
https://doi.org/10.1007/s13226-020-0404-x
https://doi.org/10.1007/s13226-020-0404-x
Publikováno v:
Optimization. 68:1625-1652
In this paper, we apply the martingale approach to investigate the optimal investment and risk control problem for an insurer in an incomplete market. The claim risk of per policy is characterized ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e0f9fd938a29c0ffe6ce60f9a655a7a8
https://doi.org/10.1080/02331934.2019.1581778
https://doi.org/10.1080/02331934.2019.1581778
Publikováno v:
Mathematical Problems in Engineering, Vol 2018 (2018)
The theoretical study of continuous-time homogeneous Markov chains is usually based on a natural assumption of a known transition rate matrix (TRM). However, the TRM of a Markov chain in realistic systems might be unknown and might even need to be id
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4a8edbd1151ea58d2e1cb29c21dfd5c4
https://doi.org/10.1155/2018/2036248
https://doi.org/10.1155/2018/2036248
Publikováno v:
Statistics & Probability Letters. 169:108969
The taboo rate is first defined, which satisfies with the Chapman–Kolmogorov equation. Then the differentials of hitting time distribution are expressed by many different taboo rates, which deeply reveal the intrinsic relationship between the trans
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b24fa6a2def214ccda8f7a38eec523ae
https://doi.org/10.1016/j.spl.2020.108969
https://doi.org/10.1016/j.spl.2020.108969
Autor:
Xuyan Xiang, Yonglin Wang
Publikováno v:
The Open Cybernetics & Systemics Journal. 8:230-238
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::80b11fdb6fe0e06471d9e8dcb46bc6fd
https://doi.org/10.2174/1874110x01408010230
https://doi.org/10.2174/1874110x01408010230
Autor:
Xuyan Xiang, Yingchun Deng
Publikováno v:
Applied Mathematical Modelling. 34(10):2966-2980
Based on the usual approximation scheme, we lay a so-called second order spiking network with the renewal process inputs, which employ both first and second order statistical representation, i.e., the means, variances and correlations of the synaptic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9da5fe057a6a94a482819d3c3ed3ce53