Xiuchun, Bi
23  Ergebnisse:
Personensuche X
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2

Optimal investment problem under behavioral setting: A Lagr..:

Bi, Xiuchun ; Cui, Zhenyu ; Fan, Jiacheng..
Journal of Economic Dynamics and Control.  156 (2023)  - p. 104751 , 2023
 
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3

Large deviations for sums of claims in a general renewal ri..:

Li, Rong ; Bi, Xiuchun ; Zhang, Shuguang
Statistics & Probability Letters.  165 (2020)  - p. 108857 , 2020
 
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4

Several Properties of a Nonstandard Renewal Counting Proces..:

Li, Rong ; Bi, Xiuchun ; Zhang, Shuguang
Journal of Systems Science and Complexity.  33 (2019)  1 - p. 122-136 , 2019
 
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5

Web renewal counting processes and their applications in in..:

Li, Rong ; Bi, Xiuchun ; Zhang, Shuguang
Journal of Inequalities and Applications.  2018 (2018)  1 - p. , 2018
 
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6

Optimal consumption and portfolio selection problems under ..:

Song, Jingjing ; Bi, Xiuchun ; Li, Rong.
Applied Mathematics and Computation.  299 (2017)  - p. 80-94 , 2017
 
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7

Pricing credit derivatives under fractional stochastic inte..:

Zhang, Jiaojiao ; Bi, Xiuchun ; Li, Rong.
Journal of Systems Science and Complexity.  30 (2017)  3 - p. 645-659 , 2017
 
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8

OPTIMAL PORTFOLIO AND CONSUMPTION MODELS UNDER LOSS AVERSIO..:

Song, Jingjing ; Bi, Xiuchun ; Zhang, Shuguang
Probability in the Engineering and Informational Sciences.  30 (2016)  4 - p. 553-575 , 2016
 
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9

Minimizing the risk of absolute ruin under a diffusion appr..:

Bi, Xiuchun ; Zhang, Shuguang
Journal of Systems Science and Complexity.  28 (2015)  1 - p. 144-155 , 2015
 
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10

Pricing variance swaps under stochastic volatility with an ..:

Jia, Zhaoli ; Bi, Xiuchun ; Zhang, Shuguang
Journal of Systems Science and Complexity.  28 (2015)  6 - p. 1412-1425 , 2015
 
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11

Dynamic asset allocation with loss aversion in a jump-diffu..:

Mi, Hui ; Bi, Xiu-chun ; Zhang, Shu-guang
Acta Mathematicae Applicatae Sinica, English Series.  31 (2015)  2 - p. 557-566 , 2015
 
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12

Precise large deviations of aggregate claims in a risk mode..:

Bi, Xiuchun ; Zhang, Shuguang
Statistics & Probability Letters.  83 (2013)  10 - p. 2248-2255 , 2013
 
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13

Pricing barrier options under stochastic volatility framewo..:

Zhai, Yunfei ; Bi, Xiuchun ; Zhang, Shuguang
Journal of Systems Science and Complexity.  26 (2013)  4 - p. 609-618 , 2013
 
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15

Web renewal counting processes and their applications in in..:

Rong Li ; Xiuchun Bi ; Shuguang Zhang
http://link.springer.com/article/10.1186/s13660-018-1854-0.  , 2018
 
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