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Xing, Xiaoyu

Co-Author Distance
Author ID: xing.xiaoyu Recent zbMATH articles by "Xing, Xiaoyu"
Published as: Xing, Xiaoyu; Xing, Xiao-yu; Xing, Xiao-Yu
Documents Indexed: 14 Publications since 2008
Co-Authors: 18 Co-Authors with 14 Joint Publications
549 Co-Co-Authors
all top 5

Co-Authors

0 single-authored
3 Ma, Shixia
2 Li, Xiaofang
2 Zhang, Wei
1 Feng, Ailing
1 Gao, Hao
1 Geng, Caixia
1 Jiang, Yiming
1 Li, Bing
1 Liu, Guoxin
1 Liu, Shanshan
1 Wang, Xueqiang
1 Wang, Yongjin
1 Wang, Yongxue
1 Xing, Yongsheng
1 Yang, Hailiang
1 Yang, Xuewei
1 Yu, Yali
1 Zhao, Danfeng
all top 5

Serials

4 Acta Scientiarum Naturalium Universitatis Nankaiensis
3 Statistics & Probability Letters
2 Acta Mathematicae Applicatae Sinica. English Series
2 Communications in Statistics. Theory and Methods
2 Journal of Industrial and Management Optimization
1 Journal of Applied Probability
all top 5

Fields

11 Probability theory and stochastic processes (60-XX)
5 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
3 Systems theory; control (93-XX)
2 Statistics (62-XX)
2 Operations research, mathematical programming (90-XX)
1 Integral transforms, operational calculus (44-XX)
1 Mathematics education (97-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

6 Publications have been cited 33 times in 33 Documents Cited by ▼ Year ▼
The stationary distributions of two classes of reflected Ornstein–Uhlenbeck processes. Zbl 1196.60158
Xing, Xiaoyu; Zhang, Wei; Wang, Yongjin
15
2009
On the time to ruin and the deficit at ruin in a risk model with double-sided jumps. Zbl 1153.91024
Xing, Xiaoyu; Zhang, Wei; Jiang, Yiming
10
2008
American type geometric step options. Zbl 1275.91138
Xing, Xiaoyu; Yang, Hailiang
4
2013
Parameter estimation for the skew Ornstein-Uhlenbeck processes based on discrete observations. Zbl 1511.62207
Xing, Xiaoyu; Zhao, Danfeng; Li, Bing
2
2020
A note on transition density for the reflected Ornstein-Uhlenbeck process. Zbl 1241.60040
Xing, Xiaoyu; Xing, Yongsheng; Yang, Xuewei
1
2012
On the asymptotic behavior of the storage process fed by a Markov modulated Brownian motion. Zbl 1153.90324
Xing, Xiao-Yu; Wang, Xue-Qiang
1
2008
Parameter estimation for the skew Ornstein-Uhlenbeck processes based on discrete observations. Zbl 1511.62207
Xing, Xiaoyu; Zhao, Danfeng; Li, Bing
2
2020
American type geometric step options. Zbl 1275.91138
Xing, Xiaoyu; Yang, Hailiang
4
2013
A note on transition density for the reflected Ornstein-Uhlenbeck process. Zbl 1241.60040
Xing, Xiaoyu; Xing, Yongsheng; Yang, Xuewei
1
2012
The stationary distributions of two classes of reflected Ornstein–Uhlenbeck processes. Zbl 1196.60158
Xing, Xiaoyu; Zhang, Wei; Wang, Yongjin
15
2009
On the time to ruin and the deficit at ruin in a risk model with double-sided jumps. Zbl 1153.91024
Xing, Xiaoyu; Zhang, Wei; Jiang, Yiming
10
2008
On the asymptotic behavior of the storage process fed by a Markov modulated Brownian motion. Zbl 1153.90324
Xing, Xiao-Yu; Wang, Xue-Qiang
1
2008
all cited Publications top 5 cited Publications
all top 5

Cited by 63 Authors

4 Zang, Qingpei
3 Hu, Yaozhong
3 Yang, Hu
3 Yang, Xuewei
3 Zhang, Li-Xin
3 Zhang, Zhimin
2 Bo, Lijun
2 Lee, Chihoon
1 Al-Obaidi, Ali H. M.
1 Albrecher, Hansjörg
1 Aoudia, Djilali Ait
1 Aveklouris, Angelos
1 Behme, Anita Diana
1 Budhiraja, Amarjit S.
1 De Turck, Koen
1 Detemple, Jerome B.
1 Di Tella, Paolo
1 Dong, Hua
1 Dshalalow, Jewgeni H.
1 Farkas, Walter
1 Gerber, Hans U.
1 Gulisashvili, Archil
1 Guo, Chao
1 Han, Zheng
1 Huang, Gang
1 Jansen, H. M.
1 Jiang, Hui
1 Laminou Abdou, Souleymane
1 Lee, Myung Hee
1 Li, Bo
1 Li, Shuanming
1 Liu, Xin
1 Mandjes, Michel Robertus Hendrikus
1 Mathys, Ludovic
1 Mazzonetto, Sara
1 Moraux, Franck
1 Palmowski, Zbigniew
1 Pang, Guodong
1 Pigato, Paolo
1 Ratanov, Nikita
1 Shen, Ying
1 Sideris, Apostolos
1 Song, Jian
1 Song, Renming
1 Tang, Dan
1 Vatamidou, Eleni
1 Vlasiou, Maria
1 Wang, Hongtao
1 Wang, Song
1 Wang, Yongjin
1 Wen, Yuzhen
1 Xi, Yuejuan
1 Xing, Xiaoyu
1 Xing, Yongsheng
1 Yang, Hailiang
1 Yang, Qingshan
1 Yang, Xiaoqi
1 Yin, Chuancun
1 Zhao, Xianghua
1 Zhou, Yuying
1 Zhu, Chenglian
1 Zong, Zhaojun
1 Zwart, Bert P.
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Cited in 24 Serials

3 Journal of Computational and Applied Mathematics
3 Statistics & Probability Letters
3 Abstract and Applied Analysis
2 Journal of Applied Probability
2 Journal of Theoretical Probability
2 Queueing Systems
1 Advances in Applied Probability
1 Journal of Mathematical Analysis and Applications
1 Journal of Statistical Physics
1 Applied Mathematics and Optimization
1 Mathematics of Operations Research
1 Insurance Mathematics & Economics
1 Stochastic Analysis and Applications
1 Journal of Global Optimization
1 European Journal of Operational Research
1 Stochastic Processes and their Applications
1 Statistica Sinica
1 Statistical Inference for Stochastic Processes
1 Methodology and Computing in Applied Probability
1 Quantitative Finance
1 Stochastic Models
1 North American Actuarial Journal
1 Science China. Mathematics
1 Frontiers of Mathematical Finance
all top 5

Cited in 10 Fields

23 Probability theory and stochastic processes (60-XX)
14 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
11 Statistics (62-XX)
3 Operations research, mathematical programming (90-XX)
2 Partial differential equations (35-XX)
1 Integral transforms, operational calculus (44-XX)
1 Integral equations (45-XX)
1 Calculus of variations and optimal control; optimization (49-XX)
1 Numerical analysis (65-XX)
1 Systems theory; control (93-XX)

Citations by Year