The joint density function of three characteristics on jump-diffusion risk process. Zbl 1066.91063
Zhang, Chunsheng; Wang, Guojing |
|
2003
|
Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion. Zbl 1046.91076
Zhang, Chunsheng; Wu, Rong |
|
2002
|
The Gerber-Shiu penalty functions for two classes of renewal risk processes. Zbl 1222.91024
Ji, Lanpeng; Zhang, Chunsheng |
|
2010
|
On a joint distribution for the risk process with constant interest force. Zbl 1110.62149
Wu, Rong; Wang, Guojing; Zhang, Chunsheng |
|
2005
|
Joint density of the number of claims until ruin and the time to ruin in the delayed renewal risk model with Erlang(\(n\)) claims. Zbl 1264.91076
Zhao, Chunming; Zhang, Chunsheng |
|
2013
|
On the compound Poisson risk model with dependence and a threshold dividend strategy. Zbl 1283.91089
Shi, Yafeng; Liu, Peng; Zhang, Chunsheng |
|
2013
|
Analysis of the multiple roots of the Lundberg fundamental equation in the PH(\(n\)) risk model. Zbl 1286.91067
Ji, Lanpeng; Zhang, Chunsheng |
|
2012
|
On the distribution of the surplus of the D-E model prior to and at ruin. Zbl 0963.91063
Zhang, Chunsheng; Wu, Rong |
|
1999
|
Ruin theory for the risk process described by PDMPs. Zbl 1023.62108
Wang, Guo-jing; Zhang, Chun-sheng; Wu, Rong |
|
2003
|
The expectation of aggregate discounted dividends for a Sparre Andersen risk process perturbed by diffusion.
(The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion.) Zbl 1150.91437
Meng, Hui; Zhang, Chunsheng; Wu, Rong |
|
2007
|
A constant interest risk model with tax payments. Zbl 1231.91246
Wang, Shanshan; Zhang, Chunsheng; Wang, Guojing |
|
2010
|
A note on ruin problems in perturbed classical risk models. Zbl 1463.91033
Liu, Peng; Zhang, Chunsheng; Ji, Lanpeng |
|
2017
|
The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process. Zbl 1268.91085
Wang, Shan Shan; Zhang, Chun Sheng |
|
2011
|
A note on the differentiability of probabilities of ruin. Zbl 1155.62471
Zhang, Chun Sheng; Wu, Rong |
|
2001
|
Number of claims and ruin time for a refracted risk process. Zbl 1417.91277
Li, Yanhong; Palmowski, Zbigniew; Zhao, Chunming; Zhang, Chunsheng |
|
2019
|
Adaptive asymptotic tracking control for a class of uncertain switched systems via dynamic surface technique. Zbl 1429.93177
Chen, Xuemiao; Zhao, Qianjin; Zhang, Chunsheng; Wu, Jian |
|
2019
|
Ornstein-Uhlenback type Omega model. Zbl 1361.60079
Wang, Xiulian; Wang, Wei; Zhang, Chunsheng |
|
2016
|
A new look at the adjustment coefficient in the compound Poisson model perturbed by diffusion. Zbl 1224.91091
Wang, Wei; Zhang, Chunsheng |
|
2010
|
Adaptive asymptotic tracking control for a class of uncertain input-delayed systems with periodic time-varying disturbances. Zbl 1512.93070
Yan, Xiaoman; Zhang, Chunsheng; Cao, Dewen; Wu, Jian |
|
2021
|
Adaptive dynamic surface control design with asymptotic tracking performance for a class of uncertain input-delayed systems. Zbl 1448.93169
Sun, Yongbo; Zhao, Qianjin; Zhang, Chunsheng; Wu, Jian |
|
2020
|
Some results for the compound Poisson process that is perturbed by diffusion. Zbl 1004.60014
Zhang, Chunsheng; Zhang, Lianzeng; Wu, Rong |
|
2002
|
Union-distributions of extreme value on classical risk model. Zbl 1046.91077
Zhang, Chunsheng; Wu, Rong |
|
2003
|
The joint distribution for the classical risk model. Zbl 1022.62104
Wu, Rong; Zhang, Chunsheng; Wang, Guojing |
|
2002
|
Ruin estimates of diffusion models under constant interest rate. Zbl 1153.60374
Li, Shang You; Zhang, Chun Sheng; Wu, Rong |
|
2003
|
On a joint distribution for the classical risk process with a stochastic return on investments. Zbl 1183.60034
Meng, Hui; Zhang, Chunsheng; Wu, Rong |
|
2007
|
Adaptive asymptotic tracking control for a class of uncertain input-delayed systems with periodic time-varying disturbances. Zbl 1512.93070
Yan, Xiaoman; Zhang, Chunsheng; Cao, Dewen; Wu, Jian |
|
2021
|
Adaptive dynamic surface control design with asymptotic tracking performance for a class of uncertain input-delayed systems. Zbl 1448.93169
Sun, Yongbo; Zhao, Qianjin; Zhang, Chunsheng; Wu, Jian |
|
2020
|
Number of claims and ruin time for a refracted risk process. Zbl 1417.91277
Li, Yanhong; Palmowski, Zbigniew; Zhao, Chunming; Zhang, Chunsheng |
|
2019
|
Adaptive asymptotic tracking control for a class of uncertain switched systems via dynamic surface technique. Zbl 1429.93177
Chen, Xuemiao; Zhao, Qianjin; Zhang, Chunsheng; Wu, Jian |
|
2019
|
A note on ruin problems in perturbed classical risk models. Zbl 1463.91033
Liu, Peng; Zhang, Chunsheng; Ji, Lanpeng |
|
2017
|
Ornstein-Uhlenback type Omega model. Zbl 1361.60079
Wang, Xiulian; Wang, Wei; Zhang, Chunsheng |
|
2016
|
Joint density of the number of claims until ruin and the time to ruin in the delayed renewal risk model with Erlang(\(n\)) claims. Zbl 1264.91076
Zhao, Chunming; Zhang, Chunsheng |
|
2013
|
On the compound Poisson risk model with dependence and a threshold dividend strategy. Zbl 1283.91089
Shi, Yafeng; Liu, Peng; Zhang, Chunsheng |
|
2013
|
Analysis of the multiple roots of the Lundberg fundamental equation in the PH(\(n\)) risk model. Zbl 1286.91067
Ji, Lanpeng; Zhang, Chunsheng |
|
2012
|
The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process. Zbl 1268.91085
Wang, Shan Shan; Zhang, Chun Sheng |
|
2011
|
The Gerber-Shiu penalty functions for two classes of renewal risk processes. Zbl 1222.91024
Ji, Lanpeng; Zhang, Chunsheng |
|
2010
|
A constant interest risk model with tax payments. Zbl 1231.91246
Wang, Shanshan; Zhang, Chunsheng; Wang, Guojing |
|
2010
|
A new look at the adjustment coefficient in the compound Poisson model perturbed by diffusion. Zbl 1224.91091
Wang, Wei; Zhang, Chunsheng |
|
2010
|
The expectation of aggregate discounted dividends for a Sparre Andersen risk process perturbed by diffusion.
(The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion.) Zbl 1150.91437
Meng, Hui; Zhang, Chunsheng; Wu, Rong |
|
2007
|
On a joint distribution for the classical risk process with a stochastic return on investments. Zbl 1183.60034
Meng, Hui; Zhang, Chunsheng; Wu, Rong |
|
2007
|
On a joint distribution for the risk process with constant interest force. Zbl 1110.62149
Wu, Rong; Wang, Guojing; Zhang, Chunsheng |
|
2005
|
The joint density function of three characteristics on jump-diffusion risk process. Zbl 1066.91063
Zhang, Chunsheng; Wang, Guojing |
|
2003
|
Ruin theory for the risk process described by PDMPs. Zbl 1023.62108
Wang, Guo-jing; Zhang, Chun-sheng; Wu, Rong |
|
2003
|
Union-distributions of extreme value on classical risk model. Zbl 1046.91077
Zhang, Chunsheng; Wu, Rong |
|
2003
|
Ruin estimates of diffusion models under constant interest rate. Zbl 1153.60374
Li, Shang You; Zhang, Chun Sheng; Wu, Rong |
|
2003
|
Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion. Zbl 1046.91076
Zhang, Chunsheng; Wu, Rong |
|
2002
|
Some results for the compound Poisson process that is perturbed by diffusion. Zbl 1004.60014
Zhang, Chunsheng; Zhang, Lianzeng; Wu, Rong |
|
2002
|
The joint distribution for the classical risk model. Zbl 1022.62104
Wu, Rong; Zhang, Chunsheng; Wang, Guojing |
|
2002
|
A note on the differentiability of probabilities of ruin. Zbl 1155.62471
Zhang, Chun Sheng; Wu, Rong |
|
2001
|
On the distribution of the surplus of the D-E model prior to and at ruin. Zbl 0963.91063
Zhang, Chunsheng; Wu, Rong |
|
1999
|
