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Valuing equity-linked guaranteed minimum death benefits with
European
-style
Asian
payoffs under a regime switching jump-diffusion model
期刊论文
COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2024, 卷号: 128, 页码: 19
作者:
Wang, Yayun
;
Liu, Shengda
收藏
  |  
浏览/下载:1/0
  |  
提交时间:2023/12/21
Regime-switching Levy model
Complex Fourier series method
European-style Asian option payoffs
GMDB
The Levy walk with rests under stochastic resetting
期刊论文
JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT, 2023, 卷号: 2023, 期号: 7, 页码: 73202
作者:
Liu, Jian
;
Hu, Yuhang
;
Bao, Jing-Dong
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  |  
浏览/下载:0/0
  |  
提交时间:2023/12/07
TRANSPORT
A new approach for investigating spatial relationships of ichnofossils: a case study of Ediacaran-Cambrian animal traces
期刊论文
PALEOBIOLOGY, 2022, 页码: 19
作者:
Mitchell, Emily G.
;
Evans, Scott D.
;
Chen, Zhe
;
Xiao, Shuhai
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  |  
浏览/下载:20/0
  |  
提交时间:2022/07/20
Coexistence of ergodicity and nonergodicity in the aging two-state random walks
期刊论文
SOFT MATTER, 2022, 卷号: 18, 期号: 45, 页码: 8687-8699
作者:
Liu, Jian
;
Jin, Yuliang
;
Bao, Jing-Dong
;
Chen, Xiaosong
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2023/01/16
ANOMALOUS DIFFUSION
LEVY
TRANSPORT
How to coordinate cross-regional water resource relationship by integrating water supply services flow and interregional ecological compensation
期刊论文
ECOLOGICAL INDICATORS, 2021, 卷号: 126, 页码: 15
作者:
Xu, Jie
;
Xiao, Yu
;
Xie, Gaodi
;
Liu, Jingya
;
Qin, Keyu
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  |  
浏览/下载:47/0
  |  
提交时间:2021/07/09
Water supply services
Ecosystem service flow
Interregional ecological compensation
Regional disparity
Ningxia
A particle swarm optimization algorithm based on multi-subgroup harmony search
期刊论文
Journal of Computers (Taiwan), 2020, 卷号: 31, 期号: 6, 页码: 116-126
作者:
Zhang, Qi-Wen
;
Zhang, Fang-Fang
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  |  
浏览/下载:4/0
  |  
提交时间:2022/02/17
Efficiency
Learning algorithms
Global conver-gence
Global search ability
Harmony search algorithms
Hierarchical search
Parameter adaptive
Particle swarm algorithm
Particle swarm optimization algorithm
Search efficiency
Refined basic couplings and Wasserstein-type distances for SDEs with Levy noises
期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2019, 卷号: 129, 期号: 9, 页码: 3129-3173
作者:
Luo, Dejun
;
Wang, Jian
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  |  
浏览/下载:51/0
  |  
提交时间:2020/01/10
Refined basic coupling
Levy jump process
Wasserstein-type distance
Strong ergodicity
ASYMPTOTICS FOR A BIDIMENSIONAL RISK MODEL WITH TWO GEOMETRIC LEVY PRICE PROCESSES
期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2019, 卷号: 15, 页码: 481-505
作者:
Yang, Yang
;
Wang, Kaiyong
;
Liu, Jiajun
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  |  
浏览/下载:10/0
  |  
提交时间:2019/11/19
infinite-time and finite-time ruin probabilities
consistently varying tail
dependence
geometric Levy price process
bidimensional risk model
Asymptotics
dominatedly varying tail
long tail
Uniform asymptotics for discounted aggregate claims in dependent multi-risk model
期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 卷号: 48, 页码: 781-793
作者:
Lu, Dawei
;
Song, Lixin
;
Li, Fuqi
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2019/12/02
Consistently varying tail
Dependence
Discounted aggregate claims
Levy process
Multi-risk model
Uniformity
Swarm intelligent algorithm for re-entrant hybrid flow shop scheduling problems
期刊论文
International Journal of Simulation and Process Modelling, 2019, 卷号: 14, 期号: 1, 页码: 17-27
作者:
Xie, Fanyi
;
Tian, Xutian
;
Han ZH(韩忠华)
;
Dong XT(董晓婷)
收藏
  |  
浏览/下载:34/0
  |  
提交时间:2019/02/24
re-entrant hybrid flow shop
RHFS
mathematics scheduling models
Hamming distance
Levy flight
swarm intelligent algorithm
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