论著发表情况
1、Asymptotics of discounted aggregate claims for renewal risk model with risky investment ,APPLIED MATHEMATICS A JOURNAL ,20100401 -2 ;
2、常息力更新场合有限时间破产概率对负相依索赔额的不敏感性 ,高校应用数学学报 ,20091201 -4 ;
3、Large-deviation probabilities for maxima of sums of subexponential random variables with application,Science in China .Series A, Ma,20080701 -7 ;
4、次指数随机变量最大和的大偏差概率及其在有限时间破产概率中的应用 ,中国科学.A辑:数学 ,20080601 -6 ;
5、Asymptotics of discounted aggregate claims for renewal risk model with risky investment ,SCI ,20101201 -2 ;
6、Finite time ruin probability for non-standard Poisson model with different interest rates ,EI ,20101201 -;
7、On the Moments of the Severity of Ruin in the Delayed Renewal Risk Model under Heavy-Tailed Claims ,EI ,20101201 -;
8、Adaptive Meshfree Method Based on Local Thin Plate Spline Radial Basis Interpolation for the Solutio,EI ,20101201 -;
9、Extension of Some Asymptotic Results on Finite Time Ruin in Compound Poisson Model with Constant Int,EI ,20100916 -;
10、Finite Time Ruin Probability with Constant Interest Rate and Extended Regular Variation ,EI ,20100916 -;
11、Finite Element Algorithms for Pricing 2-D Basket Options ,EI ,20100426 -;
12、Ruin probability of stop-loss reinsurance with diffusion term ,EI ,20091231 -;
13、Ruin probability in the presence of risky investment by insurance capital ,EI ,20091231 -;
14、Asymptotics of discounted aggregate claims for renewal model with risky investment ,EI ,20091231 -;
15、Large-deviation probabilities for maxima of sums of subexponential random variables with application,SCI ,20081231 -;
16、Finite-time ruin probability for Erlang risk model with exponential claims ,Proceedings of the 2nd Interna,20101201 -;
17、On the Moments of the Severity of Ruin in the Delayed Renewal Risk Model under Heavy-Tailed Claims ,Proceedings of 2010 Internatio,20100901 -;
18、Extension of Some Asymptotic Results on Finite Time Ruin in Compound Poisson Model with Constant Int,Proceedings of 2010 Internatio,20100826 -;
19、Finite Time Ruin Probability with Constant Interest Rate and Extended Regular Variation ,Proceedings of 2010 Internatio,20100824 -;
20、Lower Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Subexponential Clai,Proceedings of the World Congr,20100601 -;
1、Finite Element Algorithms for Pricing 2-D Basket Options ,Proceedings of 2009 1st Intern,20091228 -;
2、Finite time ruin probability for non-standard Poisson model with different interest rates ,Proceedings of IEEE Internatio,20091201 -;
3、Ruin probability of stop-loss reinsurance with diffusion term ,Proceedings of International C,20090920 -;
4、Asymptotics of discounted aggregate claims for renewal model with risky investment ,Proceedings of International C,20090920 -;
5、Ruin probability in the presence of risky investment by insurance capital ,Proceedings of International C,20090920 -;
6、Adaptive Meshfree Method Based on Local Thin Plate Spline Radial Basis Interpolation for the Solutio,Proceedings of Fifth Internati,20090914 -;
7、Adaptive Meshfree method Based On Local Thin Plate Spline Radial Baisis Interpolation for the Soluti,Proceedings of Fifth Internati,20090814 -;
8、Ruin Probability for Non-standard Poisson Risk Model with Stochastic Returns ,Proceedings of the World Congr,20090701 -;
9、Finite-time Ruin Probability of Renewal Model with Risky Investment and Subexponential Claims ,Proceedings of the World Congr,20090701 -;
10、Finite Time Ruin Probability in Non-standard Risk Model with Risky Investments ,Proceedings of First Internati,20090629 -;
11、Asymptotic Behavior of Ruin Probability in Insurance Risk Model with Large Claims ,Proceedings of First Internati,20090626 -;
12、保险资金投资于风险资产的破产概率 ,系统工程学报 ,20080401 -2 ;
13、正则变化场合常数利息力度的破产概率 ,数学的实践与认识 ,20080401 -8 ;
会议论文
1.Jiang T.,Finite Time Ruin Probability in Non-standard Risk Model with Risky Investments,Proceedings of the First International Conference on Complex Sciences: Theory and Application, 1783-1793, 2009.2., Ei收录(In Press)
2.Jiang T.,Asymptotics for the Finite Time Ruin Probability in the Insurance Risk Model with Large Claims,Proceedings of the First International Conference on Complex Sciences: Theory and Application, 1033-1043, 2009.2., Ei收录(In Press)
3.Jiang T.,Finite-time Ruin Probability of Renewal Model with Risky Investment and Subexponential Claims,Proceedings of The World Congress on Engineering 2009,will be
held in London, UK, July. (will be indexed by Ei).
4.Jiang T.,Ruin Probability with Constant Interest Force and Negatively Dependent Insurance Risks,Proceedings of The World Congress on Engineering 2009,will be held in London, UK, July. (will be indexed by Ei
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