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Publications by XIANG LIN

Ruin Probabilities Under an Optimal Investment and Proportional Reinsurance Policy in a Jump Diffusion Risk Process

ANZIAM Journal
Mathematics
2009English

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Ruin Probabilities for a Regenerative Poisson Gap Generated Risk Process

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Optimal Dynamic Proportional and Excess of Loss Reinsurance Under Dependent Risks

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Effect of an Excess of Loss Reinsurance on Upper Bounds of Ruin Probabilities

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Optimal Insurance and Reinsurance Policies in the Risk Process

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On Finite-Time Ruin Probabilities With Reinsurance Cycles Influenced by Large Claims

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A Two-Dimensional Risk Model With Proportional Reinsurance

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Numerical Ultimate Ruin Probabilities Under Interest Force

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Optimal Reinsurance: A Risk Sharing Approach

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Robustness of the Reinsurance Policy: Minimizing the Probability of Ruin

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