Guojing Wang
Management Science and Operations Research · 2000–2012
A researcher in the Science corpus: 7 papers; trusts 16 researchers and is trusted by 9 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 29 citations into it; #3,122 of 11,946 by trust here, #3,153 by citations
- Finance — 23 citations into it; #3,683 of 10,518 by trust here, #4,732 by citations
- Demography — 21 citations into it; #804 of 4,236 by trust here, #970 by citations
- Economics and Econometrics — 14 citations into it
- Statistics and Probability — 8 citations into it
Whom Guojing Wang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jostein Paulsen
- René L. Schilling
- Tomas Björk
- Claudia Klüppelberg
- Rong Wu
- John C. Hull
- Kam Chuen Yuen
- Jun Cai
- Qihe Tang
- Hélène Cossette
Who trusts Guojing Wang overall
- Shuanming Li
- Chuancun Yin
- Sung Nok Chiu
- Jostein Paulsen
- Cary Chi‐liang Tsai
- Kam Chuen Yuen
- Xue Liang
- Gordon E. Willmot
- Qihe Tang
- Jun Cai
Papers from Guojing Wang's perspective
Ordered by how strongly the researchers Guojing Wang trusts endorse each paper. Same corpus, a different order for every researcher.
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tai
- On Cramér-like asymptotics for risk processes with stochastic return on investments
- Optimal Portfolios with Bounded Capital at Risk
- Financial Modelling with Jump Processes
- Power tailed ruin probabilities in the presence of risky investments
- Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
- The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
- On minimizing the ruin probability by investment and reinsurance
- Information Theory, Inference, and Learning Algorithms
- Integrated insurance risk models with exponential Lévy investment
Their papers
- Distributions for the risk process with a stochastic return on investments (2001) — 60 citations
- Some distributions for classical risk process that is perturbed by diffusion (2000) — 59 citations
- A decomposition of the ruin probability for the risk process perturbed by diffusion (2001) — 47 citations
- The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (2007) — 68 citations
- On a correlated aggregate claims model with thinning-dependence structure (2005) — 58 citations
- Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (2010) — 66 citations
- On a reduced form credit risk model with common shock and regime switching (2012) — 47 citations