Junyi Guo

Demography · with Yuen · 2001–2011

A researcher in the Science corpus: 9 papers; trusts 6 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

• Demography — 31 citations into it; #448 of 4,236 by trust here, #511 by citations
• Management Science and Operations Research — 27 citations into it; #1,745 of 11,946 by trust here, #1,559 by citations
• Finance — 14 citations into it; #9,422 of 10,518 by trust here, #6,960 by citations
• Economics and Econometrics — 13 citations into it; #6,022 of 23,481 by trust here, #7,944 by citations

Whom Junyi Guo trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Hanspeter Schmidli
2. Kam Chuen Yuen
3. Lihua Bai
4. Wendell H. Fleming
5. M. Milevsky
6. Hailiang Yang

Who trusts Junyi Guo overall

1. Kam Chuen Yuen
2. Zhibin Liang
3. Yan Zeng
4. Zhongfei Li
5. Lihua Bai
6. Yiqing Chen
7. Jinzhu Li
8. Xiang Lin
9. Yang Yang
10. Ailing Gu

Papers from Junyi Guo's perspective

Ordered by how strongly the researchers Junyi Guo trusts endorse each paper. Same corpus, a different order for every researcher.

1. Ruin probabilities for time-correlated claims in the compound binomial model
2. Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting
3. Stochastic processes in insurance and finance
4. Optimal Proportional Reinsurance Policies in a Dynamic Setting
5. Power tailed ruin probabilities in the presence of risky investments
6. Ruin probabilities (Advanced Series on Statistical Science & Applied Probability)
7. Optimal dividend strategies in a Cramér–Lundberg model with capital injections
8. Modelling Extremal Events for Insurance and Finance
9. Stochastic control for optimal new business
10. Optimal investment for insurers

Their papers

• Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint (2008) — 245 citations
• Ruin probabilities for time-correlated claims in the compound binomial model (2001) — 110 citations
• On the first time of ruin in the bivariate compound Poisson model (2006) — 85 citations
• Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (2011) — 118 citations
• Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting (2007) — 57 citations
• On a correlated aggregate claims model with Poisson and Erlang risk processes (2002) — 90 citations
• Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection (2010) — 49 citations
• The compound binomial risk model with time-correlated claims (2007) — 70 citations
• On ultimate ruin in a delayed-claims risk model (2005) — 85 citations