Dingcheng Wang
Management Science and Operations Research · 2005–2009
A researcher in the Science corpus: 4 papers; trusts 13 researchers and is trusted by 12 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 28 citations into it; #2,986 of 11,946 by trust here, #3,825 by citations
- Demography — 25 citations into it; #762 of 4,236 by trust here, #1,200 by citations
- Finance — 20 citations into it
- Economics and Econometrics — 11 citations into it; #12,512 of 23,481 by trust here, #12,781 by citations
Whom Dingcheng Wang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Qihe Tang
- G. Tsitsiashvili
- Dimitrios G. Konstantinides
- Jem N. Corcoran
- Jun Cai
- Claudia Klüppelberg
- Dilip B Madan 5
- C. Su
- Thomas Mikosch
- Jostein Paulsen
Who trusts Dingcheng Wang overall
- Qihe Tang
- Jinzhu Li
- Yiqing Chen
- Yuebao Wang
- Alexandru V. Asimit
- Xuemiao Hao
- Yang Yang
- Mariana Olvera-Cravioto
- Yi Zhang
- Kaiyong Wang
Papers from Dingcheng Wang's perspective
Ordered by how strongly the researchers Dingcheng Wang trusts endorse each paper. Same corpus, a different order for every researcher.
- On Cramér-like asymptotics for risk processes with stochastic return on investments
- Finite and infinite time ruin probabilities in a stochastic economic environment
- Ruin under interest force and subexponential claims: a simple treatment
- Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails
- Optimal Portfolios with Bounded Capital at Risk
- Financial Modelling with Jump Processes
- Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tai
- On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (Journal of Applied Probability)
- THE FINITE-TIME RUIN PROBABILITY OF THE COMPOUND POISSON MODEL WITH CONSTANT INTEREST FORCE
Their papers
- Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation (2006) — 105 citations
- Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate (2008) — 52 citations
- Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims (2009) — 52 citations
- Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory (2005) — 50 citations