Yingqiu Li
Management Science and Operations Research · 2014
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 7 citations into it
Whom Yingqiu Li trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Yingqiu Li's perspective
Ordered by how strongly the researchers Yingqiu Li trusts endorse each paper. Same corpus, a different order for every researcher.
- The Theory of Scale Functions for Spectrally Negative Lévy Processes
- Introductory Lectures on Fluctuations of Lévy Processes with Applications
- Ruin probabilities and overshoots for general Lévy insurance risk processes
- Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Journal of Applied Probability)
- An Introduction to Probability Theory and Its Applications
- Exit problems for spectrally negative Levy processes and applications to (Canadized) Russian options
- On the optimal dividend problem for a spectrally negative Lévy process
- An optimal dividends problem with transaction costs for spectrally negative Lévy processes
- Overshoots and undershoots of Lèvy processes
- On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes
Their papers
- On pre-exit joint occupation times for spectrally negative Lévy processes (2014) — 47 citations