Yebin Cheng
2003
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Whom Yebin Cheng trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Yebin Cheng overall
Papers from Yebin Cheng's perspective
Ordered by how strongly the researchers Yebin Cheng trusts endorse each paper. Same corpus, a different order for every researcher.
- The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
- On the time to ruin for Erlang(2) risk processes
- An Introduction to Probability Theory and Its Applications
- Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs
- “Optimal Dividends: Analysis with Brownian Motion,” Ana C. Cebrián, Hans U. Gerber and Elias S.W. Shiu, January 2004
- The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function
- Stochastic processes in insurance and finance
- Asymptotic ruin probabilities and optimal investment
- On minimizing the ruin probability by investment and reinsurance
- Controlled Markov processes and viscosity solutions
Their papers
- Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process (2003) — 72 citations