Parcourir par auteur Zhou, Xiaowen

Nombre de documents archivés : 5.

Loeffen, Ronnie L.; Renaud, Jean-François et Zhou, Xiaowen (2014). « Occupation times of intervals until first passage times for spectrally negative Lévy processes ». Stochastic Processes and their Applications, 124(3), pp. 1408-1435.

Landriault, David; Renaud, Jean-François et Zhou, Xiaowen (2014). « An Insurance Risk Model with Parisian Implementation Delays ». Methodology and Computing in Applied Probability, 16(3), pp. 583-607.

Landriault, David; Renaud, Jean-François et Zhou, Xiaowen (2011). « Occupation times of spectrally negative Lévy processes with applications ». Stochastic Processes and their Applications, 121(11), pp. 2629-2641.

Albrecher, Hansjörg; Renaud, Jean-François et Zhou, Xiaowen (2008). « A Lévy insurance risk process with tax ». Journal of Applied Probability, 45(2), pp. 363-375.

Renaud, Jean-François et Zhou, Xiaowen (2007). « Distribution of the present value of dividend payments in a Lévy risk model ». Journal of Applied Probability, 44(2), pp. 420-427.