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Wu, Rong

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Author ID: wu.rong Recent zbMATH articles by "Wu, Rong"
Published as: Wu, R.; Wu, Rong
External Links: MGP
Documents Indexed: 108 Publications since 1981, including 1 Book
Reviewing Activity: 28 Reviews
all top 5

Serials

12 Acta Mathematicae Applicatae Sinica. English Series
12 Chinese Journal of Applied Probability and Statistics
9 Acta Mathematica Sinica
6 Insurance Mathematics & Economics
4 Applied Stochastic Models in Business and Industry
3 Journal of Computational and Applied Mathematics
3 Acta Mathematicae Applicatae Sinica
3 Chinese Annals of Mathematics. Series A
3 Journal of Engineering Mathematics (Xi’an)
3 Acta Mathematica Sinica. New Series
3 Chinese Science Bulletin
3 Acta Mathematica Scientia. Series B. (English Edition)
3 Acta Scientiarum Naturalium Universitatis Nankaiensis
3 Chinese Journal of Engineering Mathematics
2 Journal of Applied Probability
2 Statistics & Probability Letters
2 Chinese Annals of Mathematics. Series B
2 Stochastic Processes and their Applications
2 Acta Mathematica Sinica. English Series
2 Journal of Systems Science and Complexity
2 Stochastic Models
2 Acta Mathematica Scientia. Series A. (Chinese Edition)
1 Advances in Applied Probability
1 The Annals of Probability
1 Applied Mathematics and Computation
1 Applied Mathematics and Mechanics. (English Edition)
1 Stochastic Analysis and Applications
1 Advances in Mathematics
1 Science in China. Series A
1 Scientia Sinica. Series A
1 Applied Mathematics
1 Applied Mathematics. Series A (Chinese Edition)
1 Applied Mathematics. Series B (English Edition)
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Scandinavian Actuarial Journal
1 Frontiers of Mathematics in China
1 Risk and Decision Analysis

Publications by Year

Citations contained in zbMATH Open

55 Publications have been cited 343 times in 266 Documents Cited by Year
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061
Li, Jinzhu; Tang, Qihe; Wu, Rong
73
2010
Distributions for the risk process with a stochastic return on investments. Zbl 1064.91051
Wang, Guojing; Wu, Rong
33
2001
Some distributions for classical risk process that is perturbed by diffusion. Zbl 0961.62095
Wang, Guojing; Wu, Rong
31
2000
On the renewal risk process with stochastic interest. Zbl 1109.60071
Yuen, Kam C.; Wang, Guojing; Wu, Rong
17
2006
Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion. Zbl 1046.91076
Zhang, Chunsheng; Wu, Rong
15
2002
Joint distributions of some actuarial random vectors containing the time of ruin. Zbl 1024.62045
Wu, Rong; Wang, Guojing; Wei, Li
13
2003
The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times. Zbl 1202.91129
Song, Min; Meng, Qingbin; Wu, Rong; Ren, Jiandong
11
2010
Optimal dividends in the Brownian motion risk model with interest. Zbl 1162.91012
Fang, Ying; Wu, Rong
11
2009
Optimal dividend strategy in the compound Poisson model with constant interest. Zbl 1291.91105
Fang, Ying; Wu, Rong
11
2007
The compound Poisson process perturbed by a diffusion with a threshold dividend strategy. Zbl 1224.91100
Yuen, Kam C.; Lu, Yuhua; Wu, Rong
8
2009
On a joint distribution for the risk process with constant interest force. Zbl 1110.62149
Wu, Rong; Wang, Guojing; Zhang, Chunsheng
8
2005
The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest. Zbl 1141.91551
Wang, Guojing; Wu, Rong
7
2008
Total duration of negative surplus for the dual model. Zbl 1199.91099
Song, Min; Wu, Rong; Zhang, Xin
6
2008
The joint distributions of several important actuarial diagnostics in the classical risk model. Zbl 1071.91027
Wei, Li; Wu, Rong
6
2002
On the distribution of the surplus of the D-E model prior to and at ruin. Zbl 0963.91063
Zhang, Chunsheng; Wu, Rong
6
1999
A renewal jump-diffusion process with threshold dividend strategy. Zbl 1166.60053
Li, Bo; Wu, Rong; Song, Min
5
2009
The dividend function in the jump-diffusion dual model with barrier dividend strategy. Zbl 1166.60325
Li, Bo; Wu, Rong
5
2008
The expectation of aggregate discounted dividends for a Sparre Andersen risk process perturbed by diffusion. Zbl 1150.91437
Meng, Hui; Zhang, Chunsheng; Wu, Rong
5
2007
The probability of ruin in a kind of Cox risk model with variable premium rate. Zbl 1142.62096
Wu, Rong; Li, Wei
5
2004
The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims. Zbl 1310.91078
Li, Jin-Zhu; Wu, Rong
4
2015
Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims. Zbl 1209.62246
Li, Jin-Zhu; Wu, Rong
4
2011
Optimal investment problem with stochastic interest rate and stochastic volatility: maximizing a power utility. Zbl 1224.91140
Li, Jinzhu; Wu, Rong
4
2009
Total duration of negative surplus for the risk model with debit interest. Zbl 1165.91417
He, Jingmin; Wu, Rong; Zhang, Huayue
4
2009
Ruin theory for the risk process described by PDMPs. Zbl 1023.62108
Wang, Guo-jing; Zhang, Chun-sheng; Wu, Rong
4
2003
Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy. Zbl 1321.60167
Lu, Yuhua; Wu, Rong
3
2014
Pricing the zero-coupon bond and its fair premium under a structural credit risk model with jumps. Zbl 1217.91195
Dong, Yinghui; Wang, Guojing; Wu, Rong
3
2011
The joint distributions of some actuarial diagnostics for the jump-diffusion risk process. Zbl 1240.91054
Lü, Yuhua; Wu, Rong; Xu, Run
3
2010
Some problems on balls and spheres for Brownian motion. Zbl 0862.60070
Yin, Chuancun; Wu, Rong
3
1996
On a discrete-time risk model with delayed claims and dividends. Zbl 1263.91054
Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong
2
2013
Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies. Zbl 1259.91057
Li, Jin Zhu; Wu, Rong
2
2012
Total duration of negative surplus for the risk process with constant interest force. Zbl 1295.91056
Song, Min; Wu, Rong
2
2007
The joint distributions of some extrema for the classical risk process perturbed by diffusion. Zbl 1127.60086
Lu, Yuhua; Wu, Rong; Xu, Run
2
2006
Moments of the time of ruin, surplus before ruin and the deficit at ruin in the Erlang(N) risk process. Zbl 1261.62092
Xing, Yongsheng; Wu, Rong
2
2006
The joint distribution for the classical risk model. Zbl 1022.62104
Wu, Rong; Zhang, Chunsheng; Wang, Guojing
2
2002
A note on the differentiability of probabilities of ruin. Zbl 1155.62471
Zhang, Chun Sheng; Wu, Rong
2
2001
The invariant measure of symmetric stable processes. Zbl 0604.60035
Wu, Rong
2
1986
The hitting time for a Cox risk process. Zbl 1235.91110
Wu, Rong; Wang, Wei
1
2012
Upper bound for finite-time ruin probability in a Markov-modulated market. Zbl 1237.91132
Li, Jinzhu; Wu, Rong
1
2011
On optimality of the barrier strategy for the classical risk model with interest. Zbl 1217.91088
Fang, Ying; Wu, Rong
1
2011
On the joint distribution for a kind of Cox risk process. Zbl 1240.91062
Song, Min; Wu, Rong; Wang, Guojing
1
2010
On a joint distribution for the classical risk process with a stochastic return on investments. Zbl 1183.60034
Meng, Hui; Zhang, Chunsheng; Wu, Rong
1
2007
The expected valued of a penalty function for a PDMP insurance risk model. Zbl 05548276
Xing, Yongsheng; Wu, Rong
1
2005
Ruin estimates of diffusion models under constant interest rate. Zbl 1153.60374
Li, Shang You; Zhang, Chun Sheng; Wu, Rong
1
2003
Distribution of deficit at ruin for a PDMP insurance risk model. Zbl 1045.62109
Wang, Guojing; Qian, Suping; Wu, Rong
1
2003
Union-distributions of extreme value on classical risk model. Zbl 1046.91077
Zhang, Chunsheng; Wu, Rong
1
2003
Some results for classical risk process with stochastic return on investments. Zbl 1023.62107
Wang, Guo-jing; Wu, Rong
1
2002
Some results for the compound Poisson process that is perturbed by diffusion. Zbl 1004.60014
Zhang, Chunsheng; Zhang, Lianzeng; Wu, Rong
1
2002
A risk model with delay in claim settlement. Zbl 1148.62317
Wu, Rong; Fang, Kaitai
1
1999
A generalization of risk model perturbed by diffusion. Zbl 1042.91538
Wang, Guojing; Wu, Rong
1
1999
Super-Brownian motion and one class of nonlinear differential equations on unbounded domains. Zbl 0924.60071
Ren, Yanxia; Wu, Rong; Yang, Chunpeng
1
1998
The behavior of super-Brownian motion near extinction. Zbl 0915.60078
Guo, Junyi; Wu, Rong
1
1998
Super Brownian motion on the Sierpiński gasket with point catalytic medium. Zbl 1009.60072
Guo, Junyi; Wu, Rong
1
1997
The equilibrium measure and the last-exit distribution. Zbl 1001.60511
Li, Chunming; Wu, Rong; Liao, Ming
1
1993
Progress concerning Brownian motion and classical potential theory in China. Zbl 0727.60085
Wu, Rong; Yang, Qing-Li
1
1991
The uniqueness of invariant measures of spatial homogeneous processes. Zbl 0635.60087
Liao, Ming; Wu, Rong
1
1987
The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims. Zbl 1310.91078
Li, Jin-Zhu; Wu, Rong
4
2015
Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy. Zbl 1321.60167
Lu, Yuhua; Wu, Rong
3
2014
On a discrete-time risk model with delayed claims and dividends. Zbl 1263.91054
Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong
2
2013
Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies. Zbl 1259.91057
Li, Jin Zhu; Wu, Rong
2
2012
The hitting time for a Cox risk process. Zbl 1235.91110
Wu, Rong; Wang, Wei
1
2012
Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims. Zbl 1209.62246
Li, Jin-Zhu; Wu, Rong
4
2011
Pricing the zero-coupon bond and its fair premium under a structural credit risk model with jumps. Zbl 1217.91195
Dong, Yinghui; Wang, Guojing; Wu, Rong
3
2011
Upper bound for finite-time ruin probability in a Markov-modulated market. Zbl 1237.91132
Li, Jinzhu; Wu, Rong
1
2011
On optimality of the barrier strategy for the classical risk model with interest. Zbl 1217.91088
Fang, Ying; Wu, Rong
1
2011
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061
Li, Jinzhu; Tang, Qihe; Wu, Rong
73
2010
The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times. Zbl 1202.91129
Song, Min; Meng, Qingbin; Wu, Rong; Ren, Jiandong
11
2010
The joint distributions of some actuarial diagnostics for the jump-diffusion risk process. Zbl 1240.91054
Lü, Yuhua; Wu, Rong; Xu, Run
3
2010
On the joint distribution for a kind of Cox risk process. Zbl 1240.91062
Song, Min; Wu, Rong; Wang, Guojing
1
2010
Optimal dividends in the Brownian motion risk model with interest. Zbl 1162.91012
Fang, Ying; Wu, Rong
11
2009
The compound Poisson process perturbed by a diffusion with a threshold dividend strategy. Zbl 1224.91100
Yuen, Kam C.; Lu, Yuhua; Wu, Rong
8
2009
A renewal jump-diffusion process with threshold dividend strategy. Zbl 1166.60053
Li, Bo; Wu, Rong; Song, Min
5
2009
Optimal investment problem with stochastic interest rate and stochastic volatility: maximizing a power utility. Zbl 1224.91140
Li, Jinzhu; Wu, Rong
4
2009
Total duration of negative surplus for the risk model with debit interest. Zbl 1165.91417
He, Jingmin; Wu, Rong; Zhang, Huayue
4
2009
The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest. Zbl 1141.91551
Wang, Guojing; Wu, Rong
7
2008
Total duration of negative surplus for the dual model. Zbl 1199.91099
Song, Min; Wu, Rong; Zhang, Xin
6
2008
The dividend function in the jump-diffusion dual model with barrier dividend strategy. Zbl 1166.60325
Li, Bo; Wu, Rong
5
2008
Optimal dividend strategy in the compound Poisson model with constant interest. Zbl 1291.91105
Fang, Ying; Wu, Rong
11
2007
The expectation of aggregate discounted dividends for a Sparre Andersen risk process perturbed by diffusion. Zbl 1150.91437
Meng, Hui; Zhang, Chunsheng; Wu, Rong
5
2007
Total duration of negative surplus for the risk process with constant interest force. Zbl 1295.91056
Song, Min; Wu, Rong
2
2007
On a joint distribution for the classical risk process with a stochastic return on investments. Zbl 1183.60034
Meng, Hui; Zhang, Chunsheng; Wu, Rong
1
2007
On the renewal risk process with stochastic interest. Zbl 1109.60071
Yuen, Kam C.; Wang, Guojing; Wu, Rong
17
2006
The joint distributions of some extrema for the classical risk process perturbed by diffusion. Zbl 1127.60086
Lu, Yuhua; Wu, Rong; Xu, Run
2
2006
Moments of the time of ruin, surplus before ruin and the deficit at ruin in the Erlang(N) risk process. Zbl 1261.62092
Xing, Yongsheng; Wu, Rong
2
2006
On a joint distribution for the risk process with constant interest force. Zbl 1110.62149
Wu, Rong; Wang, Guojing; Zhang, Chunsheng
8
2005
The expected valued of a penalty function for a PDMP insurance risk model. Zbl 05548276
Xing, Yongsheng; Wu, Rong
1
2005
The probability of ruin in a kind of Cox risk model with variable premium rate. Zbl 1142.62096
Wu, Rong; Li, Wei
5
2004
Joint distributions of some actuarial random vectors containing the time of ruin. Zbl 1024.62045
Wu, Rong; Wang, Guojing; Wei, Li
13
2003
Ruin theory for the risk process described by PDMPs. Zbl 1023.62108
Wang, Guo-jing; Zhang, Chun-sheng; Wu, Rong
4
2003
Ruin estimates of diffusion models under constant interest rate. Zbl 1153.60374
Li, Shang You; Zhang, Chun Sheng; Wu, Rong
1
2003
Distribution of deficit at ruin for a PDMP insurance risk model. Zbl 1045.62109
Wang, Guojing; Qian, Suping; Wu, Rong
1
2003
Union-distributions of extreme value on classical risk model. Zbl 1046.91077
Zhang, Chunsheng; Wu, Rong
1
2003
Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion. Zbl 1046.91076
Zhang, Chunsheng; Wu, Rong
15
2002
The joint distributions of several important actuarial diagnostics in the classical risk model. Zbl 1071.91027
Wei, Li; Wu, Rong
6
2002
The joint distribution for the classical risk model. Zbl 1022.62104
Wu, Rong; Zhang, Chunsheng; Wang, Guojing
2
2002
Some results for classical risk process with stochastic return on investments. Zbl 1023.62107
Wang, Guo-jing; Wu, Rong
1
2002
Some results for the compound Poisson process that is perturbed by diffusion. Zbl 1004.60014
Zhang, Chunsheng; Zhang, Lianzeng; Wu, Rong
1
2002
Distributions for the risk process with a stochastic return on investments. Zbl 1064.91051
Wang, Guojing; Wu, Rong
33
2001
A note on the differentiability of probabilities of ruin. Zbl 1155.62471
Zhang, Chun Sheng; Wu, Rong
2
2001
Some distributions for classical risk process that is perturbed by diffusion. Zbl 0961.62095
Wang, Guojing; Wu, Rong
31
2000
On the distribution of the surplus of the D-E model prior to and at ruin. Zbl 0963.91063
Zhang, Chunsheng; Wu, Rong
6
1999
A risk model with delay in claim settlement. Zbl 1148.62317
Wu, Rong; Fang, Kaitai
1
1999
A generalization of risk model perturbed by diffusion. Zbl 1042.91538
Wang, Guojing; Wu, Rong
1
1999
Super-Brownian motion and one class of nonlinear differential equations on unbounded domains. Zbl 0924.60071
Ren, Yanxia; Wu, Rong; Yang, Chunpeng
1
1998
The behavior of super-Brownian motion near extinction. Zbl 0915.60078
Guo, Junyi; Wu, Rong
1
1998
Super Brownian motion on the Sierpiński gasket with point catalytic medium. Zbl 1009.60072
Guo, Junyi; Wu, Rong
1
1997
Some problems on balls and spheres for Brownian motion. Zbl 0862.60070
Yin, Chuancun; Wu, Rong
3
1996
The equilibrium measure and the last-exit distribution. Zbl 1001.60511
Li, Chunming; Wu, Rong; Liao, Ming
1
1993
Progress concerning Brownian motion and classical potential theory in China. Zbl 0727.60085
Wu, Rong; Yang, Qing-Li
1
1991
The uniqueness of invariant measures of spatial homogeneous processes. Zbl 0635.60087
Liao, Ming; Wu, Rong
1
1987
The invariant measure of symmetric stable processes. Zbl 0604.60035
Wu, Rong
2
1986
all top 5

Cited by 328 Authors

25 Wu, Rong
20 Wang, Guojing
18 Yin, Chuancun
18 Yuen, Kam Chuen
12 Li, Jinzhu
10 Yang, Hailiang
9 Fu, Ke’ang
9 Gao, Qingwu
8 Zhang, Chunsheng
7 Zhang, Zhimin
6 Guo, Junyi
6 Li, Shuanming
5 Wang, Dingcheng
5 Yang, Hu
5 Yang, Yang
4 Chen, Yiqing
4 Dong, Yinghui
4 Feng, Runhuan
4 Hashorva, Enkelejd
4 He, Jingmin
4 Liu, Xijun
4 Lu, Yi
4 Rong, Ximin
4 Šiaulys, Jonas
4 Tang, Qihe
4 Tsai, Cary Chi-Liang
4 Wang, Kaiyong
4 Wen, Yuzhen
4 Yang, Haizhong
4 Yang, Yang
4 Zhou, Xiaowen
3 Asimit, Alexandru V.
3 Asmussen, Søren
3 Bi, Xiuchun
3 Cai, Jun
3 Chiu, Sung Nok
3 Egídio dos Reis, Alfredo D.
3 Guo, Fenglong
3 Jiang, Wuyuan
3 Leipus, Remigijus
3 Li, Bo
3 Liu, Zaiming
3 Ragulina, Olena
3 Sendova, Kristina P.
3 Shen, Xinmei
3 Song, Min
3 Tan, Jiyang
3 Wang, Chunwei
3 Wang, Shijie
3 Wang, Wei
3 Wei, Li
3 Yang, Xiangqun
3 Zhang, Shuguang
3 Zhao, Hui
3 Zhou, Ming
3 Zhu, Jinxia
2 Albrecher, Hansjörg
2 Avram, Florin
2 Bai, Xiaodong
2 Belkina, T. A.
2 Breuer, Lothar
2 Cang, Yuquan
2 Cardoso, Rui M. R.
2 Chen, Mi
2 Chen, Yu
2 Cheng, Dongya
2 Dong, Hua
2 Frostig, Esther
2 Gao, Heli
2 Grandits, Peter
2 Hu, Xiang
2 Hu, Yijun
2 Huang, Zhongquan
2 Ji, Lanpeng
2 Jiang, Tao
2 Kabanov, Yuriĭ Mikhaĭlovich
2 Kortschak, Dominik
2 Landriault, David
2 Li, Bin
2 Li, Danping
2 Li, Jie
2 Li, Rong
2 Li, Ziqiang
2 Loisel, Stéphane
2 Lu, Yuhua
2 Meng, Hui
2 Ng, Cheuk Yin Andrew
2 Peng, Jiangyan
2 Rabehasaina, Landy
2 Ren, Yanxia
2 Rodríguez-Martínez, Eugenio V.
2 Shen, Ying
2 Song, Lixin
2 Usábel, Miguel A.
2 Vernic, Raluca
2 Wang, Rongming
2 Wang, Shanshan
2 Wei, Li
2 Willmot, Gordon E.
2 Woo, Jae-Kyung
...and 228 more Authors
all top 5

Cited in 68 Serials

45 Insurance Mathematics & Economics
25 Statistics & Probability Letters
19 Journal of Computational and Applied Mathematics
14 Acta Mathematicae Applicatae Sinica. English Series
14 Scandinavian Actuarial Journal
10 Communications in Statistics. Theory and Methods
9 Stochastic Models
7 Stochastic Processes and their Applications
7 Applied Mathematics. Series B (English Edition)
6 Journal of Mathematical Analysis and Applications
6 Applied Stochastic Models in Business and Industry
5 Mathematical Problems in Engineering
5 Acta Mathematica Sinica. English Series
5 Methodology and Computing in Applied Probability
5 Frontiers of Mathematics in China
4 Journal of Applied Probability
4 Abstract and Applied Analysis
4 ASTIN Bulletin
4 Journal of Industrial and Management Optimization
3 Advances in Applied Probability
3 Lithuanian Mathematical Journal
3 Applied Mathematics and Computation
3 Stochastic Analysis and Applications
3 Modern Stochastics. Theory and Applications
2 Science in China. Series A
2 Japan Journal of Industrial and Applied Mathematics
2 Mathematical Methods of Operations Research
2 Journal of Systems Science and Complexity
2 North American Actuarial Journal
2 Journal of the Korean Statistical Society
2 Science China. Mathematics
2 European Actuarial Journal
1 Computers & Mathematics with Applications
1 Journal of Mathematical Biology
1 Ukrainian Mathematical Journal
1 Theory of Probability and its Applications
1 Applied Mathematics and Optimization
1 Journal of the Korean Mathematical Society
1 Journal of Multivariate Analysis
1 Mathematics and Computers in Simulation
1 Osaka Journal of Mathematics
1 Siberian Mathematical Journal
1 Bulletin of the Korean Mathematical Society
1 Applied Mathematics and Mechanics. (English Edition)
1 Queueing Systems
1 The Annals of Applied Probability
1 Computational Mathematics and Mathematical Physics
1 Acta Mathematica Sinica. New Series
1 Chinese Science Bulletin
1 Opuscula Mathematica
1 Bernoulli
1 Finance and Stochastics
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Journal of Inequalities and Applications
1 Wuhan University Journal of Natural Sciences (WUJNS)
1 Discrete Dynamics in Nature and Society
1 Extremes
1 Probability in the Engineering and Informational Sciences
1 International Game Theory Review
1 The ANZIAM Journal
1 Journal of Applied Mathematics
1 Asia-Pacific Financial Markets
1 Advances in Difference Equations
1 Journal of Mathematical Inequalities
1 Communications in Mathematics and Statistics
1 ISRN Probability and Statistics
1 Journal of Function Spaces
1 Cogent Mathematics

Citations by Year