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Author ID: zhao.xianghua Recent zbMATH articles by "Zhao, Xianghua"
Published as: Zhao, Xianghua; Zhao, Xiang-hua; Zhao, Xiang Hua; Zhao, Xiang-Hua

Publications by Year

Citations contained in zbMATH Open

10 Publications have been cited 31 times in 28 Documents Cited by Year
On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments. Zbl 1410.91297
Zhao, Xianghua; Dong, Hua; Dai, Hongshuai
10
2018
On the conjugacy class sizes of prime power order \(\pi\)-elements. Zbl 1240.20024
Zhao, X. H.; Guo, X. Y.; Shi, J. Y.
7
2011
The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes. Zbl 1206.91048
Zhao, Xiang-Hua; Yin, Chuan-Cun
7
2010
Numerical method for a Markov-modulated risk model with two-sided jumps. Zbl 1264.91137
Dong, Hua; Zhao, Xianghua
5
2012
Parisian ruin probability for Markov additive risk processes. Zbl 1446.91079
Zhao, Xianghua; Dong, Hua
3
2018
On a class of risk processes with barriers and random incomes. Zbl 1218.91076
Dong, Hua; Zhao, Xiang Hua; Liu, Zai Ming
2
2010
Ladder height and supremum of a random walk with applications in risk theory. Zbl 1199.60170
Yin, Chuancun; Zhao, Xianghua; Hu, Feng
1
2009
Ruin problems for a Sparre Andersen risk model. Zbl 1085.62123
Zhao, Xianghua; Yin, Chuancun
1
2005
Ruin problems for a Sparre Andersen risk model. Zbl 1165.91427
Zhao, Xianghua; Yin, Chuancun
1
2005
Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin. Zbl 1474.91150
Dong, Hua; Zhao, Xiang-hua
1
2020
Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin. Zbl 1474.91150
Dong, Hua; Zhao, Xiang-hua
1
2020
On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments. Zbl 1410.91297
Zhao, Xianghua; Dong, Hua; Dai, Hongshuai
10
2018
Parisian ruin probability for Markov additive risk processes. Zbl 1446.91079
Zhao, Xianghua; Dong, Hua
3
2018
Numerical method for a Markov-modulated risk model with two-sided jumps. Zbl 1264.91137
Dong, Hua; Zhao, Xianghua
5
2012
On the conjugacy class sizes of prime power order \(\pi\)-elements. Zbl 1240.20024
Zhao, X. H.; Guo, X. Y.; Shi, J. Y.
7
2011
The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes. Zbl 1206.91048
Zhao, Xiang-Hua; Yin, Chuan-Cun
7
2010
On a class of risk processes with barriers and random incomes. Zbl 1218.91076
Dong, Hua; Zhao, Xiang Hua; Liu, Zai Ming
2
2010
Ladder height and supremum of a random walk with applications in risk theory. Zbl 1199.60170
Yin, Chuancun; Zhao, Xianghua; Hu, Feng
1
2009
Ruin problems for a Sparre Andersen risk model. Zbl 1085.62123
Zhao, Xianghua; Yin, Chuancun
1
2005
Ruin problems for a Sparre Andersen risk model. Zbl 1165.91427
Zhao, Xianghua; Yin, Chuancun
1
2005

Citations by Year