The following pages link to Ming Zhou (Q298777):
Displaying 50 items.
- Numerical bifurcation and its application in computation of available transfer capability (Q298778) (← links)
- (Q495435) (redirect page) (← links)
- Optimal proportional reinsurance with common shock dependence (Q495436) (← links)
- Two-dimensional DOA estimation for acoustic vector-sensor array using a successive MUSIC (Q495959) (← links)
- Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium (Q545460) (← links)
- (Q553943) (redirect page) (← links)
- A Bayesian model of design imperfections in online feedback systems and their relative impacts (Q553945) (← links)
- A characterization of multivariate normality through univariate projections (Q604376) (← links)
- A perturbed risk model with dependence between premium rates and claim sizes (Q659158) (← links)
- Some results behind dividend problems (Q861422) (← links)
- Optimal reinsurance with both proportional and fixed costs (Q900546) (← links)
- On a risk model with debit interest and dividend payments (Q951191) (← links)
- Classical risk model with threshold dividend strategy (Q1003953) (← links)
- Weighted kappa statistic for clustered matched-pair ordinal data (Q1623735) (← links)
- Kappa statistic for clustered physician-patients polytomous data (Q1663303) (← links)
- Optimal investment and premium control in a nonlinear diffusion model (Q1690570) (← links)
- A regulation model for the solvency of banking system: based on the pinning control theory of complex network (Q1727399) (← links)
- An approximation method for risk aggregations and capital allocation rules based on additive risk factor models (Q1742712) (← links)
- Sharp Ritz value estimates for restarted Krylov subspace iterations (Q1744300) (← links)
- Optimal risk control and dividend distribution policies for a diffusion model with terminal value (Q1931091) (← links)
- Utility maximization with habit formation of interaction (Q1983703) (← links)
- Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting (Q2015632) (← links)
- An empirical test of Tobit model robustness in estimating online auction prices over various distributions (Q2204296) (← links)
- Optimal dividend and risk control policies in the presence of a fixed transaction cost (Q2223849) (← links)
- The exit time and the dividend value function for one-dimensional diffusion processes (Q2318956) (← links)
- Convergence theory for preconditioned eigenvalue solvers in a nutshell (Q2362287) (← links)
- The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate (Q2494876) (← links)
- The block preconditioned steepest descent iteration for elliptic operator eigenvalue problems (Q2510839) (← links)
- Ruin probabilities in Cox risk models with two dependent classes of business (Q2644356) (← links)
- Gaussian graphical models parallel estimation via coordinate descent neighborhood selection (Q2824149) (← links)
- An efficient method of estimation for longitudinal surveys with monotone missing data (Q2913855) (← links)
- Iterative minimization of the Rayleigh quotient by block steepest descent iterations (Q2948072) (← links)
- Dual adaptive control of nonlinear stochastic systems based on ESN (Q2992772) (← links)
- (Q3017412) (← links)
- Convergence Analysis of Gradient Iterations for the Symmetric Eigenvalue Problem (Q3094395) (← links)
- (Q3110235) (← links)
- Convergence Analysis of Restarted Krylov Subspace Eigensolvers (Q3185675) (← links)
- (Q3411424) (← links)
- Alternative approximation for stresses in plate structures (Q4290312) (← links)
- Convergence estimates of nonrestarted and restarted block‐Lanczos methods (Q4558719) (← links)
- PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS (Q4563735) (← links)
- 最优分红策略:正则与脉冲混合控制问题 (Q5063560) (← links)
- Nonlinear impulse capital injections problem with reinsurance control (Q5063662) (← links)
- Optimal stochastic impulse and regular control for capital injections: A hybrid strategy (Q5063955) (← links)
- Optimal dividends and reinsurance with capital injection under thinning dependence (Q5093750) (← links)
- A powerful test for multivariate normality (Q5128583) (← links)
- Optimal Dynamic Risk Control for Insurers with State-Dependent Income (Q5169735) (← links)
- Removal models accounting for temporary emigration (Q5214437) (← links)
- Cluster robust estimates for block gradient-type eigensolvers (Q5226658) (← links)
- Optimal dividend strategy with transaction costs for an upward jump model (Q5245418) (← links)
