31 results on '"Zhang, ZhiMin"'
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2. Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk
3. Valuation of a DB underpin hybrid pension under a regime-switching Lévy model
4. Residual-based a posteriori error estimators for mixed finite element methods for fourth order elliptic singularly perturbed problems
5. FE-holomorphic operator function method for nonlinear plate vibrations with elastically added masses
6. Pricing some life-contingent lookback options under regime-switching Lévy models
7. Recursive approximating to the finite-time Gerber–Shiu function in Lévy risk models under periodic observation
8. A CG–DG method for Maxwell’s equations in Cole–Cole dispersive media
9. Sharp [formula omitted]-norm error estimates of two time-stepping schemes for reaction–subdiffusion problems
10. Superconvergence analysis of linear FEM based on polynomial preserving recovery for Helmholtz equation with high wave number
11. Local ultraconvergence of linear and bilinear finite element method for second order elliptic problems
12. Valuing equity-linked death benefits in general exponential Lévy models
13. A new [formula omitted] weak Galerkin method for the Biharmonic equation
14. Valuing guaranteed equity-linked contracts by Laguerre series expansion
15. Estimating the Gerber–Shiu function in a Lévy risk model by Laguerre series expansion
16. A note on a discrete time MAP risk model
17. Polynomial preserving recovery on boundary
18. Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return
19. Analysis of a [formula omitted]-version finite volume method for 1D elliptic problems
20. On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence
21. Convergence analysis for least-squares finite element approximations of second-order two-point boundary value problems
22. Gerber–Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times
23. On a discrete risk model with two-sided jumps
24. On a risk model with stochastic premiums income and dependence between income and loss
25. The perturbed compound Poisson risk model with two-sided jumps
26. On a perturbed Sparre Andersen risk model with multi-layer dividend strategy
27. The Gerber–Shiu discounted penalty functions for a risk model with two classes of claims
28. Sharp H1-norm error estimates of two time-stepping schemes for reaction–subdiffusion problems
29. A new P1 weak Galerkin method for the Biharmonic equation
30. Analysis of ap-version finite volume method for 1D elliptic problems
31. Convergence and Gibbs' phenomenon in cubic spline interpolation of discontinuous functions
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