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- Publications
- Influence
Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
Recently the optimal reinsurance strategy concerning the insurer’s risk attitude and the reinsurance premium principle has been an interesting topic. This paper discusses the optimal reinsurance… Expand
Initial collapse of braced elliptical tubes under lateral compression
The initial collapse behavior of elliptical tubes subjected to lateral compression is investigated. Both unbraced and braced tubes are analysed, and the main factors which affect the initial collapse… Expand
The time of deducting fees for variable annuities under the state-dependent fee structure
- Jiang Zhou, L. Wu
- Economics
- 1 March 2015
We investigate the total time of deducting fees for variable annuities with state-dependent fee. This fee charging method is studied recently by Bernard et al. (2014) and Delong (2014) in which the… Expand
Experimental analyses of collapse behaviors of braced elliptical tubes under lateral compression
Abstract A series of experiments were conducted for braced, elliptical tubes with semi-axes ratios, b a , ranging from 0.5 to 2 to verify the theoretical analysis results presented in a companion… Expand
Extended facial expression synthesis using statistical appearance model
- L. Xiong, N. Zheng, S. Du, L. Wu
- Computer Science
- 4th IEEE Conference on Industrial Electronics and…
- 25 May 2009
TLDR
Occupation times of Lévy-driven Ornstein–Uhlenbeck processes with two-sided exponential jumps and applications
- Jiang Zhou, L. Wu, Y. Bai
- Mathematics
- 1 June 2017
For an Ornstein–Uhlenbeck process driven by a double exponential jump diffusion process, we obtain formulas for the joint Laplace transform of it and its occupation times. The approach used is new… Expand
Classification of Single Cereal Grain Kernel Using Shape Parameters Based on Machine Vision
The study was conducted to identify three types of non-touching grain kernels using a colour machine vision system. Images of individual cereal grain kernels were acquired using an camera. Shape… Expand