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已发表或接收的部分论文:

  1. H. Niu & D. Wang. Pricing vulnerable options with correlated jump-diffusion processes depending on various states of the economy, Quantitative Finance, 2015, Forthcoming, SSCI

  2. F. Guo & D. Wang, Uniform tail asymptotic of discounted aggregate claims with two dependence structures, SCIENCE CHINA Mathematics (in Chinese), 2015, Forthcoming

  3. F. Guo & D. Wang. Uniform asymptotic estimates for ruin probabilities with exponential Levy process investment returns and two-sided linear heavy-tailed claims. Communications in Statistics-Theory and Methods, forthcoming, SCI

  4. F. Guo & D. Wang. Finite- and infinite-time ruin probabilities with general stochasticinvestment return processes and bivariate upper tail independent and heavy-tailed claims. Advances in Applied Probability, 45(1), pp. 241-273, 2013, SCI

  5. F. Guo & D. Wang. Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Levy process investment returns and dependent claims. Applied Stochastic Models in Business and Industry, 29(3), pp. 295-313, 2013, SCI

  6. 牛华伟. 利率带有跳跃情形下的信用衍生品定价研究,管理科学学报,17(4), pp. 71-85, 2014

  7. 牛华伟, 王定成. 利用Laplace变换研究基于一个双跳模型的脆弱期权定价问题,中国科学:数学,45(2), pp. 195-212, 2015.

  8. 牛华伟. 债务合约与再协商:一个完全合约理论下的动态债务模型,统计与决策,4,pp. 50-54, 2014.