Xiuchun Bi

Publication Activity (10 Years)

Years Active: 2013-2020
Publications (10 Years): 3

Top Topics

Probabilistic Model

Top Venues

J. Syst. Sci. Complex.

Appl. Math. Comput.

Publications

Rong Li, Xiuchun Bi, Shuguang Zhang
Several Properties of a Nonstandard Renewal Counting Process and Their Applications. J. Syst. Sci. Complex. 33 (1) (2020)
Jingjing Song, Xiuchun Bi, Rong Li, Shuguang Zhang
Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints. Appl. Math. Comput. 299 (2017)
Jiaojiao Zhang, Xiuchun Bi, Rong Li, Shuguang Zhang
Pricing credit derivatives under fractional stochastic interest rate models with jumps. J. Syst. Sci. Complex. 30 (3) (2017)
Zhaoli Jia, Xiuchun Bi, Shuguang Zhang
Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process. J. Syst. Sci. Complex. 28 (6) (2015)
Xiuchun Bi, Shuguang Zhang
Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment. J. Syst. Sci. Complex. 28 (1) (2015)
Yunfei Zhai, Xiuchun Bi, Shuguang Zhang
Pricing barrier options under stochastic volatility framework. J. Syst. Sci. Complex. 26 (4) (2013)