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"Zhao, Hongbiao"

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Number of items: 4.

Dassios, Angelos and Zhao, Hongbiao (2013) A risk model with delayed claims. Journal of Applied Probability, 50 (3). pp. 686-702. ISSN 0021-9002

Dassios, Angelos and Zhao, Hongbiao (2013) Exact simulation of Hawkes process with exponentially decaying intensity. Electronic Communications in Probability, 18 . ISSN 1083-589X

Dassios, Angelos and Zhao, Hongbiao (2012) Ruin by dynamic contagion claims. Insurance: Mathematics and Economics, 51 (1). pp. 93-106. ISSN 0167-6687

Zhao, Hongbiao (2011) Portfolio credit risk of default and spread widening. The Author. (Unpublished)

This list was generated on Wed Oct 22 01:13:34 2014 BST.