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Search: authors:"Zhenhua Bao"

3 papers found.
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A discrete-time ruin model with dependence between interclaim arrivals and claim sizes

We construct a discrete-time ruin model with general premium rate and dependent setting, where the time between two occurrences depends on the previous claim size. The generating function and defective renewal equation satisfied by the Gerber-Shiu expected discounted penalty function are derived by using the roots of a generalized Lundberg’s equation. Explicit expressions for the...

Existence of non-constant positive stationary solutions of the shadow predator-prey systems with Allee effect

Zhenhua Bao 0 He Liu 1 0 School of Mathematics, Liaoning Normal University , Dalian, 116029 , China 1 School of Mathematics, Physics and Biological Engineering, Inner Mongolia University of Science

Some limit theorems for the log-optimal portfolio

In this paper, we mainly study the strong limit theorems for the log-optimal portfolio of the ∗-mixing stock market. First, we establish a strong limit theorem for the log-optimal portfolio of any sequence investment, then we obtain the result that the average return of the long term behavior of a sequence investment converges to the average of the expectation return in every...