Xiaowen Zhou

发表

A Time-Homogeneous Diffusion Model with Tax

Bin Li, Qihe Tang, Xiaowen Zhou, 2013, J. Appl. Probab..

Exit problems for general draw-down times of spectrally negative Lévy processes

Xiaowen Zhou, Bo Li, Nhat Linh Vu, 2019, J. Appl. Probab..

Effect of DNA Physical Characteristics to Drosophila Nucleosome Positioning

Jing Chen, Xiaowen Zhou, Jihua Feng, 2016, ICC 2016.

Constructing and Counting Phylogenetic Invariants

Steven N. Evans, Xiaowen Zhou, S. Evans, 1998, J. Comput. Biol..

General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes

Wenyuan Wang, Xiaowen Zhou, Xiaowen Zhou, 2018, Journal of Applied Probability.

On the last exit times for spectrally negative Lévy processes

Yingqiu Li, Xiaowen Zhou, Chuancun Yin, 2016, Journal of Applied Probability.

Numerical analysis of the boundary effect in model tests for single pile under lateral load

Mi Zhou, Fan Chen, Xiaowen Zhou, 2018, Bulletin of Engineering Geology and the Environment.

On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy

Xiaowen Zhou, Wenyuan Wang, Xiang Yu, 2021 .

On the explosion of a class of continuous-state nonlinear branching processes

Bo Li, Xiaowen Zhou, 2021, Electronic Journal of Probability.

An Insurance Risk Model with Parisian Implementation Delays

Xiaowen Zhou, David Landriault, D. Landriault, 2014 .

Stepping-Stone Model with Circular Brownian Migration

Xiaowen Zhou, Xiaowen Zhou, 2005, Canadian Mathematical Bulletin.

On a Classical Risk Model with a Constant Dividend Barrier

Xiaowen Zhou, Xiaowen Zhou, 2005 .

OCCUPATION TIMES OF SPECTRALLY NEGATIVE LÉVY PROCESSES WITH APPLICATIONS

Xiaowen Zhou, David Landriault, Jean-Franccois Renaud, 2010 .

Distribution of the Present Value of Dividend Payments in a Lévy Risk Model

Xiaowen Zhou, Jean-François Renaud, Xiaowen Zhou, 2007, Journal of Applied Probability.

A Lévy Insurance Risk Process with Tax

Hansjörg Albrecher, Xiaowen Zhou, H. Albrecher, 2008, Journal of Applied Probability.

Insurance Risk Models with Parisian Implementation Delays

Xiaowen Zhou, David Landriault, Jean-Francois Renaud, 2011 .

On taxed spectrally negative Lévy processes with draw-down stopping

Florin Avram, Xiaowen Zhou, Nhat Linh Vu, 2017 .

Exit identities for L\'evy processes observed at Poisson arrival times

Xiaowen Zhou, Jevgenijs Ivanovs, Hansjorg Albrecher, 2014 .

Occupation times of intervals until first passage times for spectrally negative Lévy processes

Xiaowen Zhou, Jean-Franccois Renaud, Jean-François Renaud, 2012, 1207.1592.

Exit Problems for Spectrally Negative Lévy Processes Reflected at Either the Supremum or the Infimum

Xiaowen Zhou, Xiaowen Zhou, 2007, Journal of Applied Probability.

The Joint Laplace Transforms for Diffusion Occupation Times

Bin Li, Xiaowen Zhou, 2013, Advances in Applied Probability.

On the finite-time Gerber-Shiu function

Xiaowen Zhou, José Garrido, Ionica Cojocaru, .

Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps

Hansjörg Albrecher, Dominik Kortschak, Xiaowen Zhou, 2012 .

General tax Structures and the Lévy Insurance Risk Model

Andreas E. Kyprianou, Xiaowen Zhou, A. Kyprianou, 2009, Journal of Applied Probability.

A superprocess involving both branching and coalescing

Xiaowen Zhou, 2005 .