Xiuchun Bi

According to our database, Xiuchun Bi authored at least 6 papers between 2013 and 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2020

Several Properties of a Nonstandard Renewal Counting Process and Their Applications.

Rong Li, Xiuchun Bi, Shuguang Zhang

J. Syst. Sci. Complex., 2020

2017

Pricing credit derivatives under fractional stochastic interest rate models with jumps.

Jiaojiao Zhang, Xiuchun Bi, Rong Li, Shuguang Zhang

J. Syst. Sci. Complex., 2017

Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints.

Jingjing Song, Xiuchun Bi, Rong Li, Shuguang Zhang

Appl. Math. Comput., 2017

2015

Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process.

Zhaoli Jia, Xiuchun Bi, Shuguang Zhang

J. Syst. Sci. Complex., 2015

Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment.

Xiuchun Bi, Shuguang Zhang

J. Syst. Sci. Complex., 2015

2013

Pricing barrier options under stochastic volatility framework.

Yunfei Zhai, Xiuchun Bi, Shuguang Zhang

J. Syst. Sci. Complex., 2013