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[1] YJ,陈允洁.柏拉图–伽马模型下尾在险价值度量的贝叶斯估计的渐近行为及其应用.工程数学学报,2024,41 (02)365-376.
[2] YJ,殷岳.Asymptotic behavior of estimators of entropic risk measures under asymmetric Laplace law.International Journal of Modeling, Simulation, and Scientific Computing,11(5)2050044-2050044.
[3] YJ,Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times.STATISTICS & PROBABILITY LETTERS,2017,12571-79.
[4] YJ,Estimations and asymptotic behaviors of coherent entropic risk measure for sums of random variables.STATISTICS & PROBABILITY LETTERS,2014,91171-180.
[5] YJ,Exponential martingale for compound Poisson process with latent variable and its applications.APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSITIES SERIES B,2015,30(2)210-216.
[6] YJ,Deviations of convex and coherent entropic risk measures.STATISTICS & PROBABILITY LETTERS,2015,10056-66.
[7] YJ,高付清.Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity.JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS 卷,2012,74-83.
[8] YJ,高付清.The minimal entropy martingale measure of a jump process influenced by jump times.STATISTICS & PROBABILITY LETTERS,2013,83(1)83-88.
[9] YJ,The minimal martingale measure of the price process with Poisson shot noise jumps.Communications on stochastic analysis,2011,5(4)671-681.
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