[1] Jiayi Xie, Zhimin Zhang, Statistical estimation for some dividend problems under the compound Poisson risk model. Insurance: Mathematics and Economics, 2020, 95, 101-115.
[2] Jiayi Xie, Zhimin Zhang, Finite-time dividend problems in a Lévy risk model under periodic observation. Applied Mathematics and Computation, 2021, 398, 125981.
[3] Wenyuan Wang, Jiayi Xie, Zhimin Zhang, Estimating the time value of ruin in a Levy risk model under low-frequency observation, Insurance: Mathematics and Economics, 2022, 104, 133-157.
[4] Jiayi Xie, Zhimin Zhang, Recursive approximating to the finite-time Gerber–Shiu function in Lévy risk models under periodic observation, Journal of Computational and Applied Mathematics, 2022, 399, 113703.
[5] Jiayi Xie, Zhenyu Cui, Zhimin Zhang, Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps, Applied Mathematics and Computation, 2022,429(1):127251.
[6] Jiayi Xie, Zhimin Zhang, Wenguang Yu, Solving the finite-time ruin problems by Laguerre series expansion, Chinese Journal of Applied Probability and Statistics,2022, 38(6), 867-886.
[7] Yang Yang, Jiayi Xie, Zhimin Zhang, Nonparametric estimation of some dividend problems in the perturbed compound Poisson model, Probability in the Engineering and Informational Sciences, 2023,37(2):418-441.
[8] Jiayi Xie, Wenguang Yu, Zhimin Zhang, Zhenyu Cui, Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times, Probability in the Engineering and Informational Sciences, 2023,37(2):324-356.
[9] Jiayi Xie, Zhimin Zhang, Estimating the discounted density function of the deficit at ruin in a risk model with barrier dividend strategy. Chinese Journal of Applied Probability and Statistics, 2023, 39(2): 197-217.
[10] Jiayi Xie, Zhimin Zhang, Infinite series expansion of some finite-time dividend and ruin related functions,Communications in Statistics - Theory and Methods,2024,53(1):201-214.
[11] Jiayi Xie, Zhenyu Cui, Zhimin Zhang, Laguerre series expansion for scale functions and its applications in risk theory, Acta Mathematicae Applicatae Sinica (English Series), accept.
[12] Jiayi Xie, Ye Teng, Zhimin Zhang, Finite-time expected present value of operating costs until ruin in a bivariate risk model under periodic observation, Japanese Journal of Statistics and Data Science, accept.
