A Risk Model with Delayed Claims. - Angelos Dassios; Hongbiao Zhao (J. Appl. Probab., 2013)

Simulation and Calibration of a Fully Bayesian Marked Multidimensional Hawkes Process with Dissimilar Decays. - Kar Wai Lim; Young Lee; Leif Hanlen; Hongbiao Zhao (ACML, 2016)

Efficient Simulation of Clustering Jumps with CIR Intensity. - Angelos Dassios; Hongbiao Zhao (Oper. Res., 2017)

Exact Simulation for a Class of Tempered Stable and Related Distributions. - Angelos Dassios; Yan Qu; Hongbiao Zhao (ACM Trans. Model. Comput. Simul., 2018)

Exact simulation of Ornstein-Uhlenbeck tempered stable processes. - Yan Qu; Angelos Dassios; Hongbiao Zhao (J. Appl. Probab., 2021)

Exact simulation of gamma-driven Ornstein-Uhlenbeck processes with finite and infinite activity jumps. - Yan Qu; Angelos Dassios; Hongbiao Zhao (J. Oper. Res. Soc., 2021)

Random Variate Generation for Exponential and Gamma Tilted Stable Distributions. - Yan Qu; Angelos Dassios; Hongbiao Zhao (ACM Trans. Model. Comput. Simul., 2021)

Exact simulation of extrinsic stress-release processes. - Young Lee 003; Patrick J. Laub; Thomas Taimre; Hongbiao Zhao; Jiancang Zhuang (J. Appl. Probab., 2022)

Shot-noise cojumps: Exact simulation and option pricing. - Yan Qu; Angelos Dassios; Hongbiao Zhao (J. Oper. Res. Soc., 2023)

Robust Nonlinear Model Predictive Control of an Autonomous Launch and Recovery System. - Yujia Zhang; Hongbiao Zhao; Guang Li 002; Christopher Edwards; Mike Belmont (IEEE Trans. Control. Syst. Technol., 2023)

Optimal Control of a Hybrid Offshore Platform Combining a Wind Turbine and Multiple Floats. - Hongbiao Zhao; Peter Stansby; Zhijing Liao; Guang Li 002 (ICIT, 2024)

Exact Simulation of Quadratic Intensity Models. - Yan Qu; Angelos Dassios; Anxin Liu; Hongbiao Zhao (INFORMS J. Comput., 2025)