Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation. - Chunhao Cai; Nan Chen; Honglong You (J. Comput. Appl. Math., 2018)

Nonparametric estimation for a spectrally negative Lévy process based on high frequency data. - Honglong You; Chunhao Cai (J. Comput. Appl. Math., 2019)

Interval estimation of the ruin probability in the classical compound Poisson risk model. - Honglong You; Junyi Guo; Jiancheng Jiang (Comput. Stat. Data Anal., 2020)