Erlangian Approximation to Finite Time Ruin Probabilities in Perturbed Risk Models. - Kaiqi Yu; David A. Stanford; Jiandong Ren (Numerical Methods for Structured Markov Chains, 2007)

The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times. - Min Song; Qingbin Meng; Rong Wu; Jiandong Ren (Appl. Math. Comput., 2010)

On a discrete multi-variate phase-type distribution and its applications (abstract only). - Qi-Ming He; Jiandong Ren (SIGMETRICS Perform. Evaluation Rev., 2012)

Estimation of model parameters of dependent processes constructed using Lévy Copulas. - Wenjun Jiang; Han-Ping Hong; Jiandong Ren (Commun. Stat. Simul. Comput., 2021)