[1] Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity. Journal of mathematical analysis and applications. 2011, Accepted.
[2] Large deviation of partly shifted risk process. Journal of Mathematics, 2011,Accepted.
[3] The minimal martingale measure for the pricing process with Poisson shot noise jumps. Communications on Stochastic Analysis, 2011, 5:671-681
[4] The moderate deviation principle for self-normalized sums of sums of i.i.d. random variables. Applied Mathematics Letters, 2009, 22:715-718(with Qian Bin)
[5] Sample path large and moderate deviations for risk model with delayed claims. Insurance: Mathematics and Economics, 2009, 45: 74-80 (with Gao Fuqing).
[6] Functional large deviations and moderate deviations for markov-modulated risk models with reinsurance. Journal of Applied Probability, 2008, 45: 800-817(with Gao Fuqing).