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An integrated risk management method : VaR approach
Yang, Hailiang - In: Multinational finance journal : MF ; quarterly … 4 (2000) 3/4, pp. 201-219
Persistent link: https://www.econbiz.de/10009879230
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Optimal investment for insurer with jump-diffusion risk process
Yang, Hailiang; Zhang, Lihong - In: Insurance / Mathematics & economics 37 (2005) 3, pp. 615-634
Persistent link: https://www.econbiz.de/10006874105
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Optimal stopping behavior of equity-linked investment products with regime switching
Cheung, Ka Chun; Yang, Hailiang - In: Insurance / Mathematics & economics 37 (2005) 3, pp. 599-614
Persistent link: https://www.econbiz.de/10006874106
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On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes
Sun, Lijuan; Yang, Hailiang - In: Insurance / Mathematics & economics 34 (2004) 1, pp. 121
Persistent link: https://www.econbiz.de/10006883778
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Ruin theory in a financial corporation model with credit risk
Yang, Hailiang - In: Insurance / Mathematics & economics 33 (2003) 1, pp. 135-146
Persistent link: https://www.econbiz.de/10006886815
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Some results on ruin probabilities in a two-dimensional risk model
Chan, Wai-Sum; Yang, Hailiang; Zhang, Lianzeng - In: Insurance / Mathematics & economics 32 (2003) 3, pp. 345-358
Persistent link: https://www.econbiz.de/10006887756
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On the distribution of surplus immediately after ruin under interest force
Yang, Hailiang; Zhang, Lihong - In: Insurance / Mathematics & economics 29 (2001) 2, pp. 247-256
Persistent link: https://www.econbiz.de/10006899718
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Subjective risk measures: Bayesian predictive scenarios analysis
Siu, Tak Kuen; Yang, Hailiang - In: Insurance / Mathematics & economics 25 (1999) 2, pp. 157-170
Persistent link: https://www.econbiz.de/10006910268
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Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities Markets with Frictions
Deng, Xiaotie; Li, Zhong Fei; Wang, Shouyang; Yang, Hailiang - 2005
Persistent link: https://www.econbiz.de/10008214472
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A PDE approach to risk measures of derivatives
Siu, Tak Kuen; Yang, Hailiang - In: Applied mathematical finance 7 (2000) 3, pp. 211
Persistent link: https://www.econbiz.de/10008217266