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Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model
Zhang, Zhimin; Yang, Hailiang - In: Insurance 53 (2013) 1, pp. 24-35
Persistent link: https://www.econbiz.de/10009785427
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Optimal retention for a stop-loss reinsurance with incomplete information
Hu, Xiang; Yang, Hailiang; Lianzeng, Zhang - In: Insurance 65 (2015), pp. 15-21
Persistent link: https://www.econbiz.de/10011422850
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A class of nonzero-sum investment and reinsurance games subject to systematic risks
Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; … - In: Scandinavian actuarial journal (2017) 8, pp. 670-707
Persistent link: https://www.econbiz.de/10011848596
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On a multi-dimensional risk model with regime switching
Wang, Guanqing; Wang, Guojing; Yang, Hailiang - In: Insurance 68 (2016), pp. 73-83
Persistent link: https://www.econbiz.de/10011492469
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On the compound poisson risk model with periodic capital injections
Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 435-477
Persistent link: https://www.econbiz.de/10011875624
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Net reserve calculation for whole life insurance under mean-reverting stochastic interest rate models
Lyu, Haoqi; Yang, Hailiang - In: Asia-Pacific journal of risk and insurance : APJRI 19 (2025) 2, pp. 87-116
Persistent link: https://www.econbiz.de/10015436753