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Markowitz's mean-variance asset-liability management with regime switching : a multi-period model
Chen, Ping; Yang, Hailiang - In: Applied mathematical finance 18 (2011) 1/2, pp. 29-50
Persistent link: https://www.econbiz.de/10009155490
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Portfolio optimization in a regime-switching market with derivatives
Fu, Jun; Wei, Jiaqin; Yang, Hailiang - In: European journal of operational research : EJOR 233 (2014) 1, pp. 184-192
Persistent link: https://www.econbiz.de/10010225264
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Ruin theory for a Markov regime-switching model under a threshold dividend strategy
Zhu, Jinxia; Yang, Hailiang - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 311-318
Persistent link: https://www.econbiz.de/10003682298
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On a multi-dimensional risk model with regime switching
Wang, Guanqing; Wang, Guojing; Yang, Hailiang - In: Insurance / Mathematics & economics 68 (2016), pp. 73-83
Persistent link: https://www.econbiz.de/10011492469
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Optimal insurance strategies : a hybrid deep learning Markov chain approximation approach
Cheng, Xiang; Jin, Zhuo; Yang, Hailiang - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 449-477
Persistent link: https://www.econbiz.de/10012243372
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Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models
Jin, Zhuo; Liu, Guo; Yang, Hailiang - In: European journal of operational research : EJOR 280 (2020) 3, pp. 1130-1143
Persistent link: https://www.econbiz.de/10012132524
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A hybrid deep learning method for optimal insurance strategies : algorithms and convergence analysis
Jin, Zhuo; Yang, Hailiang; Yin, George G. - In: Insurance / Mathematics & economics 96 (2021), pp. 262-275
Persistent link: https://www.econbiz.de/10012482892