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Optimal risk and dividend control problem with fixed costs and salvage value : variance premium principle
Yao, Dingjun; Yang, Hailiang; Wang, Rongming - In: Economic modelling 37 (2014), pp. 53-64
Persistent link: https://www.econbiz.de/10010416845
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Optimal retention for a stop-loss reinsurance with incomplete information
Hu, Xiang; Yang, Hailiang; Lianzeng, Zhang - In: Insurance / Mathematics & economics 65 (2015), pp. 15-21
Persistent link: https://www.econbiz.de/10011422850
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Optimal debt ratio and dividend payment strategies with reinsurance
Jin, Zhuo; Yang, Hailiang; Yin, G. - In: Insurance / Mathematics & economics 64 (2015), pp. 351-363
Persistent link: https://www.econbiz.de/10011398096
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Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps
Li, Danping; Zeng, Yan; Yang, Hailiang - In: Scandinavian actuarial journal (2018) 2, pp. 145-171
Persistent link: https://www.econbiz.de/10011881073
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Optimal dividend and reinsurance strategies with financing and liquidation value
Yao, Dingjun; Yang, Hailiang; Wang, Rongming - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 365-399
Persistent link: https://www.econbiz.de/10011576767
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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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Stochastic differential games between two insurers with generalized mean-variance premium principle
Chen, Shumin; Yang, Hailiang; Zeng, Yan - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 413-434
Persistent link: https://www.econbiz.de/10011875615
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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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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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A constraint-free approach to optimal reinsurance
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang - In: Scandinavian actuarial journal 2019 (2019) 1, pp. 62-79
Persistent link: https://www.econbiz.de/10012194932