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Optimal dividends with debts and nonlinear insurance risk processes
Meng, Hui; Siu, Tak Kuen; Yang, Hailiang - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 110-121
Persistent link: https://www.econbiz.de/10009785414
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Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model
Zhang, Zhimin; Yang, Hailiang - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 24-35
Persistent link: https://www.econbiz.de/10009785427
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Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation
Zhang, Zhimin; Yang, Hailiang - In: Insurance / Mathematics & economics 59 (2014), pp. 168-177
Persistent link: https://www.econbiz.de/10010469141
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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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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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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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Lévy insurance risk process with Poissonian taxation
Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang - In: Scandinavian actuarial journal (2017) 1, pp. 51-87
Persistent link: https://www.econbiz.de/10011771965
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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