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Stochastic process
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13
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13
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Yang, Hailiang
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2
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2
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Stochastic methods in reliability and risk management : [... selected from the presentations given the 7th International Conference on Mathematical Methods in Reliability (MMR2011) held in Beijing, China, June 20 - 24, 2011]
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On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest
Cai, Jun
;
Yang, Hailiang
- In:
Stochastic methods in reliability and risk management : …
,
(pp. 61-77)
.
2014
Persistent link: https://www.econbiz.de/10010238845
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2
Valuing equity-linked death benefits in jump diffusion models
Gerber, Hans U.
;
Shiu, Elias S. W.
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 615-623
Persistent link: https://www.econbiz.de/10010227922
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3
Equilibruim approach of asset pricing under Lévy process
Fu, Jun
;
Yang, Hailiang
- In:
European journal of operational research : EJOR
223
(
2012
)
3
,
pp. 701-708
Persistent link: https://www.econbiz.de/10009656149
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4
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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5
Option pricing when the regime-switching risk is priced
Siu, Tak Kuen
;
Yang, Hailiang
;
Lau, John W.
-
2007
Persistent link: https://www.econbiz.de/10003647140
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6
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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7
Valuing equity-linked death benefits in a regime-switsching framework
Siu, Chi Chung
;
Yam, Sheung Chi Phillip
;
Yang, Hailiang
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
2
,
pp. 355-395
Persistent link: https://www.econbiz.de/10011312281
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8
Index options and volatility derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan
;
Wei, Boyu
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
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9
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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10
Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes
Zhao, Yongxia
;
Chen, Ping
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 135-146
Persistent link: https://www.econbiz.de/10011712427
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