Narrow search
Showing 1 - 10 of 55
Cover Image
An elementary approach to discrete models of dividend strategies
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 109-116
Persistent link: https://www.econbiz.de/10003953311
Cover Image
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
Cover Image
An integrated risk management method : VaR approach
Yang, Hailiang - In: Multinational finance journal : MF ; quarterly … 4 (2000) 3/4, pp. 201-219
Persistent link: https://www.econbiz.de/10001636382
Cover Image
An introduction to mathematical risk theory
Gerber, Hans U. - 1979
Persistent link: https://www.econbiz.de/10000072026
Cover Image
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc; Elliott, Robert J.; Madan, Dilip B.; … - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
Cover Image
A PDE approach to risk measures of derivatives
Siu, Tak-kuen; Yang, Hailiang - In: Applied mathematical finance 7 (2000) 3, pp. 211-228
Persistent link: https://www.econbiz.de/10001590511
Cover Image
Upper comonotonicity and convex upper bounds for sums of random variables
Dong, Jing; Cheung, Ka Chun; Yang, Hailiang - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 159-166
Persistent link: https://www.econbiz.de/10008654262
Cover Image
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
Cover Image
Coherent risk measure for derivatives under black-scholes economy with regime switching
Hao, Fangcheng; Yang, Hailiang - In: Managerial finance 37 (2011) 11, pp. 1011-1024
Persistent link: https://www.econbiz.de/10009388902
Cover Image
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